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Metodología para la Conformación de Portafolio de Acciones Utilizando la Técnica Multicriterio de Borda.

Authors :
Escobar, John Willmer
Source :
Inge-Cuc. dic2014, Vol. 10 Issue 2, p60-66. 7p.
Publication Year :
2014

Abstract

This paper presents the application of Borda's multi-criteria decision-making method for stock portfolio in the Colombian stock exchange. The research question addresses the design of a methodology for investment decision- making in variable return markets by considering return and risk criteria. The approach used includes the integration of traditional and modern techniques with Borda's multi-criteria method; in this way, it allows assessing a number of choices under several criteria by assigning a determined score according to their relative position. The methodology set forth is adapted for the problem of selecting a portfolio in the Colombian stock exchange. The results obtained show the efficiency of the Borda method to find a suitable balance between return and risk. [ABSTRACT FROM AUTHOR]

Details

Language :
Spanish
ISSN :
01226517
Volume :
10
Issue :
2
Database :
Academic Search Index
Journal :
Inge-Cuc
Publication Type :
Academic Journal
Accession number :
101392713