Applying the mean-variance framework: portfolio optimization and comparative performance analysis in the emerging Colombian capital market

Purpose – this paper adopts the mean-variance approach in optimizing portfolios within the Colombian capital market, a setting full of complications such as lack of liquidity and market concentration. It delivers actionable messages for emerging market stakeholders and formulates guidance aimed at...

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Bibliografische gegevens

Hoofdauteurs:	Jairo González-Bueno, Rima Tamošiūnienė, Camilo Gómez Morales, Gladys Rueda-Barrios
Formaat:	Artigo
Taal:	Inglês
Gepubliceerd in:	Vilnius Gediminas Technical University 2025-06-01
Reeks:	Business, Management and Economics Engineering
Onderwerpen:	portfolio selection diversification efficient frontier mean-variance Colombia stock market
Online toegang:	https://journals.vilniustech.lt/index.php/BMEE/article/view/22695
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