PERFORMANCE EVALUATION, FUND SELECTION AND PORTFOLIO ALLOCATION APPLIED TO COLOMBIA'S PENSION FUNDS

PERFORMANCE EVALUATION, FUND SELECTION AND PORTFOLIO ALLOCATION APPLIED TO COLOMBIA'S PENSION FUNDS

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Este estudio examina el desempeño de fondos de pensiones obligatorios y voluntarios en el periodo 2004-2008. El documento presenta una metodología fundamentada en la técnica de componentes principales que facilita el proceso de selección de fondos. También se analizan dos metodologías de optimizació...

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Bibliographic Details
Main Authors:	LUIS BERGGRUN PRECIADO, FERNANDO JARAMILLO RECIO
Format:	Article
Language:	Spanish
Published:	Universidad ICESI 2010-01-01
Series:	Estudios Gerenciales
Online Access:	http://www.redalyc.org/articulo.oa?id=21218551001

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