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Article Information:
Number Theory for the Selection of an Investment Portfolio: An Application to the Mexican Stock Exchange
J.C. Zavala-Díaz, J. Pérez-Ortega, A. Martínez-Rebollar and J.A. Hernádez-Aguilar Autonomous University of the State of Morelos, Mexico
Corresponding Author: J.C. Zavala-Díaz
Submitted: March 13, 2014
Accepted: April 11, 2014
Published: June 25, 2014 |
Abstract:
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The calculation of variance is defined as a objective and increasing function, this definition allows establish the hypotheses to calculate diversified investment portfolios from the dominion of the function. In order to apply these hypotheses our mathematical multi-objective linear model is modified. Diversified portfolios are selected from the stocks of the Prices and Quotations Index of the Mexican Stock Exchange. It is shown with a statistical test using the coefficient of variation that the selected portfolio yields a higher profit at a lower risk.
Key words: Investment portfolio, Mexican stock exchange, number theory, , , ,
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Cite this Reference:
J.C. Zavala-Díaz, J. Pérez-Ortega, A. Martínez-Rebollar and J.A. Hernádez-Aguilar Autonomous University of the State of Morelos, Mexico, . Number Theory for the Selection of an Investment Portfolio: An Application to the Mexican Stock Exchange. Research Journal of Applied Sciences, Engineering and Technology, (24): 5264-5270.
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ISSN (Online): 2040-7467
ISSN (Print): 2040-7459 |
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