Alternativas de diversificación internacional para portafolios de acciones de la Bolsa de Valores de Lima

Juan Carlos Ames Santillán

doi:10.18800/contabilidad.201201.002

Alternatives in international diversification for investment portfolios focused in stocks of Lima Stock Exchange

Authors

Juan Carlos Ames Santillán Agencia de Promoción de la Inversión Privada (Proinversión)

DOI:

https://doi.org/10.18800/contabilidad.201201.002

Keywords:

Portfolio, International Diversification, Sharpe Ratio, Gold Diversification, DJIA, Financial Markets

Abstract

This paper gives an estimation of efficient frontiers for investment portfolios, they include stocks from Lima Stock Exchange General Index, Dow Jones Industrial Average, Gold, Cooper, Fixed Income Instruments of Peruvian government and savings in Peruvian financial institutions. The paper concludes that risk of investment in local portfolio reduces as a consequence of diversification, gold is an important asset and contributes to reduce portfolio risk.

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Published

2012-09-21

How to Cite

Ames Santillán, J. C. (2012). Alternatives in international diversification for investment portfolios focused in stocks of Lima Stock Exchange. Contabilidad Y Negocios, 7(13), 13–32. https://doi.org/10.18800/contabilidad.201201.002