Abstract
The application of the Markowitz model is analyzed from five financial assets, a matrix of logarithmic returns was constructed to estimate the parameters. Through computational resolution, the optimal portfolio was obtained that complies with an established minimum return, simultaneously minimizing the level of risk. The results were visualized across the efficient frontier, identifying the optimal combinations between risk and return. It is concluded that the Markowitz model continues to be a valid and valuable tool for the rational management of investments, especially when it is complemented with computational resources that allow it to be adapted to various financial contexts.
References
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