Optimización de rentabilidad en un portafolio de Fondos de Inversión en el Ecuador.

Abstract

The present study aims to contribute to the enrichment of the technical aspects of the stock market culture in our country, especially focused on those investors and fund managers who seek returns higher than those offered by the traditional financial system, through the formation of Portfolios of Funds Of Investment, seeking in this way to contribute with an instrument for the investor, allowing him to minimize and diversify the risk, at the same time optimizing the profitability of the companies. The proposed model consists of evaluating and analyzing previous research on the most significant models of profitability optimization such as: Markowitz, Sharpe and Capm. In order to carry out the present investigation, information was collected from the 20 most representative companies that negotiate through Stock Exchange of Quito and Guayaquil; and that there is historical information regarding their quotations. The results obtained determine that the companies that are the object of study and those that make up the portfolio of Investment Funds, are companies with greater profitability and minimum risk in the Ecuadorian market