Analysis of financial decisions through mathematical programming

Detalhes bibliográficos
Autor(a) principal: Villarreal Satama , Freddy Lenin
Data de Publicação: 2022
Outros Autores: Núñez Ribadeneira, Janneth Efigenia, Montenegro Gálvez, Diego Ignacio, Ullauri Betancourt, Santiago Andrés, Coloma Braganza, Geovanny Javier
Tipo de documento: Artigo
Idioma: spa
Título da fonte: Sapienza (Curitiba)
Texto Completo: https://journals.sapienzaeditorial.com/index.php/SIJIS/article/view/217
Resumo: The present work has the purpose of generating an investment portfolio proposal based on the linear programming methodology with the use of the simplex method with the two-phase modeling technique. For this, the data of Forex table 5 of investments that helped to establish the six variables of the model, each one representing the type of investment of the portfolio, are taken. The results indicate that after maximizing the investment in the objective function, its result is USD 67,790 and that a sensitivity analysis can subsequently be generated based on the amount that the investor wishes to risk.
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spelling Analysis of financial decisions through mathematical programmingAnálisis de decisiones financieras mediante la programación matemáticaAnálise de decisões financeiras usando programação matemáticaOtimização matemática; método simplex, carteira de investimentosMathematical optimization; simplex method, investment portfolioOptimización matemática; método simplex, portafolio de inversionesThe present work has the purpose of generating an investment portfolio proposal based on the linear programming methodology with the use of the simplex method with the two-phase modeling technique. For this, the data of Forex table 5 of investments that helped to establish the six variables of the model, each one representing the type of investment of the portfolio, are taken. The results indicate that after maximizing the investment in the objective function, its result is USD 67,790 and that a sensitivity analysis can subsequently be generated based on the amount that the investor wishes to risk.El presente trabajo tiene el propósito de generar una propuesta de portafolio de inversiones basada en la metodología de la programación lineal con el uso del método simplex con la técnica de modelado de dos fases. Para ello se toman los datos de Forex tabla 5 de inversiones que ayudaron a establecer las seis variables del modelo, cada una representando al tipo de inversión del portafolio. Los resultados indican que luego de maximizar la inversión en la función objetivo su resultado es de USD 67.790 y que posteriormente se puede generar un análisis de sensibilidad que va en función del monto que el inversionista desee arriesgar.O presente trabalho visa gerar uma proposta de carteira de investimentos baseada na metodologia de programação linear com a utilização do método simplex com a técnica de modelagem em duas fases. Para isso, são tomados os dados da tabela Forex 5 de investimentos que ajudaram a estabelecer as seis variáveis ​​do modelo, cada uma representando o tipo de investimento da carteira. Os resultados indicam que após maximizar o investimento na função objetivo, seu resultado é de US$ 67.790 e que uma análise de sensibilidade pode ser gerada posteriormente com base no valor que o investidor deseja arriscar.Sapienza Grupo Editorial2022-02-14info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionPeer-reviewed articleArtículo revisado por paresArtigo avaliado pelos paresapplication/pdfhttps://journals.sapienzaeditorial.com/index.php/SIJIS/article/view/21710.51798/sijis.v3i1.217Sapienza: International Journal of Interdisciplinary Studies; Vol. 3 No. 1 (2022): Interdisciplinary studies and essays: Free subject; 67-85Sapienza: International Journal of Interdisciplinary Studies; Vol. 3 Núm. 1 (2022): Estudios y ensayos interdisciplinarios: Temática libre; 67-85Sapienza: International Journal of Interdisciplinary Studies; v. 3 n. 1 (2022): Estudos e ensaios interdisciplinares: Tema livre; 67-852675-978010.51798/sijis.v3i1reponame:Sapienza (Curitiba)instname:Sapienza Grupo Editorialinstacron:SAPIENZAspahttps://journals.sapienzaeditorial.com/index.php/SIJIS/article/view/217/91Copyright (c) 2022 Freddy Lenin Villarreal Satama , Janneth Efigenia Núñez Ribadeneira, Diego Ignacio Montenegro Gálvez, Santiago Andrés Ullauri Betancourt, Geovanny Javier Coloma Braganzahttps://creativecommons.org/licenses/by-nc-nd/4.0info:eu-repo/semantics/openAccessVillarreal Satama , Freddy LeninNúñez Ribadeneira, Janneth EfigeniaMontenegro Gálvez, Diego IgnacioUllauri Betancourt, Santiago Andrés Coloma Braganza, Geovanny Javier2022-12-26T21:31:43Zoai:ojs2.journals.sapienzaeditorial.com:article/217Revistahttps://journals.sapienzaeditorial.com/index.php/SIJISPRIhttps://journals.sapienzaeditorial.com/index.php/SIJIS/oaieditor@sapienzaeditorial.com2675-97802675-9780opendoar:2023-01-12T16:42:51.097198Sapienza (Curitiba) - Sapienza Grupo Editorialfalse
dc.title.none.fl_str_mv Analysis of financial decisions through mathematical programming
Análisis de decisiones financieras mediante la programación matemática
Análise de decisões financeiras usando programação matemática
title Analysis of financial decisions through mathematical programming
spellingShingle Analysis of financial decisions through mathematical programming
Villarreal Satama , Freddy Lenin
Otimização matemática; método simplex, carteira de investimentos
Mathematical optimization; simplex method, investment portfolio
Optimización matemática; método simplex, portafolio de inversiones
title_short Analysis of financial decisions through mathematical programming
title_full Analysis of financial decisions through mathematical programming
title_fullStr Analysis of financial decisions through mathematical programming
title_full_unstemmed Analysis of financial decisions through mathematical programming
title_sort Analysis of financial decisions through mathematical programming
author Villarreal Satama , Freddy Lenin
author_facet Villarreal Satama , Freddy Lenin
Núñez Ribadeneira, Janneth Efigenia
Montenegro Gálvez, Diego Ignacio
Ullauri Betancourt, Santiago Andrés
Coloma Braganza, Geovanny Javier
author_role author
author2 Núñez Ribadeneira, Janneth Efigenia
Montenegro Gálvez, Diego Ignacio
Ullauri Betancourt, Santiago Andrés
Coloma Braganza, Geovanny Javier
author2_role author
author
author
author
dc.contributor.author.fl_str_mv Villarreal Satama , Freddy Lenin
Núñez Ribadeneira, Janneth Efigenia
Montenegro Gálvez, Diego Ignacio
Ullauri Betancourt, Santiago Andrés
Coloma Braganza, Geovanny Javier
dc.subject.por.fl_str_mv Otimização matemática; método simplex, carteira de investimentos
Mathematical optimization; simplex method, investment portfolio
Optimización matemática; método simplex, portafolio de inversiones
topic Otimização matemática; método simplex, carteira de investimentos
Mathematical optimization; simplex method, investment portfolio
Optimización matemática; método simplex, portafolio de inversiones
description The present work has the purpose of generating an investment portfolio proposal based on the linear programming methodology with the use of the simplex method with the two-phase modeling technique. For this, the data of Forex table 5 of investments that helped to establish the six variables of the model, each one representing the type of investment of the portfolio, are taken. The results indicate that after maximizing the investment in the objective function, its result is USD 67,790 and that a sensitivity analysis can subsequently be generated based on the amount that the investor wishes to risk.
publishDate 2022
dc.date.none.fl_str_mv 2022-02-14
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed article
Artículo revisado por pares
Artigo avaliado pelos pares
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv https://journals.sapienzaeditorial.com/index.php/SIJIS/article/view/217
10.51798/sijis.v3i1.217
url https://journals.sapienzaeditorial.com/index.php/SIJIS/article/view/217
identifier_str_mv 10.51798/sijis.v3i1.217
dc.language.iso.fl_str_mv spa
language spa
dc.relation.none.fl_str_mv https://journals.sapienzaeditorial.com/index.php/SIJIS/article/view/217/91
dc.rights.driver.fl_str_mv https://creativecommons.org/licenses/by-nc-nd/4.0
info:eu-repo/semantics/openAccess
rights_invalid_str_mv https://creativecommons.org/licenses/by-nc-nd/4.0
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Sapienza Grupo Editorial
publisher.none.fl_str_mv Sapienza Grupo Editorial
dc.source.none.fl_str_mv Sapienza: International Journal of Interdisciplinary Studies; Vol. 3 No. 1 (2022): Interdisciplinary studies and essays: Free subject; 67-85
Sapienza: International Journal of Interdisciplinary Studies; Vol. 3 Núm. 1 (2022): Estudios y ensayos interdisciplinarios: Temática libre; 67-85
Sapienza: International Journal of Interdisciplinary Studies; v. 3 n. 1 (2022): Estudos e ensaios interdisciplinares: Tema livre; 67-85
2675-9780
10.51798/sijis.v3i1
reponame:Sapienza (Curitiba)
instname:Sapienza Grupo Editorial
instacron:SAPIENZA
instname_str Sapienza Grupo Editorial
instacron_str SAPIENZA
institution SAPIENZA
reponame_str Sapienza (Curitiba)
collection Sapienza (Curitiba)
repository.name.fl_str_mv Sapienza (Curitiba) - Sapienza Grupo Editorial
repository.mail.fl_str_mv editor@sapienzaeditorial.com
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