Investment Fund Analysis: Optimal Asset Structure for the Financial Sector?

Authors

  • Juan Arturo Ruiz-Valenciano Autonomous University of Nuevo León image/svg+xml

Keywords:

investments, shares, assets, mutual funds

Abstract

Throughout the last years, investment funds have become a raising product easy to reach. However, are they structured in the best way by investing in main issuings? This article attempts to study the structure of financial assets in investment funds inside the Mexican financial system using the modern theory of Markowitz, Sharpe’s ratio and Jensen’s alfa, analyzing two investment funds: GMB105 as the highest return of investment and ACIIPAT with the highest percentage of investment in financial institutions, making emphasis in the composition of the assets from the financial services sector, examining if it’s better to invest in institutions of national or foreign management within the investment funds. In the period between January 2011 to December 2016 with annual rate of return, showing a light tendency of better results with Mexican institutions.

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Published

2018-06-01

How to Cite

Ruiz-Valenciano, J. A. (2018). Investment Fund Analysis: Optimal Asset Structure for the Financial Sector?. Vinculategica Efan, 3(2), 151–156. Retrieved from https://vinculategica.uanl.mx/index.php/v/article/view/1320

Issue

Vol. 3 No. 2 (2018): VinculaTégica EFAN 3(2) July 2017 - June 2018

Section

Papers

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