| Sumario: | In this work, the investment portfolio selection model proposed by Harry Markowitz is applied for three financial instruments that are currently listed on the Mexican capital market. For this, a sample of 3 shares of representative Mexican companies that are listed in the stock market and that are part of the Mexican Stock Exchange Index was taken. To obtain the optimal portfolio, scenarios were generated under static, dynamic, and stochastic optimization in Risk Simulator. The results indicate that by fulfilling the proposed conditions the expected results are obtained.
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