Heuristic Method to Develop a Stock Index for the Mexican Stock Exchange

C.A. Coutiño, C.R. Lucatero, J.A. Torres, and L.A. Tavera (Mexico)


Portfolio Selection, Heuristic Methods, Optimization


This research is focused on obtaining an efficient index fund portfolio using a heuristic method. This portfolio can be an alternative for the Price and Quotations Index (Índice de Precios y Cotizaciones, IPC) used at the Mexican Stock Exchange. The resulting portfolio is evaluated through Capital Asset Pricing Model.

Important Links:

Go Back