Examinando por Materia "SELECCIÓN DE PORTAFOLIOS"

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    Estructuración de portafolios de acciones en el mercado de valores de España
    (2014-05-13) Mesa-López, M. (Miriam); Colorado-González, J. A. (José Adolfo)
    This paper uses the portfolio’s modern theory developed by Harry Markowitz in 1952 to find an optimal portfolio that beats the benchmark in the Spanish market. The portfolio selected includes the application of the CAPM model for capital asset pricing. The result is a market’s portfolio with a better yield than that of benchmark and minimum risk levels in the international context.