Construcció òptima d'una cartera d'inversió

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Chumilla Pérez, A. Construcció òptima d'una cartera d'inversió. 2018. handle: http://hdl.handle.net/10230/35325

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In this work a set of efficient portfolios is built with the aim of surpassing the reference index EURSOTOXX 50. The selection of assets is carried out through value investing and then the portfolios are optimized using the Markowitz model. Finally, backtesting is executed to verify whether the strategy implemented can provide a higher return than the market in the future.

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Memòria del treball de Fi de Grau en Negocis i Màrqueting Internacionals (ESCI). Curs 2017-2018
Tutor: Bernat Raventós Ruiz

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Portfolio theory : optimal asset allocation

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