Global minimum variance portfolio: estimation of the covariance matrix in R

dc.contributor.author Barniol i Colom, Guillem
dc.contributor.author Sala Juvanteny, Albert
dc.date.accessioned 2021-11-03T15:15:39Z
dc.date.available 2021-11-03T15:15:39Z
dc.date.issued 2021
dc.description Treball de Fi de Grau en Economia. Curs 2020-2021ca
dc.description Tutor: Christian Brownleesca
dc.description.abstract In last years, there is an increasing interest in reducing the investment’s volatility. Therefore, the main reason of this paper is to replicate some advanced methods for constructing Minimum Variance Portfolio and show which is the performance of these during the last decade. We will discuss why we are interested in using these methods and what are the benefits from implementing them.ca
dc.format.mimetype application/pdf*
dc.identifier.uri http://hdl.handle.net/10230/48891
dc.language.iso engca
dc.rights.accessRights info:eu-repo/semantics/openAccessca
dc.subject.other Treball de fi de grau – Curs 2020-2021ca
dc.title Global minimum variance portfolio: estimation of the covariance matrix in Rca
dc.type info:eu-repo/semantics/bachelorThesisca

Col·leccions