Barniol i Colom, GuillemSala Juvanteny, Albert2021-11-032021-11-032021http://hdl.handle.net/10230/48891Treball de Fi de Grau en Economia. Curs 2020-2021Tutor: Christian BrownleesIn 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.application/pdfeng© Tots els drets reservatsTreball de fi de grau – Curs 2020-2021Global minimum variance portfolio: estimation of the covariance matrix in Rinfo:eu-repo/semantics/bachelorThesisinfo:eu-repo/semantics/openAccess