Método de Markowitz y modelo de Black-Litterman
| Autor: | Pons Salord, Mercedes |
|---|---|
| Přispěvatelé: | Corcuera Valverde, José Manuel |
| Jazyk: | Spanish; Castilian |
| Rok vydání: | 2020 |
| Předmět: | |
| Zdroj: | Dipòsit Digital de la UB Universidad de Barcelona |
| Popis: | Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2020, Director: José Manuel Corcuera Valverde [en] Nowadays the theory of selection of investment portfolios has become a topic of main interest in the field of finances. There is a large number of investment opportunities and knowing how to optimize these investments and create the best portfolio is a fundamental aspect. Markowitz’s method has achieved theoretical success in terms of portfolio structuring and in the search for the implicit diversification in investment analysis. However, in practice, there are difficulties and inconveniences that have influenced on the success of its application. This project is a theoretical and practical study about this method in real situations and the Black-Litterman model is presented as a methodological alternative that helps to neutralize some of these disadvantages and allows to maximize the expected yield, generating a more efficient, stable and diversified portfolio. |
| Databáze: | OpenAIRE |
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