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dc.contributor.authorCayuela Caputto, Laura
dc.contributor.otherSalvador Aragó, Enrique
dc.contributor.otherUniversitat Jaume I. Departament de Finances i Comptabilitat
dc.date.accessioned2019-02-07T13:31:49Z
dc.date.available2019-02-07T13:31:49Z
dc.date.issued2018-11-14
dc.identifier.urihttp://hdl.handle.net/10234/180837
dc.descriptionTreball Final de Grau en Finances i Comptabilitat. Codi: FC1049. Curs: 2018-2019ca_CA
dc.description.abstractThe objective of this document is to conduct a study on the Smart Beta, a new investment strategy that aims to generate a higher return than the market index based on the analysis of the classical mean-variance theory of Markowitz. To demonstrate if the smart betas have generated better returns than their benchmarks, we will review the main academic models on which they are based and the evolution of the main smart betas available in the United States compared to its reference index. Finally, we also create our “homemade” portfolios of Smart Beta for the Spanish market for the period 2012-2017, all based on similar models that the ones used in the investment fund industry. After our analysis, we verify that most of the returns of smart beta strategies outperform the reference index, corroborating that the excitement about Smart Beta was justified.ca_CA
dc.format.extent35 p.ca_CA
dc.format.mimetypeapplication/pdfca_CA
dc.language.isoengca_CA
dc.publisherUniversitat Jaume Ica_CA
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 Internacional*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.subjectGrau en Finances i Comptabilitatca_CA
dc.subjectGrado en Finanzas y Contabilidadca_CA
dc.subjectBachelor's Degree in Finance and Accountingca_CA
dc.titleSmart Beta. Discovering the world of smart Betaca_CA
dc.typeinfo:eu-repo/semantics/bachelorThesisca_CA
dc.educationLevelEstudios de Gradoca_CA
dc.rights.accessRightsinfo:eu-repo/semantics/openAccessca_CA


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Attribution-NonCommercial-NoDerivatives 4.0 Internacional
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