Mostrar el registro sencillo del ítem

The merits of factors as potential core elements for portfolio construction

dc.contributor.authorSánchez García, María
dc.contributor.otherAlemany Palomo, Nuria
dc.date.accessioned2021-09-21T12:27:53Z
dc.date.available2021-09-21T12:27:53Z
dc.date.issued2021
dc.identifier.urihttp://hdl.handle.net/10234/194771
dc.descriptionTreball Final de Grau en Finances i Comptabilitat. Codi: FC1049. Curs acadèmic: 2020-2021ca_CA
dc.description.abstractIn the present work, the German DAX30 equity market is used, in the period 2017-2020 to try to demonstrate that a portfolio based on momentum factors, low volatility and a combination of both is capable of beating the benchmark index or passive strategies. Despite not being such a recent element, it has been gaining popularity in recent times, although in Europe it is still less present than in the United States. In addition, we analyse its performance in the recent crisis caused by Covid-19, what results it has had and if it confirms our hypothesis that, in the end, factors are winner strategies.ca_CA
dc.format.extent34 p.ca_CA
dc.format.mimetypeapplication/pdfca_CA
dc.language.isoengca_CA
dc.publisherUniversitat Jaume Ica_CA
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/ca_CA
dc.subjectGrau en Finances i Comptabilitatca_CA
dc.subjectGrado en Finanzas y Contabilidadca_CA
dc.subjectBachelor's Degree in Finance and Accountingca_CA
dc.subjectasset allocationca_CA
dc.subjectdiversificationca_CA
dc.subjectinvestment decisionsca_CA
dc.subjectportfolioca_CA
dc.subjectportfolio choiceca_CA
dc.subjectrate of returnca_CA
dc.subjectrisk analysisca_CA
dc.subjectrisk returnca_CA
dc.subjectvalue at riskca_CA
dc.titleThe merits of factors as potential core elements for portfolio constructionca_CA
dc.typeinfo:eu-repo/semantics/bachelorThesisca_CA
dc.educationLevelEstudios de Gradoca_CA
dc.rights.accessRightsinfo:eu-repo/semantics/openAccessca_CA


Ficheros en el ítem

Thumbnail
Nombre:
TFG_2021_SanchezM.pdf
Tamaño:
1.199Mb
Formato:
PDF
Ver/Abrir

Este ítem aparece en la(s) siguiente(s) colección(ones)

Mostrar el registro sencillo del ítem

http://creativecommons.org/licenses/by-nc-nd/4.0/
Excepto si se señala otra cosa, la licencia del ítem se describe como: http://creativecommons.org/licenses/by-nc-nd/4.0/