The low risk anomaly in Spain

dc.contributor.author	Motene, Thato Desiree
dc.contributor.other	Salvador Aragó, Enrique
dc.date.accessioned	2022-07-19T07:18:43Z
dc.date.available	2022-07-19T07:18:43Z
dc.date.issued	2022-06-08
dc.identifier.uri	http://hdl.handle.net/10234/198486
dc.description	Treball Final de Grau en Finances i Comptabilitat. Codi: FC1049. Curs acadèmic: 2021-2022	ca_CA
dc.description.abstract	This paper finds the low risk anomaly in the IBEX-35 during January 2002 – December 2021. This indicates an inverse relationship between risk and return which is contrary to financial theory. The results are obtained from observing the monthly returns of listed companies and creating risk-sorted quintile portfolios which are equally weighted. The methodology used is in line with existing literature using Sharpe ratio and Jensen’s alpha as performance metrics. Keywords:	ca_CA
dc.format.extent	29 p.	ca_CA
dc.format.mimetype	application/pdf	ca_CA
dc.language.iso	eng	ca_CA
dc.publisher	Universitat Jaume I	ca_CA
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/	ca_CA
dc.subject	Grau en Finances i Comptabilitat	ca_CA
dc.subject	Grado en Finanzas y Contabilidad	ca_CA
dc.subject	Bachelor's Degree in Finance and Accounting	ca_CA
dc.subject	low risk anomaly	ca_CA
dc.subject	CAPM	ca_CA
dc.subject	idiosyncratic risk	ca_CA
dc.subject	systematic risk	ca_CA
dc.title	The low risk anomaly in Spain	ca_CA
dc.type	info:eu-repo/semantics/bachelorThesis	ca_CA
dc.educationLevel	Estudios de Grado	ca_CA
dc.rights.accessRights	info:eu-repo/semantics/openAccess	ca_CA

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