Visualitza TFG: Treballs de Final de Grau per paraule clau "risk return"
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The merits of factors as potential core elements for portfolio construction
Universitat Jaume I (2021)In 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 ...