ListarTFG: Treballs de Final de Grau por tema "systematic risk"

Mostrando ítems 1-2 de 2

    • closedAccess   Asymmetry in the systematic risk: an analysis in the Spanish stock market 

      Rull Hernández, Cristina Universitat Jaume I (2017-07-17)
      The objective of this paper is to analyze the asymmetry in systematic risk, that this, the existence of different betas depending on the evolution of the market. Based on a sample of shares of Spanish stock market, the ...

    • openAccess   The low risk anomaly in Spain 

      Motene, Thato Desiree Universitat Jaume I (2022-06-08)
      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 ...