The merits of factors as potential core elements for portfolio construction
![Thumbnail](/xmlui/bitstream/handle/10234/194771/TFG_2021_SanchezM.pdf.jpg?sequence=4&isAllowed=y)
Ver/ Abrir
Metadatos
Mostrar el registro completo del ítemcomunitat-uji-handle:10234/158176
comunitat-uji-handle2:10234/71324
comunitat-uji-handle3:10234/97664
comunitat-uji-handle4:
TFG-TFMMetadatos
Título
The merits of factors as potential core elements for portfolio constructionAutoría
Tutor/Supervisor; Universidad.Departamento
Alemany Palomo, NuriaFecha de publicación
2021Editor
Universitat Jaume IResumen
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 ... [+]
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 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. [-]
Palabras clave / Materias
Descripción
Treball Final de Grau en Finances i Comptabilitat. Codi: FC1049. Curs acadèmic: 2020-2021
Tipo de documento
info:eu-repo/semantics/bachelorThesisDerechos de acceso
info:eu-repo/semantics/openAccess