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Title: | Gestió de carteres. Model de Markovitz i CAPM |
Author: | Real Martı́nez, Cristian |
Director/Tutor: | Vives i Santa Eulàlia, Josep, 1963- |
Keywords: | Gestió de cartera Treballs de fi de grau Inversions Finances Estadística financera Portfolio management Bachelor's theses Investments Finance Financial statistics |
Issue Date: | 13-Jun-2022 |
Abstract: | [en] This final degree project is intended to provide an introduction to portfolio management with the aim of understanding, from an economic and mathematic point of view, its basic fundamentals. We will show the Markowitz model, with the necessary concepts to understand it, such as the minimum variance curve, efficient frontier among others... and the Capital Asset Pricing Model (CAPM): we will explain which are the hypotheses, we will state and prove its theorem. Finally, we will relate the theoretical study with a practical one, where we will calculate the efficient frontier of the Markowitz method with real situations of two companies. |
Note: | Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2022, Director: Josep Vives i Santa Eulàlia |
URI: | http://hdl.handle.net/2445/196500 |
Appears in Collections: | Treballs Finals de Grau (TFG) - Matemàtiques |
Files in This Item:
File | Description | Size | Format | |
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tfg_real_martinez_cristian.pdf | Memòria | 752.94 kB | Adobe PDF | View/Open |
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