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tfg_real_martinez_cristian.pdf (752.94 KB)

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Bachelor thesis

Publication date

2022-06-13

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cc-by-nc-nd (c) Cristian Real Martı́nez, 2022
Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/196500

Gestió de carteres. Model de Markovitz i CAPM

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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.

Description

Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2022, Director: Josep Vives i Santa Eulàlia

Subject

Gestió de cartera, Treballs de fi de grau, Inversions, Finances, Estadística financera

Subject (English)

Portfolio management, Bachelor's theses, Investments, Finance, Financial statistics

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Treballs Finals de Grau (TFG) - Matemàtiques

Citation

REAL MARTÍNEZ, Cristian. Gestió de carteres. Model de Markovitz i CAPM. [consulted: 14 of June of 2026]. Available at: https://hdl.handle.net/2445/196500

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