Gestió de carteres. Model de Markovitz i CAPM

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.