Márquez, David (Márquez Carreras)Sáez Madrid, José B.Castells Benet, Sergi2019-06-202019-06-202019-01-18https://hdl.handle.net/2445/135561Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2019, Director: David Márquez i José B. Sáez Madrid[en] This final degree project aims to introduce the bases of portfolio theory in order to understand mathematical and economic foundations which are used in optimal portfolios models. So it will be seen the models of Markowitz, Sharpe, the Capital Asset Pricing Model and the Arbitrage Pricing Theory in a theoretical way and in a practical case, so all the models can be embraced.65 p.application/pdfengcc-by-nc-nd (c) Sergi Castells Benet, 2019http://creativecommons.org/licenses/by-nc-nd/3.0/es/ValorsTreballs de fi de grauActius financers derivatsArbitratge (Borsa)Presa de decisions (Estadística)Matemàtica financeraSecuritiesBachelor's thesesDerivative securitiesArbitrageStatistical decisioninfo:eu-repo/semantics/bachelorThesisinfo:eu-repo/semantics/openAccess