TY  - RPRT
AU  - Adame-García, Víctor
AU  - Fernández-Rodríguez, Fernando
AU  - Sosvilla-Rivero, Simón
PY  - 2015
SN  - 2341-2356
UR  - https://hdl.handle.net/20.500.14352/27495
AB  - In this paper, we present an analysis of the effectiveness of various portfolio optimization strategies applied to the stocks included in the Spanish Ibex 35 index, for a period of 14 years, from 2001 until 2014. The period under study includes...
LA  - eng
KW  - Financial markets
KW  - Ibex 35 index
KW  - mean-variance portfolio of Markowitz
KW  - Sharpe Ratio
KW  - Mercados financieros
KW  - Ibex 35
KW  - Cartera de media-varianza de Markowitz
KW  - Ratio de Sharpe
TI  - Portfolios in the Ibex 35 index: Alternative methods to the traditional framework, a comparative with the naive diversification in a pre- and post- crisis context
TY  - technical report
VL  - 2015
ER  -