Victor Adame-Garcia

Universidad Complutense de Madrid (UCM)

Carretera de Humera s/n

Madrid, Madrid 28223

Spain

  • Universidad Complutense de Madrid (UCM)

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Resolution of Optimization Problems and Construction of Efficient Portfolios: An Application to the Euro Stoxx 50 Index

Institut de Recerca en Economia Aplicada Regional i Pública, Document de Treball No. 2017/02
Number of pages: 43 Posted: 03 Feb 2017
Victor Adame-Garcia, Fernando Fernández Rodríguez and Simon Sosvilla-Rivero
Universidad Complutense de Madrid (UCM), University of Las Palmas de Gran Canaria - Faculty of Economic Science and UCM Institute for Economic Analysis
Downloads 81 (300,945)

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Optimization Problems, Portfolio Choice, Investment Decisions, Asset Allocation, Econometrics, Minimum-Variance Portfolios, Robust Statistics, Out-Of-Sample Performance

2.

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

Number of pages: 33 Posted: 30 Jun 2015
Victor Adame-Garcia, Fernando Fernández Rodríguez and Simon Sosvilla-Rivero
Universidad Complutense de Madrid (UCM), University of Las Palmas de Gran Canaria - Faculty of Economic Science and UCM Institute for Economic Analysis
Downloads 57 (363,460)

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Portfolio optimization; Portfolio diversification; Markowitz Analysis; Naive 1/N strategy; Snanish Ibex35