Author Page for Victor Adame-Garcia

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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 86 (323,977)

Abstract:

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 62 (388,794)

Victor Adame-Garcia

Universidad Complutense de Madrid (UCM)

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Scholarly Papers (2)

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

Abstract:

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

Abstract: