Gestión de Carteras I: Selección de Carteras (Portfolio Management I: Portfolio Selection)

28 Pages Posted: 22 Aug 2013 Last revised: 15 Jan 2018

See all articles by Juan Mascareñas

Juan Mascareñas

Universidad Complutense de Madrid

Date Written: November 20, 2012

Abstract

Spanish Abstract: En esta monografía se describe el modelo de selección de carteras de Harry Markowitz, el modelo diagonal de William Sharpe y se describen los riesgos sistemáticos y específicos.

English Abstract: This monograph describes the portfolio selection model designed by Harry Markowitz and the diagonal model by William Sharpe. Systematic risk and specific or idiosyncratic risk are described.

Note: Downloadable document is in Spanish.

Keywords: Portfolio selection, Markowitz, Sharpe, Diagonal model

JEL Classification: G11

Suggested Citation

Mascareñas, Juan, Gestión de Carteras I: Selección de Carteras (Portfolio Management I: Portfolio Selection) (November 20, 2012). Available at SSRN: https://ssrn.com/abstract=2313392 or http://dx.doi.org/10.2139/ssrn.2313392

Juan Mascareñas (Contact Author)

Universidad Complutense de Madrid ( email )

Avda. de Séneca 2
Madrid, 28040
Spain

HOME PAGE: http://www.ucm.es

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