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:In this paper, we present an analysis of the effectiveness of various portfolio optimization strategies
Simón Sosvilla-RiveroComplutense University of Madrid sosvilla@ccee.ucm.es
Abstract: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 episodes of volatility and instability in financial markets, incorporating the Gl… Show more
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