Portafolios α-estables del G20: Evidencia empírica con Markowitz, Tobin y CAPM
G20 α-stable portfolios: Empirical evidence with Markowitz, Tobin and CAPM Objective: This research extends Markowitz, Tobin, and CAPM optimal portafolio with α-stable processes. Methodology: The following procedures are performed on a portfolio with the G20 stock indices: 1) descriptive statistic...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Instituto Mexicano de Ejecutivos de Finanzas
2021-03-01
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| Series: | Revista Mexicana de Economía y Finanzas Nueva Época REMEF |
| Subjects: | |
| Online Access: | https://www.remef.org.mx/index.php/remef/article/view/533 |