Essays about: "Pilar Muñoz Ruiz"

Found 1 essay containing the words Pilar Muñoz Ruiz.

  1. 1. Risk-Based Portfolio Allocation Strategies with a Focus on Sustainable Stocks in Sweden

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Pilar Muñoz Ruiz; Frieda-Lotti Pauline Meyer; [2018]
    Keywords : Risk Adjusted Performance; Risk-Based Portfolio Allocation Strategies; Sustainable Stocks; Variance Covariance Matrix; Business and Economics;

    Abstract : This paper aims at analyzing the performance of six portfolio weight allocation strategies. The traditional Market Capitalization (CW), the Equal Weight (EW) and the Inverse Volatility Weighting (IVW) are heuristic based techniques and the Minimum Variance (MV), Maximum Diversification (MD) and Risk Efficient Weighting (REW) are risk-based. READ MORE