To access the full text documents, please follow this link: http://hdl.handle.net/2445/110548
dc.contributor.author | Adame-García, Víctor |
---|---|
dc.contributor.author | Fernández Rodríguez, Fernando, 1954- |
dc.contributor.author | Sosvilla Rivero, Simón, 1961- |
dc.date | 2017-05-08T08:51:21Z |
dc.date | 2017-05-08T08:51:21Z |
dc.date | 2017 |
dc.date | 2017-05-08T08:51:21Z |
dc.identifier.citation | 2014-1254 |
dc.identifier.uri | http://hdl.handle.net/2445/110548 |
dc.format | 43 p. |
dc.format | application/pdf |
dc.language.iso | eng |
dc.publisher | Universitat de Barcelona. Institut de Recerca en Economia Aplicada Regional i Pública |
dc.relation | Reproducció del document publicat a: http://www.ub.edu/irea/working_papers/2017/201702.pdf |
dc.relation | IREA – Working Papers, 2017, IR17/02 |
dc.relation | [WP E-IR17/02] |
dc.rights | cc-by-nc-nd, (c) Adame-García et al., 2017 |
dc.rights | info:eu-repo/semantics/openAccess |
dc.rights | http://creativecommons.org/licenses/by-nc-nd/3.0/ |
dc.subject | Econometria |
dc.subject | Optimització matemàtica |
dc.subject | Assignació d'actius |
dc.subject | Anàlisi de variància |
dc.subject | Econometrics |
dc.subject | Mathematical optimization |
dc.subject | Asset allocation |
dc.subject | Analysis of variance |
dc.title | Resolution of optimization problems and construction of efficient portfolios: An application to the Euro Stoxx 50 index |
dc.type | info:eu-repo/semantics/workingPaper |
dc.description.abstract |