Passive portfolio management by indexing : a performance analysis of high, medium and low capitalization indices in Mexico
Alternative title: | Administración pasiva de portafolios mediante indexación : un análisis del desempeño de los índices de alta, mediana y baja capitalización en México |
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Year of publication: |
2019
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Authors: | Samaniego, Angel ; Rodríguez Reyes, Luis Raúl |
Published in: |
Revista de métodos cuantitativos para la economía y la empresa. - Sevilla : [Verlag nicht ermittelbar], ISSN 1886-516X, ZDB-ID 2584041-1. - Vol. 26.2018, p. 269-293
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Subject: | CAPM | information ratio | portfolio performance | Sortino ratio | Portfolio-Management | Portfolio selection | Mexiko | Mexico | Betriebliche Kennzahl | Financial ratio | Kapitaleinkommen | Capital income | Performance-Messung | Performance measurement |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Zusammenfassung in spanischer Sprache |
Other identifiers: | hdl:10419/286149 [Handle] |
Classification: | G11 - Portfolio Choice ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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