COVID-19 impact on the Spanish stock exchange with mean-variance and diversification-based portfolios
Luisa Martínez-Nieto, Francisco Fernández-Navarro, Teresa Montero-Romero and Mariano Carbonero-Ruz
| Year of publication: |
2023
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|---|---|
| Authors: | Martínez-Nieto, Luisa ; Fernández-Navarro, Francisco ; Montero-Romero, Teresa ; Carbonero-Ruz, Mariano |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 30.2023, 4, p. 416-422
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| Subject: | COVID-19 | diversified strategies | Ibex 35 | mean-variance portfolios | out-sample performance | Spanish stock exchange | Spanien | Spain | Portfolio-Management | Portfolio selection | Coronavirus | Börsenhandel | Stock exchange trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2021.1990203 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013553557