POUCHKAREV, I; SPRONK, J.; TRINIDAD SEGOVIA, J.E. - In: Estudios de Economía Aplicada 22 (2004) Abril, pp. 7-21
We present an analysis of the performance of the Spanish Stock Market over the last six years, examining the most widely used index, i.e. the IBEX 35®. Our analysis is broader than conventional benchmark approaches because we study the properties of all feasible portfolios, i.e. portfolios...
