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The Markowitz model for portfolio selection

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    Abstract

    Since its first appearance, The Markowitz model for portfolio selection has been a basic theoretical reference, opening several new development options. However, practically it has not been used among portfolio managers and investment analysts in spite of its success in the theoretical field. With our paper we would like to show how The Markowitz model may be of great help in real stock markets. Through an empirical study we want to verify the capability of Markowitz’s model to present portfolios with higher profitability and lower risk than the portfolio represented by IBEX-35 and IGBM indexes. Furthermore, we want to test suggested efficiency of these indexes as representatives of market theoretical-portfolio

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    Article provided by Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE) in its journal Cuadernos de Gestión.

    Volume (Year): 2 (2002)
    Issue (Month): 1 ()
    Pages: 33-46

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    Handle: RePEc:ehu:cuader:20020202

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    Postal: Instituto de Economía Aplicada a la Empresa, Revista Cuadernos de Gestión, Facultad de CC. Económicas y Empresariales, Universidad del País Vasco, Avda. Lehendakari Aguirre 83, 48015 Bilbao, Spain
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    Related research

    Keywords: Markowitz; portfolio selection; portfolio management; portfolio performance;

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