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Ibex-35 eta IGBM-ren eraginkortasunaren analisia

Author

Listed:
  • Mendizabal Zubeldia, Alaitz
  • Zabalza Miera, Koldo Mirena
  • Zubia Zubiaurre, Marian

Abstract

Artikulu honetan Markowitz-en eredua azaltzen da. Hasieratik Markowitz-en ereduak garrantzia handia izan du teorikoki, garapen eta eratorri ugari eraginez. Gainera, finantza aktiboen merkatuko oreka teoria desberdinen oinarria ere izan dela esan daiteke. Dena den, karteren kudeatzaile eta analisigileen artean praktikan duen erabileran ez da teorian izan duen adina arrakastatsua izan. Egindako ikerketa enpirikoan Markowitz-en ereduak merkatuko erreferentzia karterak (IBEX-35 eta IGBM) gainditzeko gai diren karterak ematen ditu alde batetik. Eta bestetik, IBEX-35 eta IGBM ez dira kartera eraginkorrak eta ez dute merkatuko kartera teorikoaren portaera islatzen.

Suggested Citation

  • Mendizabal Zubeldia, Alaitz & Zabalza Miera, Koldo Mirena & Zubia Zubiaurre, Marian, 2002. "Ibex-35 eta IGBM-ren eraginkortasunaren analisia," Revista de Dirección y Administración de Empresas, Universidad del País Vasco - Escuela Universitaria de Estudios Empresariales de San Sebastián.
    • Handle: RePEc:ehu:rdadme:10996
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    References listed on IDEAS

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    Keywords

    Ibex-35; merkatua; analisia; IGBM;
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