Passive Portfolio Management by Indexing: A Performance Analysis of High, Medium and Low Capitalization Indices in Mexico

dc.creatorSamaniego-Alcántar, Ángel
dc.creatorRodríguez-Reyes, Luis R.
dc.date.accessioned2019-02-12T21:32:38Z
dc.date.available2019-02-12T21:32:38Z
dc.date.created2019-02-12T21:32:38Z
dc.date.issued2018-12
dc.identifierSamaniego-Alcántar, Á. & Rodríguez-Reyes, L. R. (2018). Passive Portfolio Management by Indexing: A Performance Analysis of High, Medium and Low Capitalization Indices in Mexico. Revista de Métodos Cuantitativos para la Economía y la Empresa, (26), 269-293. Universidad de Sevilla.
dc.identifier1886-516X
dc.identifierhttp://hdl.handle.net/11117/5819
dc.languageeng
dc.publisherUniversidad Pablo de Olavide
dc.rightshttp://quijote.biblio.iteso.mx/licencias/CC-BY-NC-2.5-MX.pdf
dc.subjectCAPM
dc.subjectInformation Ratio
dc.subjectPortfolio Performance
dc.subjectSortino Ratio
dc.subjectRatio de Información
dc.subjectDesempeño de Portafolios
dc.subjectRazón de Sortino
dc.titlePassive Portfolio Management by Indexing: A Performance Analysis of High, Medium and Low Capitalization Indices in Mexico
dc.typeinfo:eu-repo/semantics/article


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