Título :	Construction of equity portfolio : stock picking and minimizing factor risk
Tipo de documento:	documento electrónico
Autores:	Marta López-Arenas Barquero, Autor ; Armen Arakelyan, Autor
Fecha de publicación:	2022
Número de páginas:	42 p.
Nota general:	Grado en Administración y Dirección de Empresas
Idioma :	Inglés (eng)
Materias:	Cartera de valores Gestión de cartera Riesgo de inversión
Clasificación:	336.763 Títulos. Valores
Resumen:	This paper attempts to demonstrate how by selecting equity assets based on fundamental criteria that maximize their profitability and by minimizing the exposure of these assets to certain risk factors, an investment portfolio that performs better in times of market stress can be constructed. We will try to design an investment strategy that adds value and improves the efficiency of the portfolio, which will have the potential to achieve higher returns through a more balanced risk adjustment. In difficult market times, it has been possible to observe that not even widely diversified portfolios were able to save themselves form a major drawdown, calling into question the diversifying effect of the different assets at a time when it is most needed. Throughout this research paper we will demonstrate how, once the equity assets have been selected following fundamental analysis parameters and reducing the risk exposure of these assets by assigning weights according to the greater or lesser sensitivity to the chosen risk factors, our investment portfolio presents a greater de-correlation, being able to control market falls and obtain higher returns.
Link:	https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=49747

Construction of equity portfolio : stock picking and minimizing factor risk [documento electrónico] / Marta López-Arenas Barquero, Autor ; Armen Arakelyan, Autor . - 2022 . - 42 p.
Grado en Administración y Dirección de Empresas
Idioma : Inglés (eng)

Materias:	Cartera de valores Gestión de cartera Riesgo de inversión
Clasificación:	336.763 Títulos. Valores
Resumen:	This paper attempts to demonstrate how by selecting equity assets based on fundamental criteria that maximize their profitability and by minimizing the exposure of these assets to certain risk factors, an investment portfolio that performs better in times of market stress can be constructed. We will try to design an investment strategy that adds value and improves the efficiency of the portfolio, which will have the potential to achieve higher returns through a more balanced risk adjustment. In difficult market times, it has been possible to observe that not even widely diversified portfolios were able to save themselves form a major drawdown, calling into question the diversifying effect of the different assets at a time when it is most needed. Throughout this research paper we will demonstrate how, once the equity assets have been selected following fundamental analysis parameters and reducing the risk exposure of these assets by assigning weights according to the greater or lesser sensitivity to the chosen risk factors, our investment portfolio presents a greater de-correlation, being able to control market falls and obtain higher returns.
Link:	https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=49747