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- W2992485655 abstract "The results achieved indicate that the Global Macro is a strategy that once it is included into a benchmark portfolio compounded by bonds denominated in euros and Spanish stock exchange securities provide a reduction of the most relevant risk parameters for the investor measured by the value at risk, maximum drawdown, recovery time, as well as improvement in a different set of ratios such as Calmar, Sortino and Omega. In addition to this it is proved that as a result of the normality shown by the returns, the Global Macro strategy does not depict relevant alteration in statistical data not linked with Gaussian distributions such as the ration of Sharpe or the conditional value at risk" @default.
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- W2992485655 date "2014-01-01" @default.
- W2992485655 modified "2023-09-23" @default.
- W2992485655 title "Hedge Funds Global Macro y su incorporación en carteras de activos tradicionales" @default.
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