Seleção de carteiras ótimas sob restrições nas normas dos vetores de alocação : uma avaliação empírica com dados da BM&FBovespa
Alternative title: | Selection of optimal portfolios under norm constraints in the allocation vectors : an empirical evaluation with data from BM&F Bovespa |
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Year of publication: |
July 2015
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Authors: | Naibert, Paulo F. ; Caldeira, João F. |
Published in: |
Revista Brasileira de Finanças : RBFin. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1984-5146, ZDB-ID 2549202-0. - Vol. 13.2015, 3, p. 504-543
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Subject: | norm constrained allocation vector | mean-variance | portfolio optimization | Performance Assessment |
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