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Robust asset allocation in emerging stock markets
Pereira Câmara Leal, Ricardo; Mendes, Beatriz Vaz de Melo - In: Journal of emerging markets 9 (2004) 2, pp. 21-29
Persistent link: https://www.econbiz.de/10002455159
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Portfolio management with semi-parametric bootstrapping
Mendes, Beatriz Vaz de Melo; Leal, Ricardo Pereira Câmara - In: Journal of risk management in financial institutions 3 (2009/10) 2, pp. 174-183
Persistent link: https://www.econbiz.de/10003963539
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Choosing an optimal investment strategy : the role of robust pair-copulas based portfolios
Mendes, Beatriz Vaz de Melo; Maruqes, Daniel S. - In: Emerging markets review 13 (2012) 4, pp. 449-464
Persistent link: https://www.econbiz.de/10009675835
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The risk-return relationship of pension funds with investments in hedge funds
Leal, Ricardo Pereira Câmara; Mendes, Beatriz Vaz de Melo - In: Latin American business review : journal of the … 11 (2010) 2, pp. 141-169
Persistent link: https://www.econbiz.de/10008748651
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Optimal portfolio structuring in emerging stock markets using robust statistics
Reyna, Fernando R. Q.; Duarte Júnior, Antonio Marcos; … - In: Brazilian review of econometrics : the review of the … 25 (2005) 2, pp. 139-157
Persistent link: https://www.econbiz.de/10003360048