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Minimising operational risk in portfolio allocation decisions
Fernandes, José Luiz Barros; Ornelas, José Renato Haas - In: Journal of risk management in financial institutions 2 (2008/09) 4, pp. 438-450
Persistent link: https://www.econbiz.de/10003907294
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Combining equilibrium, resampling, and analysts' views in portfolio optimization
Fernandes, José Luis Barros; Ornelas, José Renato Haas; … - In: Portfolio and risk management for central banks and …, (pp. 75-84). 2011
Persistent link: https://www.econbiz.de/10009405187
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Yes, the choice of performance measure does matter for ranking of USs mutual funds
Ornelas, José Renato Haas; Silva Júnior, Antônio … - In: International journal of finance & economics : IJFE 17 (2012) 1, pp. 61-72
Persistent link: https://www.econbiz.de/10009507854
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Combining equilibrium, resampling, and analyst's views in portfolio optimization
Fernandes, José Luiz Barros; Ornelas, José Renato Haas; … - In: Journal of banking & finance 36 (2012) 5, pp. 1354-1361
Persistent link: https://www.econbiz.de/10009614531
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Hidden risks in mean-variance optimization : an integrated-risk asset allocation proposal
Fernandes, José Luiz Barros; Ornelas, José Renato Haas - In: Interest rate models, asset allocation and quantitative …, (pp. 112-133). 2010
Persistent link: https://www.econbiz.de/10008746623
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Hidden risks in mean-variance optimization : an integrated-risk asset allocation proposal
Fernandes, José Luiz Barros; Ornelas, José Renato Haas - In: Interest rate models, asset allocation and quantitative …, (pp. 112-133). 2010
Persistent link: https://www.econbiz.de/10003940920