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Sep 17 2021 |
Mateus Portelinha , Carlos Heitor Campani and Raphael Roquete |
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The impacts of cryptocurrencies in the performance of Brazilian stocks' portfolios |
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Abstract Contact Information Citation Full Text - Note |
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Jul 23 2017 |
Stefano Herzel and Marco Nicolosi |
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Portfolio allocation in actively managed funds |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jul 08 2017 |
Pierre O. De souza , Tiago P. Filomena , João F. Caldeira , Denis Borenstein and Marcelo B. Righi |
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Risk parity in the brazilian market |
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Abstract Contact Information Citation Full Text - Note |
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Jun 05 2017 |
Moawia Alghalith |
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A note on the stochastic portfolio optimization |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jul 03 2012 |
João Caldeira , Guilherme Moura and André A.P. Santos |
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Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Nov 08 2010 |
Masato Ubukata |
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Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market |
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Abstract Contact Information Citation Full Text - Note |
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Oct 25 2004 |
M. Hossein Partovi and Michael Caputo |
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Principal Portfolios: Recasting the Efficient Frontier |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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