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