ESTRUTURAÇÃO ÓTIMA DE CARTEIRAS DE INVESTIMENTO ROBUSTAS / ROBUST OPTIMAL PORTFOLIO / EXTRUCTURA ÓPTIMA DE CARTERAS DE INVERSIONES ROBUSTAS
AUTOR(ES)
FERNANDO ROLFI QUINECHE REYNA
DATA DE PUBLICAÇÃO
2001
RESUMO
Emergent stock markets are characterized by the presence of atypical days, which make impossible the use of equilibrium models with sucess. The main aim of this research is to define a new theory, based on the robust statistical theory, which could be applied to those markets without being affected by extreme observations and, at the same time, offer efficient and accurate results.
ASSUNTO(S)
robust estatistic otimizacao optimization estatistica robusta
ACESSO AO ARTIGO
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