Open AccessOTIMIZAÇÃO DE CARTEIRAS COM RETORNOS NÃO GAUSSIANOS DISSERTAÇÃO
Author(s) -
LIZETH JACQUELIN RODRIGUEZ HUARSAYA
Publication year - 2021
Language(s) - Portuguese
Resource type - Dissertations/theses
DOI - 10.17771/pucrio.acad.56513
Subject(s) - sharpe ratio , portfolio optimization , econometrics , gaussian , portfolio , volatility (finance) , modern portfolio theory , mathematics , economics , financial economics , physics , quantum mechanics
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