Gestão de carteiras sob múltiplos regimes : performance fora da amostra no mercado brasileiro
Alternative title: | Portfolio management under multiple regimes : out-of-sample performance in the Brazilian market |
---|---|
Year of publication: |
2020
|
Authors: | Lewin, Marcelo ; Campani, Carlos Heitor |
Published in: |
Revista Brasileira de Finanças : RBFin. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1984-5146, ZDB-ID 2549202-0. - Vol. 18.2020, 3, p. 52-79
|
Subject: | Portfolio management | Multiple regimes | Dynamic allocation | Performance |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | Portuguese |
Notes: | Zusammenfassung in englischer Sprache |
Other identifiers: | 10.12660/rbfin.v18n3.2020.81210 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Long-term portfolio management with a structural macroeconomic model
Cales, Ludovic, (2013)
-
Three Essays on the Role of Information Networks in Financial Markets
Gupta-Mukherjee, Swasti, (2007)
-
Implications of manager replacement : evidence from the Spanish mutual fund industry
Andreu, Laura, (2015)
- More ...
-
Optimal portfolio strategies in the presence of regimes in asset returns
Campani, Carlos Heitor, (2021)
-
Constrained portfolio strategies in a regime-switching economy
Lewin, Marcelo, (2023)
-
Framework to structure the Brazilian electricity futures market
de Souza, Waldemar, (2021)
- More ...