Parametric portfolio selection : evaluating and comparing to Markowitz portfolios
Alternative title: | Seleção paramétrica de portfólios |
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Year of publication: |
June 2014
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Authors: | Medeiros, Marcelo C. ; Passos, Artur M. ; Vasconcelos, Gabriel F. R. |
Published in: |
Revista Brasileira de Finanças : RBFin. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1984-5146, ZDB-ID 2549202-0. - Vol. 12.2014, 2, p. 257-284
|
Subject: | parametric portfolio | portfolio optimization | portfolio policies | Portfolio-Management | Portfolio selection | Theorie | Theory |
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