Rebalanceamento endógeno para portfólios de variância mínima
Alternative title: | Portfolio optimisation and endogenous rebalancing methods |
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Year of publication: |
October 2015
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Authors: | Demos, Guilherme ; Pires, Thomas Henrique Schreurs ; Moura, Guilherme Valle |
Published in: |
Revista Brasileira de Finanças : RBFin. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1984-5146, ZDB-ID 2549202-0. - Vol. 13.2015, 4, p. 544-570
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Subject: | Global Minimum Variance Portfolio | Statistical Processes Control | Control Charts |
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