Teoria dos jogos e seleção de portfólio: uma proposta de adaptação ao modelo minimax e aplicação ao mercado acionário brasileiro
Year of publication: |
2004
|
---|---|
Authors: | Farias, Christiano Alves ; Vieira, Wilson da Cruz ; Santos, Maurinho Luiz dos |
Published in: |
Revista de Economia e Agronegocio / Brazilian Review of Economics and Agribusiness. - Departamento de Economia Rural. - Vol. 2.2004, 1
|
Publisher: |
Departamento de Economia Rural |
Subject: | Portfolio selection | Mean-variance | Bovespa | Game theory | Financial Economics |
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