Teoria dos jogos e seleção de portfólio: uma proposta de adaptação ao modelo minimax e aplicação ao mercado acionário brasileiro
Alternative title: | Game theory and portfolio selection: a proposed adjustment to the minimax model and application to the Brazilian stock market |
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Year of publication: |
2004
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Authors: | Farias, Christiano Alves ; Vieira, Wilson da Cruz ; Santos, Maurinho Luiz dos |
Subject: | Portfolio selection | Mean-variance | Bovespa | Game theory | Financial Economics |
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