Rotela Junior, Paulo; Pamplona, Edson de Oliveira; … - In: Management Decision 53 (2015) 8, pp. 1698-1713
Purpose – The purpose of this paper is to analyze portfolios chosen using an efficiency evaluation that considers risk and uncertainty and optimizes the allocation of invested capital using the Sharpe approach. Design/methodology/approach – The portfolios comprised shares on the Sao Paulo...