Farias, Christiano Alves; Vieira, Wilson da Cruz; … - In: Revista de Economia e Agronegocio / Brazilian Review of … 2 (2004) 1
The objective of this paper was to compare and to analyze three portfolio selection models: Mean-Variance, Minimax and Minimax Weighted. These models were evaluated using historical data (September 1999 to August 2000, January 2001 to December 2001 and February 2002 to January 2003) obtained...
