Robust Multivariate Estimates of Location and Scatter Applied to the Optimum Portfolio Selection Problem

Detalhes bibliográficos
Autor(a) principal: Claudio Cardoso Flores
Data de Publicação: 2016
Tipo de documento: Dissertação
Título da fonte: Portal de Dados Abertos da CAPES
id BRCRIS_109ae126a76c106ad0223f51c563b4fa
network_acronym_str CAPES
network_name_str Portal de Dados Abertos da CAPES
dc.title.pt-BR.fl_str_mv Robust Multivariate Estimates of Location and Scatter Applied to the Optimum Portfolio Selection Problem
title Robust Multivariate Estimates of Location and Scatter Applied to the Optimum Portfolio Selection Problem
spellingShingle Robust Multivariate Estimates of Location and Scatter Applied to the Optimum Portfolio Selection Problem
Estimadores Robustos Multivariados.
Portfolio Optimization Multivariate
Claudio Cardoso Flores
title_short Robust Multivariate Estimates of Location and Scatter Applied to the Optimum Portfolio Selection Problem
title_full Robust Multivariate Estimates of Location and Scatter Applied to the Optimum Portfolio Selection Problem
title_fullStr Robust Multivariate Estimates of Location and Scatter Applied to the Optimum Portfolio Selection Problem
Robust Multivariate Estimates of Location and Scatter Applied to the Optimum Portfolio Selection Problem
title_full_unstemmed Robust Multivariate Estimates of Location and Scatter Applied to the Optimum Portfolio Selection Problem
Robust Multivariate Estimates of Location and Scatter Applied to the Optimum Portfolio Selection Problem
title_sort Robust Multivariate Estimates of Location and Scatter Applied to the Optimum Portfolio Selection Problem
topic Estimadores Robustos Multivariados.
Portfolio Optimization Multivariate
publishDate 2016
format masterThesis
author_role author
author Claudio Cardoso Flores
author_facet Claudio Cardoso Flores
dc.contributor.authorLattes.fl_str_mv http://lattes.cnpq.br/6133776154932199
dc.contributor.advisor1.fl_str_mv BEATRIZ VAZ DE MELO MENDES
dc.contributor.advisor1Lattes.fl_str_mv http://lattes.cnpq.br/6353446398522686
dc.publisher.none.fl_str_mv ASSOCIAÇÃO INSTITUTO NACIONAL DE MATEMÁTICA PURA E APLICADA
publisher.none.fl_str_mv ASSOCIAÇÃO INSTITUTO NACIONAL DE MATEMÁTICA PURA E APLICADA
instname_str ASSOCIAÇÃO INSTITUTO NACIONAL DE MATEMÁTICA PURA E APLICADA
dc.publisher.program.fl_str_mv MÉTODOS MATEMÁTICOS EM FINANÇAS
dc.description.course.none.fl_txt_mv MÉTODOS MATEMÁTICOS EM FINANÇAS
reponame_str Portal de Dados Abertos da CAPES
collection Portal de Dados Abertos da CAPES
spelling CAPESPortal de Dados Abertos da CAPESRobust Multivariate Estimates of Location and Scatter Applied to the Optimum Portfolio Selection ProblemRobust Multivariate Estimates of Location and Scatter Applied to the Optimum Portfolio Selection ProblemRobust Multivariate Estimates of Location and Scatter Applied to the Optimum Portfolio Selection ProblemRobust Multivariate Estimates of Location and Scatter Applied to the Optimum Portfolio Selection ProblemRobust Multivariate Estimates of Location and Scatter Applied to the Optimum Portfolio Selection ProblemRobust Multivariate Estimates of Location and Scatter Applied to the Optimum Portfolio Selection ProblemRobust Multivariate Estimates of Location and Scatter Applied to the Optimum Portfolio Selection ProblemEstimadores Robustos Multivariados.2016masterThesisauthorClaudio Cardoso Floreshttp://lattes.cnpq.br/6133776154932199BEATRIZ VAZ DE MELO MENDEShttp://lattes.cnpq.br/6353446398522686ASSOCIAÇÃO INSTITUTO NACIONAL DE MATEMÁTICA PURA E APLICADAASSOCIAÇÃO INSTITUTO NACIONAL DE MATEMÁTICA PURA E APLICADAASSOCIAÇÃO INSTITUTO NACIONAL DE MATEMÁTICA PURA E APLICADAMÉTODOS MATEMÁTICOS EM FINANÇASMÉTODOS MATEMÁTICOS EM FINANÇASPortal de Dados Abertos da CAPESPortal de Dados Abertos da CAPES
identifier_str_mv Flores, Claudio Cardoso. Robust Multivariate Estimates of Location and Scatter Applied to the Optimum Portfolio Selection Problem. 2016. Tese.
dc.identifier.citation.fl_str_mv Flores, Claudio Cardoso. Robust Multivariate Estimates of Location and Scatter Applied to the Optimum Portfolio Selection Problem. 2016. Tese.
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