CONDITIONAL RISK MEASURES FOR THE MULTISTAGE WEALTH ALLOCATION PROBLEM

Detalhes bibliográficos
Autor(a) principal: FERNANDO QUEIROZ DE LIRA ALEXANDRINO
Data de Publicação: 2017
Tipo de documento: Dissertação
Título da fonte: Portal de Dados Abertos da CAPES
Texto Completo: https://sucupira.capes.gov.br/sucupira/public/consultas/coleta/trabalhoConclusao/viewTrabalhoConclusao.jsf?popup=true&id_trabalho=5220547
id BRCRIS_19002c5ed36772156dd14ac60a6593d3
network_acronym_str CAPES
network_name_str Portal de Dados Abertos da CAPES
dc.title.pt-BR.fl_str_mv CONDITIONAL RISK MEASURES FOR THE MULTISTAGE WEALTH ALLOCATION PROBLEM
title CONDITIONAL RISK MEASURES FOR THE MULTISTAGE WEALTH ALLOCATION PROBLEM
spellingShingle CONDITIONAL RISK MEASURES FOR THE MULTISTAGE WEALTH ALLOCATION PROBLEM
Stochastic Dual Dynamic Programming
Stochastic Dual Dynamic Programming.
FERNANDO QUEIROZ DE LIRA ALEXANDRINO
title_short CONDITIONAL RISK MEASURES FOR THE MULTISTAGE WEALTH ALLOCATION PROBLEM
title_full CONDITIONAL RISK MEASURES FOR THE MULTISTAGE WEALTH ALLOCATION PROBLEM
title_fullStr CONDITIONAL RISK MEASURES FOR THE MULTISTAGE WEALTH ALLOCATION PROBLEM
CONDITIONAL RISK MEASURES FOR THE MULTISTAGE WEALTH ALLOCATION PROBLEM
title_full_unstemmed CONDITIONAL RISK MEASURES FOR THE MULTISTAGE WEALTH ALLOCATION PROBLEM
CONDITIONAL RISK MEASURES FOR THE MULTISTAGE WEALTH ALLOCATION PROBLEM
title_sort CONDITIONAL RISK MEASURES FOR THE MULTISTAGE WEALTH ALLOCATION PROBLEM
topic Stochastic Dual Dynamic Programming
Stochastic Dual Dynamic Programming.
publishDate 2017
format masterThesis
url https://sucupira.capes.gov.br/sucupira/public/consultas/coleta/trabalhoConclusao/viewTrabalhoConclusao.jsf?popup=true&id_trabalho=5220547
author_role author
author FERNANDO QUEIROZ DE LIRA ALEXANDRINO
author_facet FERNANDO QUEIROZ DE LIRA ALEXANDRINO
dc.contributor.authorLattes.fl_str_mv http://lattes.cnpq.br/8922567243609241
dc.contributor.advisor1.fl_str_mv EDILSON FERNANDES DE ARRUDA
Juan Pablo Cajahuanca Luna
dc.contributor.advisor1Lattes.fl_str_mv http://lattes.cnpq.br/4617177485933795
http://lattes.cnpq.br/7122889040500806
dc.contributor.advisor1orcid.por.fl_str_mv https://orcid.org/000000029835352X
dc.publisher.none.fl_str_mv UNIVERSIDADE FEDERAL DO RIO DE JANEIRO
publisher.none.fl_str_mv UNIVERSIDADE FEDERAL DO RIO DE JANEIRO
instname_str UNIVERSIDADE FEDERAL DO RIO DE JANEIRO
dc.publisher.program.fl_str_mv ENGENHARIA DE PRODUÇÃO
dc.description.course.none.fl_txt_mv ENGENHARIA DE PRODUÇÃO
reponame_str Portal de Dados Abertos da CAPES
collection Portal de Dados Abertos da CAPES
spelling CAPESPortal de Dados Abertos da CAPESCONDITIONAL RISK MEASURES FOR THE MULTISTAGE WEALTH ALLOCATION PROBLEMCONDITIONAL RISK MEASURES FOR THE MULTISTAGE WEALTH ALLOCATION PROBLEMCONDITIONAL RISK MEASURES FOR THE MULTISTAGE WEALTH ALLOCATION PROBLEMCONDITIONAL RISK MEASURES FOR THE MULTISTAGE WEALTH ALLOCATION PROBLEMCONDITIONAL RISK MEASURES FOR THE MULTISTAGE WEALTH ALLOCATION PROBLEMCONDITIONAL RISK MEASURES FOR THE MULTISTAGE WEALTH ALLOCATION PROBLEMCONDITIONAL RISK MEASURES FOR THE MULTISTAGE WEALTH ALLOCATION PROBLEMStochastic Dual Dynamic Programming2017masterThesishttps://sucupira.capes.gov.br/sucupira/public/consultas/coleta/trabalhoConclusao/viewTrabalhoConclusao.jsf?popup=true&id_trabalho=5220547authorFERNANDO QUEIROZ DE LIRA ALEXANDRINOhttp://lattes.cnpq.br/8922567243609241EDILSON FERNANDES DE ARRUDAhttp://lattes.cnpq.br/4617177485933795https://orcid.org/000000029835352XUNIVERSIDADE FEDERAL DO RIO DE JANEIROUNIVERSIDADE FEDERAL DO RIO DE JANEIROUNIVERSIDADE FEDERAL DO RIO DE JANEIROENGENHARIA DE PRODUÇÃOENGENHARIA DE PRODUÇÃOPortal de Dados Abertos da CAPESPortal de Dados Abertos da CAPES
identifier_str_mv ALEXANDRINO, FERNANDO QUEIROZ DE LIRA. CONDITIONAL RISK MEASURES FOR THE MULTISTAGE WEALTH ALLOCATION PROBLEM. 2017. Tese.
dc.identifier.citation.fl_str_mv ALEXANDRINO, FERNANDO QUEIROZ DE LIRA. CONDITIONAL RISK MEASURES FOR THE MULTISTAGE WEALTH ALLOCATION PROBLEM. 2017. Tese.
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