Algorithms for portfolio selection based on Rachev ratio optimization

Detalhes bibliográficos
Autor(a) principal: LUIZ HENRIQUE DE SA DOS SANTOS
Data de Publicação: 2019
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=7727241
id BRCRIS_4c812230405ad17417d4c38e0a444809
network_acronym_str CAPES
network_name_str Portal de Dados Abertos da CAPES
dc.title.pt-BR.fl_str_mv Algorithms for portfolio selection based on Rachev ratio optimization
title Algorithms for portfolio selection based on Rachev ratio optimization
spellingShingle Algorithms for portfolio selection based on Rachev ratio optimization
Otimização de Portfólio
Local Branching
LUIZ HENRIQUE DE SA DOS SANTOS
title_short Algorithms for portfolio selection based on Rachev ratio optimization
title_full Algorithms for portfolio selection based on Rachev ratio optimization
title_fullStr Algorithms for portfolio selection based on Rachev ratio optimization
Algorithms for portfolio selection based on Rachev ratio optimization
title_full_unstemmed Algorithms for portfolio selection based on Rachev ratio optimization
Algorithms for portfolio selection based on Rachev ratio optimization
title_sort Algorithms for portfolio selection based on Rachev ratio optimization
topic Otimização de Portfólio
Local Branching
publishDate 2019
format masterThesis
url https://sucupira.capes.gov.br/sucupira/public/consultas/coleta/trabalhoConclusao/viewTrabalhoConclusao.jsf?popup=true&id_trabalho=7727241
author_role author
author LUIZ HENRIQUE DE SA DOS SANTOS
author_facet LUIZ HENRIQUE DE SA DOS SANTOS
dc.contributor.authorLattes.fl_str_mv http://lattes.cnpq.br/4960022005597973
dc.contributor.advisor1.fl_str_mv Cristiano Arbex Valle
dc.contributor.advisor1Lattes.fl_str_mv http://lattes.cnpq.br/0174881389877841
dc.publisher.none.fl_str_mv UNIVERSIDADE FEDERAL DE MINAS GERAIS
publisher.none.fl_str_mv UNIVERSIDADE FEDERAL DE MINAS GERAIS
instname_str UNIVERSIDADE FEDERAL DE MINAS GERAIS
dc.publisher.program.fl_str_mv CIÊNCIAS DA COMPUTAÇÃO
dc.description.course.none.fl_txt_mv CIÊNCIAS DA COMPUTAÇÃO
reponame_str Portal de Dados Abertos da CAPES
collection Portal de Dados Abertos da CAPES
spelling CAPESPortal de Dados Abertos da CAPES Algorithms for portfolio selection based on Rachev ratio optimization Algorithms for portfolio selection based on Rachev ratio optimization Algorithms for portfolio selection based on Rachev ratio optimization Algorithms for portfolio selection based on Rachev ratio optimization Algorithms for portfolio selection based on Rachev ratio optimization Algorithms for portfolio selection based on Rachev ratio optimization Algorithms for portfolio selection based on Rachev ratio optimizationOtimização de Portfólio2019masterThesishttps://sucupira.capes.gov.br/sucupira/public/consultas/coleta/trabalhoConclusao/viewTrabalhoConclusao.jsf?popup=true&id_trabalho=7727241authorLUIZ HENRIQUE DE SA DOS SANTOShttp://lattes.cnpq.br/4960022005597973Cristiano Arbex Vallehttp://lattes.cnpq.br/0174881389877841UNIVERSIDADE FEDERAL DE MINAS GERAISUNIVERSIDADE FEDERAL DE MINAS GERAISUNIVERSIDADE FEDERAL DE MINAS GERAISCIÊNCIAS DA COMPUTAÇÃOCIÊNCIAS DA COMPUTAÇÃOPortal de Dados Abertos da CAPESPortal de Dados Abertos da CAPES
identifier_str_mv SANTOS, LUIZ HENRIQUE DE SA DOS. Algorithms for portfolio selection based on Rachev ratio optimization. 2019. Tese.
dc.identifier.citation.fl_str_mv SANTOS, LUIZ HENRIQUE DE SA DOS. Algorithms for portfolio selection based on Rachev ratio optimization. 2019. Tese.
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