Algorithms for portfolio selection based on Rachev ratio optimization
Autor(a) principal: | |
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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 |
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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. |
_version_ |
1741885445943328768 |