Robust Portfolio Optimization Under Conflicting Views: a Black-Litterman Model Approach
Autor(a) principal: | |
---|---|
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=5637401 |
id |
BRCRIS_e664a38bacb57d5b8bc8a5ee2643ab39 |
---|---|
network_acronym_str |
CAPES |
network_name_str |
Portal de Dados Abertos da CAPES |
dc.title.pt-BR.fl_str_mv |
Robust Portfolio Optimization Under Conflicting Views: a Black-Litterman Model Approach |
title |
Robust Portfolio Optimization Under Conflicting Views: a Black-Litterman Model Approach |
spellingShingle |
Robust Portfolio Optimization Under Conflicting Views: a Black-Litterman Model Approach Otimizaçãoo de Portfólio Finance DIMAS LEAO RAMOS |
title_short |
Robust Portfolio Optimization Under Conflicting Views: a Black-Litterman Model Approach |
title_full |
Robust Portfolio Optimization Under Conflicting Views: a Black-Litterman Model Approach |
title_fullStr |
Robust Portfolio Optimization Under Conflicting Views: a Black-Litterman Model Approach Robust Portfolio Optimization Under Conflicting Views: a Black-Litterman Model Approach |
title_full_unstemmed |
Robust Portfolio Optimization Under Conflicting Views: a Black-Litterman Model Approach Robust Portfolio Optimization Under Conflicting Views: a Black-Litterman Model Approach |
title_sort |
Robust Portfolio Optimization Under Conflicting Views: a Black-Litterman Model Approach |
topic |
Otimizaçãoo de Portfólio Finance |
publishDate |
2017 |
format |
masterThesis |
url |
https://sucupira.capes.gov.br/sucupira/public/consultas/coleta/trabalhoConclusao/viewTrabalhoConclusao.jsf?popup=true&id_trabalho=5637401 |
author_role |
author |
author |
DIMAS LEAO RAMOS |
author_facet |
DIMAS LEAO RAMOS |
dc.contributor.advisor1.fl_str_mv |
DAVI MICHEL VALLADAO |
dc.publisher.none.fl_str_mv |
PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO |
publisher.none.fl_str_mv |
PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO |
instname_str |
PONTIFÍCIA UNIVERSIDADE CATÓLICA 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 CAPESRobust Portfolio Optimization Under Conflicting Views: a Black-Litterman Model ApproachRobust Portfolio Optimization Under Conflicting Views: a Black-Litterman Model ApproachRobust Portfolio Optimization Under Conflicting Views: a Black-Litterman Model ApproachRobust Portfolio Optimization Under Conflicting Views: a Black-Litterman Model ApproachRobust Portfolio Optimization Under Conflicting Views: a Black-Litterman Model ApproachRobust Portfolio Optimization Under Conflicting Views: a Black-Litterman Model ApproachRobust Portfolio Optimization Under Conflicting Views: a Black-Litterman Model ApproachOtimizaçãoo de Portfólio2017masterThesishttps://sucupira.capes.gov.br/sucupira/public/consultas/coleta/trabalhoConclusao/viewTrabalhoConclusao.jsf?popup=true&id_trabalho=5637401authorDIMAS LEAO RAMOSDAVI MICHEL VALLADAOPONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIROPONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIROPONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIROENGENHARIA DE PRODUÇÃOENGENHARIA DE PRODUÇÃOPortal de Dados Abertos da CAPESPortal de Dados Abertos da CAPES |
identifier_str_mv |
RAMOS, DIMAS LEAO. Robust Portfolio Optimization Under Conflicting Views: a Black-Litterman Model Approach. 2017. Tese. |
dc.identifier.citation.fl_str_mv |
RAMOS, DIMAS LEAO. Robust Portfolio Optimization Under Conflicting Views: a Black-Litterman Model Approach. 2017. Tese. |
_version_ |
1741887720530116608 |