Multi-Period Risk Management and Portfólio Optimization: Case Studies of BM&F-BOVESPA Assets

Detalhes bibliográficos
Autor(a) principal: Leandro Lyra Braga Dognini
Data de Publicação: 2015
Tipo de documento: Dissertação
Título da fonte: Portal de Dados Abertos da CAPES
id BRCRIS_fe6903b4c9cde573e2c74826f71defe7
network_acronym_str CAPES
network_name_str Portal de Dados Abertos da CAPES
dc.title.pt-BR.fl_str_mv Multi-Period Risk Management and Portfólio Optimization: Case Studies of BM&F-BOVESPA Assets
title Multi-Period Risk Management and Portfólio Optimization: Case Studies of BM&F-BOVESPA Assets
spellingShingle Multi-Period Risk Management and Portfólio Optimization: Case Studies of BM&F-BOVESPA Assets
medidas de risco, risco multi-período, otimização de portfólio, Multi-period Relative Value-at-Risk.
Leandro Lyra Braga Dognini
title_short Multi-Period Risk Management and Portfólio Optimization: Case Studies of BM&F-BOVESPA Assets
title_full Multi-Period Risk Management and Portfólio Optimization: Case Studies of BM&F-BOVESPA Assets
title_fullStr Multi-Period Risk Management and Portfólio Optimization: Case Studies of BM&F-BOVESPA Assets
Multi-Period Risk Management and Portfólio Optimization: Case Studies of BM&F-BOVESPA Assets
title_full_unstemmed Multi-Period Risk Management and Portfólio Optimization: Case Studies of BM&F-BOVESPA Assets
Multi-Period Risk Management and Portfólio Optimization: Case Studies of BM&F-BOVESPA Assets
title_sort Multi-Period Risk Management and Portfólio Optimization: Case Studies of BM&F-BOVESPA Assets
topic medidas de risco, risco multi-período, otimização de portfólio, Multi-period Relative Value-at-Risk.
publishDate 2015
format masterThesis
author_role author
author Leandro Lyra Braga Dognini
author_facet Leandro Lyra Braga Dognini
dc.contributor.authorLattes.fl_str_mv http://lattes.cnpq.br/3248877261874454
dc.contributor.advisor1.fl_str_mv JORGE PASSAMANI ZUBELLI
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 CAPESMulti-Period Risk Management and Portfólio Optimization: Case Studies of BM&F-BOVESPA AssetsMulti-Period Risk Management and Portfólio Optimization: Case Studies of BM&F-BOVESPA AssetsMulti-Period Risk Management and Portfólio Optimization: Case Studies of BM&F-BOVESPA AssetsMulti-Period Risk Management and Portfólio Optimization: Case Studies of BM&F-BOVESPA AssetsMulti-Period Risk Management and Portfólio Optimization: Case Studies of BM&F-BOVESPA AssetsMulti-Period Risk Management and Portfólio Optimization: Case Studies of BM&F-BOVESPA AssetsMulti-Period Risk Management and Portfólio Optimization: Case Studies of BM&F-BOVESPA Assetsmedidas de risco, risco multi-período, otimização de portfólio, Multi-period Relative Value-at-Risk.2015masterThesisauthorLeandro Lyra Braga Dogninihttp://lattes.cnpq.br/3248877261874454JORGE PASSAMANI ZUBELLIASSOCIAÇÃO 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 Dognini, Leandro Lyra Braga. Multi-Period Risk Management and Portfólio Optimization: Case Studies of BM&F-BOVESPA Assets. 2015. Tese.
dc.identifier.citation.fl_str_mv Dognini, Leandro Lyra Braga. Multi-Period Risk Management and Portfólio Optimization: Case Studies of BM&F-BOVESPA Assets. 2015. Tese.
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