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A fuzzy hybrid integrated framework for portfolio optimization in private banking
ArticleAbstract: Decision-making processes in private banking must comply with standards for risk management and tranPalabras claves:fuzzy sets, Investment analysis, Multiple attribute decision making, Multiple objective programming, OR in bankingAutores:de Almeida Filho A., Denis Borenstein, Ferreira L., Righi M.Fuentes:scopusA simulation comparison of risk measures for portfolio optimization
ArticleAbstract: In this paper, we compare risk measures regarding performance of optimal portfolio strategies. We coPalabras claves:Loss-deviation, Portfolio selection, Risk measures, SimulationAutores:Denis Borenstein, Righi M.Fuentes:scopusRisk parity in the Brazilian market
ArticleAbstract: Using sectorial indices of the Brazilian market, we compare the portfolio optimization approach knowPalabras claves:Autores:De souza P., Denis Borenstein, Frois Caldeira J., Pascoal Filomena T., Righi M.Fuentes:scopus