Mostrando 2 resultados de: 2
Investigating the use of statistical process control charts for index tracking portfolios
ArticleAbstract: In this article, our goal is to introduce a statistical process control charts approach (SPC) to monPalabras claves:Cointegration, EWMA control chart, index track, OptimizationAutores:Denis Borenstein, Frois Caldeira J., Pascoal Filomena T., Sant’Anna L.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