Showing 1 - 20 results of 20 for search 'Davi Michel Valladão', query time: 0.17s Refine Results
  1. 1
    [en] OPTIMUM ALLOCATION AND RISK MEASURE IN AN ALM MODEL FOR A PENSION FUND VIA MULTI-STAGE STOCHASTIC PROGRAMMING AND BOOTSTRAP
    by DAVI MICHEL VALLADAO
    Published 2008
    Get full text
    Get full text
    Get full text
  2. 2
    OPTIMUM ALLOCATION AND RISK MEASURE IN AN ALM MODEL FOR A PENSION FUND VIA MULTI-STAGE STOCHASTIC PROGRAMMING AND BOOTSTRAP
    by DAVI MICHEL VALLADAO
    Published 2008
    Get full text
    Get full text
  3. 3
    Investment decisions in an oil refinery in Brazil under a real option approach
    Get full text
    Article
  4. 4
    [en] ASSESSMENT OF A DERIVATIVE MANAGEMENT POLICY FOR RISK-AVERSE CORPORATIONS: A STOCHASTIC DYNAMIC PROGRAMMING APPROACH
    Published 2020
    Other Authors: “...DAVI MICHEL VALLADAO...”
    Get full text
    Get full text
    Get full text
  5. 5
    [en] DATA-DRIVEN ROBUST OPTIMIZATION MODEL APPLIED FOR FIXED INCOME ALLOCATION
    Published 2020
    Other Authors: “...DAVI MICHEL VALLADAO...”
    Get full text
    Get full text
    Get full text
  6. 6
    [en] PARTITION-BASED METHOD FOR TWO-STAGE STOCHASTIC LINEAR PROGRAMMING PROBLEMS WITH COMPLETE RECOURSE
    by CARLOS ANDRES GAMBOA RODRIGUEZ
    Published 2018
    Other Authors: “...DAVI MICHEL VALLADAO...”
    Get full text
    Get full text
    Get full text
  7. 7
    [en] CAN ASSET ALLOCATION LIMITS DETERMINE PORTFOLIO RISK-RETURN PROFILES IN DC PENSION SCHEMES?
    Other Authors: “...DAVI MICHEL VALLADAO...”
    Get full text
    Get full text
    Get full text
  8. 8
    [pt] OTIMIZAÇÃO DE PORTFÓLIO ROBUSTA SOB VISÕES CONFLITANTES: UMA ABORDAGEM BLACK-LITTERMAN
    by DIMAS LEAO RAMOS
    Published 2019
    Other Authors: “...DAVI MICHEL VALLADAO...”
    Get full text
    Get full text
    Get full text
  9. 9
    [en] ASSESSING THE VALUE OF NATURAL GAS UNDERGROUND STORAGE IN THE BRAZILIAN SYSTEM: A STOCHASTIC DUAL DYNAMIC PROGRAMMING APPROACH
    by LARISSA DE OLIVEIRA RESENDE
    Published 2020
    Other Authors: “...DAVI MICHEL VALLADAO...”
    Get full text
    Get full text
    Get full text
  10. 10
    [en] STOCHASTIC OPTIMIZATION MODEL FOR PORTFOLIO SELECTION OF BRAZILIAN FIXED-INCOME SECURITIES
    by MARLON HENRIQUE ZAVAGLI CORREA
    Published 2015
    Other Authors: “...DAVI MICHEL VALLADAO...”
    Get full text
    Get full text
    Get full text
  11. 11
    [en] TREND FILTERS ON TREND-FOLLOWING INVESTMENT STRATEGIES: AN APPLICATION TO FINANCIAL TIME SERIES OF EMERGING MARKETS
    by MARIA SIMONE ALVES DA SILVA
    Published 2018
    Other Authors: “...DAVI MICHEL VALLADAO...”
    Get full text
    Get full text
    Get full text
  12. 12
    STOCHASTIC OPTIMIZATION MODEL FOR PORTFOLIO SELECTION OF BRAZILIAN FIXED-INCOME SECURITIES
    by MARLON HENRIQUE ZAVAGLI CORREA
    Published 2015
    Other Authors: “...DAVI MICHEL VALLADAO...”
    Get full text
    Get full text
  13. 13
    PARTITION-BASED METHOD FOR TWO-STAGE STOCHASTIC LINEAR PROGRAMMING PROBLEMS WITH COMPLETE RECOURSE
    by CARLOS ANDRES GAMBOA RODRIGUEZ
    Published 2017
    Other Authors: “...DAVI MICHEL VALLADAO...”
    Get full text
    Get full text
  14. 14
    VALUATION OF A CRUDE OIL REFINERY IN BRAZIL UNDER A REAL OPTIONS APPROACH
    by CAROLINA DE CASTRO LOPES
    Published 2018
    Other Authors: “...DAVI MICHEL VALLADAO...”
    Get full text
    Get full text
  15. 15
    [en] VALUATION OF A CRUDE OIL REFINERY IN BRAZIL UNDER A REAL OPTIONS APPROACH
    by CAROLINA DE CASTRO LOPES
    Published 2019
    Other Authors: “...DAVI MICHEL VALLADAO...”
    Get full text
    Get full text
    Get full text
  16. 16
    TREND FILTERS ON TREND-FOLLOWING INVESTMENT STRATEGIES: AN APPLICATION TO FINANCIAL TIME SERIES OF EMERGING MARKETS
    by MARIA SIMONE ALVES DA SILVA
    Published 2018
    Other Authors: “...DAVI MICHEL VALLADAO...”
    Get full text
    Get full text
  17. 17
    [en] CONSERVATIVE-SOLUTION METHODOLOGIES FOR STOCHASTIC PROGRAMMING: A DISTRIBUTIONALLY ROBUST OPTIMIZATION APPROACH
    Published 2021
    Other Authors: “...DAVI MICHEL VALLADAO...”
    Get full text
    Get full text
    Get full text
  18. 18
    [pt] AVERSÃO A RISCO E POLÍTICA ÓTIMA DE INVESTIMENTOS E FINANCIAMENTOS DE UMA CORPORAÇÃO: UMA ABORDAGEM VIA PROGRAMAÇÃO DINÂMICA ESTOCÁSTICA
    Published 2021
    Other Authors: “...DAVI MICHEL VALLADAO...”
    Get full text
    Get full text
    Get full text
  19. 19
    [en] DECISIONS TO INVEST IN WATERWAY TERMINALS FOR OIL AND OIL PRODUCTS
    Published 2021
    Other Authors: “...DAVI MICHEL VALLADAO...”
    Get full text
    Get full text
    Get full text
  20. 20
    [en] PORTFOLIO SELECTION INCORPORATING MACROECONOMIC VIEWS USING BLACK-LITTERMAN MODEL
    Published 2021
    Other Authors: “...DAVI MICHEL VALLADAO...”
    Get full text
    Get full text
    Get full text
Search Tools: Get RSS Feed — Email this Search