INFORMATION ANALYSIS AND ALFA CONSTRUCTION FOR THE PORTFOLIO OPTIMIZATION PROCESS

INFORMATION ANALYSIS AND ALFA CONSTRUCTION FOR THE PORTFOLIO OPTIMIZATION PROCESS

CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO === Esta dissertação apresenta um panorama geral sobre o processo de gerenciamento ativo de carteiras, focando exclusivamente nas duas primeiras fases: a ciência de análise de informação e o processo de construção de alfas. Desenvolve-...

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Bibliographic Details
Main Author:	RAFAEL CRUZ SOUZA
Other Authors:	TARA KESHAR NANDA BAIDYA
Language:	Portuguese
Published:	PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO 2000
Online Access:	http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=2768@1 http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=2768@2

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