Desempenho da otimização robusta de carteiras no mercado acionário brasileiro
=== Robust optimization had received increased attention in the recent years due to the possibility of considering the problem of estimation errors in the portfolio selection problems. A topic not well understood, however, is the performance of this contemporary approach in Brazilian market. Sugges...
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| Format: | Others |
| Language: | Portuguese |
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Universidade Federal de Minas Gerais
2013
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| Online Access: | http://hdl.handle.net/1843/BUOS-9F4GN8 |