[en] PERFORMANCE OPTIMIZATION OF A REAL ASSETS AND OPTIONS PORTFOLIO USING THE OMEGA MEASURE

[en] PERFORMANCE OPTIMIZATION OF A REAL ASSETS AND OPTIONS PORTFOLIO USING THE OMEGA MEASURE

[pt] A presente tese tem como objetivo estabelecer uma metodologia que permita efetuar uma composição otimizada de uma carteira de ativos reais, determinando os que serão selecionados na carteira, de tal forma que atendam a um conjunto de restrições características da carteira sob análise, e lev...

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Bibliographic Details
Main Author:	JAVIER GUTIERREZ CASTRO
Other Authors:	TARA KESHAR NANDA BAIDYA
Language:	pt
Published:	MAXWELL 2008
Subjects:	[pt] OPCOES REAIS [en] REAL OPTIONS [pt] OTIMIZACAO [en] OPTIMIZATION [pt] MEDIDA DE PERFORMANCE OMEGA [en] OMEGA PERFORMANCE MEASURE
Online Access:	https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=12080@1 https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=12080@2 http://doi.org/10.17771/PUCRio.acad.12080

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