ARTÍCULO
TITULO

Institutional Portfolio Management

 Artículos similares

       
 
Alexandre Rubesam,André Lomonaco Beltrame     Pág. 81 - 118
We investigate minimum variance portfolios in the Brazilian equity market using different methods to estimate the covariance matrix, from the simple model of using the sample covariance to multivariate GARCH models. We compare the performance of the mini... ver más

 
Fernando Seabra,Tatiana Santos    
The objective of this paper is to analyse the main determinants of bilateral foreign portfolio investment (FPI) from European countries to host countries, including European Union countries, other developed countries and emerging mar... ver más