|
|
|
|
|
Marcelo C. Medeiros,Artur M. Passos,Gabriel F. R. Vasconcelos
Pág. 257 - 284
In this paper we exploit the parametric portfolio optimization in the Brazilian market. Our data consists of monthly returns of 306 Brazilian stocks in the period between 2001 and 2013. We tested the model both in and out of sample and compared the resul...
ver más
|
|
|
|
|