2   Artículos

 
en línea
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
Revista: Revista Brasileira de Finanças    Formato: Electrónico

 
en línea
Marcos Massaki Abe,Eui Jung Chang,Benjamin Miranda Tabak     Pág. pp. 29 - 39
This paper employs a recently developed parametric technique to obtain density forecasts for the Brazilian exchange rate, using the exchange rate options market. Empirical results suggest that the option market contains useful information about future ex... ver más
Revista: Revista Brasileira de Finanças    Formato: Electrónico

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