Buscas alternativas:
theory on » theory of (Expandir a busca), theory in (Expandir a busca), theory and (Expandir a busca)
on tail » long tail (Expandir a busca), on retail (Expandir a busca), and tail (Expandir a busca)
theory on » theory of (Expandir a busca), theory in (Expandir a busca), theory and (Expandir a busca)
on tail » long tail (Expandir a busca), on retail (Expandir a busca), and tail (Expandir a busca)
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Assuntos:
“...Risk management of client’s portfolio...”
Risk is the new black : uma abordagem com diferentes medidas de risco para o portfólio de clientes
Dissertação
4
Assuntos:
“...Country risk...”
Harvesting equity premium in emerging markets: a currency hedge for country risk
Dissertação
5
Assuntos:
“...Tail dependence...”
Estratégias de diversificação de carteiras de ações com dependência assimétrica
Tese
6
Assuntos:
“...Extreme value theory...”
Portfolio optimization based on garch-evt-vinecopula via information ratio, sharpe ratio and sortino index
Dissertação
7
Assuntos:
“...Risk management...”
Dependência de portfólios: uma abordagem multiescala via cópulas multivariadas
Tese
8
“...This dissertation consists of three essays in Macro-Finance. The first two papers study tail risk...”
Three essays in macro-finance
Tese