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Mostrando ítems 21-30 de 1508
Carteiras de baixa volatilidade : menor risco e maior retorno no mercado de ações brasileiro
(Universidade do Vale do Rio dos Sinos, 2015-02-20)
This study analyzes the out-of-sample performance of minimum-variance and low volatility portfolios in the Brazilian stock market from 2003 to 2013, when compared to IBOVESPA index and an equally weighted portfolio. The ...
Carteiras de baixa volatilidade : menor risco e maior retorno no mercado de ações brasileiro
(Universidade do Vale do Rio dos Sinos, 2015-02-20)
This study analyzes the out-of-sample performance of minimum-variance and low volatility portfolios in the Brazilian stock market from 2003 to 2013, when compared to IBOVESPA index and an equally weighted portfolio. The ...
Análisis comparativo de eficiencia entre Brasil, México y Estados Unidos.
(Universidad Católica de Colombia, 2015-07-01)
Este artículo busca contrastar la eficiencia débil de los índices bursátiles de Brasil, México y Estados Unidos, desde el supuesto de que un mercado eficiente no es predecible. Con este propósito se evalúa la predictibilidad ...
Rapid screening for phenotype-genotype associations by linear transformations of genomic evaluations
(Biomed Central, 2014-07)
Background: Currently, association studies are analysed using statistical mixed models, with marker effects estimated by a linear transformation of genomic breeding values. The variances of marker effects are needed when ...
Software Selegen-REML/BLUP: a useful tool for plant breeding
(Crop Breeding and Applied Biotechnology, 2018)
Estimating dominance genetic variances for growth traits in American Angus males using genomic models
(American Society of Animal Science, 2019-12-23)
Estimates of dominance variance for growth traits in beef cattle based on pedigree data vary considerably across studies, and the proportion of genetic variance explained by dominance deviations remains largely unknown. ...
Tests with correct size when instruments can be arbitrarily weak
(Elsevier Science Sa, 2009-10)
This paper applies classical exponential-family statistical theory to develop a unifying framework for testing structural parameters in the simultaneous equations model under the assumption of normal errors with known ...
A single statistic for monitoring the covariance matrix of bivariate processes
(Taylor & Francis Inc, 2014)