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Financial bootstrapping among Costa rican small businesses: An exploratory study
(Instituto Tecnológico de Costa Rica, 2020)
Estimating the efficiency from Brazilian banks: a bootstrapped Data Envelopment Analysis (DEA)
(Associação Brasileira de Engenharia de Produção, 2016-09-01)
Abstract The Brazilian banking sector went through several changes in its structure over the past few years. Such changes are related to fusions and acquisitions, as well as the largest market opening to foreign banks. The ...
Encolhimento da matriz de covariâncias e índices de incerteza: a utilização do Bootstrap na seleção de portfólios
(Universidade Federal de Minas GeraisBrasilFACE - FACULDADE DE CIENCIAS ECONOMICASPrograma de Pós-Graduação em AdministraçãoUFMG, 2020-09-25)
Capital market agents, which aim to obtain return from investments, end up facing decisions that involve expected gains associated with the inherent risks. For a given type of investor, or portfolio manager, it is essential ...
Evaluating the Forecasting Performance of GARCH Models Using White’s Reality CheckEvaluating the Forecasting Performance of GARCH Models Using White’s Reality Check
(Sociedade Brasileira de Econometria, 2005)
Predição de seguro de automóveis no Brasil utilizando inteligência computacional
(Universidade Federal de Minas GeraisBrasilENG - DEPARTAMENTO DE ENGENHARIA ELÉTRICAPrograma de Pós-Graduação em Engenharia ElétricaUFMG, 2020-02-07)
The use of computational intelligence is increasingly present in various situations in our
daily lives, including financially with the use of classification and regression. An efficient
classification and regression tool ...
O risco fiscal associado às parcerias público-privadas (PPP): estudo de caso da rodovia MG-050
(UFMGBrasilFCE - DEPARTAMENTO DE CIÊNCIAS ADMINISTRATIVAS, 2017)
This study aims to analyze, from the case study of the Public-Private Partnership
(PPP) Highway MG-050, the fiscal risk taken by the Government in the
implementation of Public-Private Partnerships. In the case of MG-050, ...
Quando é ótimo sair de uma estratégia de investimentos?
(2021-11-30)
The present dissertation is focused on finding optimal stop-loss and stop-gain parameters which maximize a given expected discounted return function, assuming a financial instrument governed by an Ito Diffusion, which can ...