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The structural Sharpe model under t-distributions
(Taylor & Francis LtdAbingdonInglaterra, 2010)
Transient computations using the natural stress formulation for solving sharp corner flows
(Elsevier B.V., 2017-11-01)
In this short communication, we analyse the potential of the natural stress formulation (NSF) (i.e. aligning the stress basis along streamlines) for computing planar flows of an Oldroyd-B fluid around sharp corners. This ...
Portfolio optimization: efficiency analysisOptimización de portafolios: análisis de eficienciaOtimização de portfólios: análise de eficiência
(RAE - Revista de Administracao de EmpresasRAE - Revista de Administração de EmpresasRAE-Revista de Administração de Empresas, 2014)
Data envelopment analysis and fuzzy theory: efficiency evaluation under uncertainty in portfolio optimization
(2015-01-01)
This article aims to analyze the behavior of a portfolio selected through Data Envelopment Analysis (DEA) associated with fuzzy logic and optimized using the Sharpe approach. As a basis for comparison, two other portfolios ...
Análise comparativa entre uma carteira formada por fundos de investimentos imobiliários e o IGMI-C
(Universidade Federal de Santa MariaBrasilUFSMCentro de Ciências Sociais e Humanas, 2015-07-03)
This study aims to analyze which alternative obtained the best risk/return ratio: the Real Estate Investment Funds Index (IFIX) using the Markowitz portfolio selection model to find the efficient portfolio or the Commercial ...
The structural sharpe model under t-distributions
(TAYLOR & FRANCIS LTD, 2010)