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Mostrando ítems 21-30 de 92
O uso da estratégia contrária: análise da obtenção de retornos anormais no mercado acionário brasileiro
(Universidade Federal de Minas GeraisUFMG, 2010-07-15)
With the growing number of investors in the stock exchange in Sao Paulo, the equities market has gained increasing importance in Brazil. In this context, the study of investment strategies and models that attempt to predict ...
Productivity and production risk effects of adopting drought-tolerant maize varieties in Zambia
(Emerald Publishing Limited, 2019)
Seguro contra risco de downside de uma carteira: uma proposta híbrida frequentista-Bayesiana com uso de derivativos
(2013-01-23)
Seguros de carteiras proporcionam aos gestores limitar o risco de downside sem renunciar a movimentos de upside. Nesta dissertação, propomos um arcabouço de otimização de seguro de carteira a partir de um modelo híbrido ...
An evolving possibilistic fuzzy modeling approach for value-at-risk estimation
(2016-02)
Market risk exposure plays a key role for nancial institutions risk management. A possible measure for this exposure is to evaluate losses likely to incurwhen the price of the portfolio's assets declines using Value-at-Risk ...
Risk Management In Petroleum Development Projects: Technical And Economic Indicators To Define A Robust Production Strategy
(Elsevier Science BVAmsterdam, 2017)
Adverse selection and risk aversion in capital markets
(Mohr Siebeck, 2011-12)
We generalize Boadway and Keen's model of adverse selection in capital markets to allow for risk aversion on the part of entrepreneurs. We use the new model to analyze two types of policies. We first consider policies that ...
Risk-managed time-series momentum: an emerging economy experience
(Universidad ESAN. ESAN EdicionesPE, 2022-12-28)
Purpose: This research study aims to design a novel risk-managed time-series momentum approach. The present study also examines the time-series momentum effect in the Indian equity market. Apart from this, the study also ...
Using copula models to address the fat tail problems of the var
(UniandesMaestría en FinanzasFacultad de Administración, 2020)
"Este proyecto de trabajo estudia la PVaR del valor en riesgo de la cartera utilizando cópulas, pérdida esperada de la cola y teoría del valor extremo para analizar el comportamiento de la cola izquierda de la posible ...
Estudo sobre possível uso de criptoativos como hedge de ativos tradicionais em mercados emergentes e de fronteiras
(2022-05-26)
O presente estudo explora se, e com que intensidade, a inclusão de criptoativos reduz o risco caudal de índices acionários globais, considerando ativos digitais com diferentes características e funcionalidades. Especificamente, ...