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Now showing items 11-20 of 1921
The delegated portfolio management problem: Reputation and herding
(ELSEVIER SCIENCE BV, 2009)
We study the relationship between financial intermediaries' reputation and herding in a delegated portfolio management problem context. We identify conditions under which equilibria exist such that intermediaries with good ...
Optimal Portfolio Allocation for Latin American Stock IndicesAlocação ótima de portfólio para índices de ações Latino Americanas
This article uses four methods to derive optimal portfolios comprising investments in the seven most representative stock exchanges in Latin America from 2001 to 2006 and it studies their composition and stability through ...
Real estate and portfolio management: examining diversification properties
(Universidade Federal do Rio Grande do Sul, 2015)
Capital flows and private investment in Mexico
(Centro de Investigación y Docencia Económicas, A.C., 2013)
A note on the estimation of minimum tracking error portfolios
(Sociedade Brasileira de Econometria, 2020)
State Space Models for Dynamic Style Analysis of PortfoliosState Space Models for Dynamic Style Analysis of Portfolios
(Sociedade Brasileira de Econometria, 2006)
Aplicação de machine learning na pré-seleção de ativos para portfólios de investimento
(2021)
Este trabalho buscou avaliar o impacto de técnicas de Machine Learning junto a estratégias de momento na pré-seleção de ativos financeiros para portfólios de investimentos no mercado brasileiro. Foram utilizados modelos ...
Dividend portfolios and long-term investing
(2016)
The size of mutual funds throughout the world reached $33.4 trillion in terms of assets under management in 2015. Part of these funds is invested directly or on behalf of private investors whose aim is to secure their ...
Modelagem de portfolios de private equity: como planejar o comprometimento de capital
(2019-01-28)
Private Equity (PE) é uma classe de ativos que vem ganhando popularidade nas últimas décadas, e cada vez mais se torna uma alocação relevante no portfólio de investidores em geral. Essa classe de ativos, quando investida ...