The Impact Of Different Risk Measures In The Portfolio Selection Of Oil Producing Projects [impacto De Diferentes Métricas De Risco Na Seleção De Portfólios De Projetos De Produção De Petróleo]

dc.creatorGaleno R.C.
dc.creatorSuslick S.B.
dc.creatorPinto M.A.S.
dc.creatorLima G.A.C.
dc.date2009
dc.date2015-06-26T13:36:43Z
dc.date2015-11-26T15:37:00Z
dc.date2015-06-26T13:36:43Z
dc.date2015-11-26T15:37:00Z
dc.date.accessioned2018-03-28T22:45:28Z
dc.date.available2018-03-28T22:45:28Z
dc.identifier
dc.identifierRevista Escola De Minas. , v. 62, n. 3, p. 305 - 313, 2009.
dc.identifier3704467
dc.identifier
dc.identifierhttp://www.scopus.com/inward/record.url?eid=2-s2.0-70350139880&partnerID=40&md5=cdaeead8e4c7817c78e3f88d95f84f80
dc.identifierhttp://www.repositorio.unicamp.br/handle/REPOSIP/92613
dc.identifierhttp://repositorio.unicamp.br/jspui/handle/REPOSIP/92613
dc.identifier2-s2.0-70350139880
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1263560
dc.descriptionThe portfolio selection process for projects involving the exploration and production of oil is a complex task, passing through different steps until and optimum solution is achieved, revealing the best portfolio. This paper presents a methodology for portfolio selection considering semi-standard deviation as a measure of risk. The methodology is applied to a set of six oil production projects located in the Campos Basin, where the risk minimization is subject to a certain return. Genetic algorithms are used as the optimization tool.. The portfolio selection was performed by maximization of the certainty equivalent, for different values of risk aversion coefficients. The results show that the semi-standard deviation presents better sensitivity in portfolio selection with projects that have a large magnitude of risk and return.
dc.description62
dc.description3
dc.description305
dc.description313
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dc.languagept
dc.publisher
dc.relationRevista Escola de Minas
dc.rightsaberto
dc.sourceScopus
dc.titleThe Impact Of Different Risk Measures In The Portfolio Selection Of Oil Producing Projects [impacto De Diferentes Métricas De Risco Na Seleção De Portfólios De Projetos De Produção De Petróleo]
dc.typeArtículos de revistas


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