Browsing by Author "Ariki, Rodrigo Yukio"
Now showing items 1-1 of 1
-
Portfólios ponderados pelo risco: uma abordagem para a alocação de carteiras
Ariki, Rodrigo Yukio
2016-01-20This study investigates the performance of an investment portfolio constructed with equal contributions of risky assets to total portfolio risk (risk parity), using a sample of daily closing prices of 27 shares traded in ...


