Listagem por Assunto "Administração de risco financeiro"
Itens para a visualização no momento 1-4 of 4
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Asset allocation with Markovian regime switching: efficient frontier and tangent portfolio with regime switching
2018-03Asset allocation is important for diversifying risk and realizing gains in the financial market. It involves decisions taken under uncertainty based on statistical methods. Returns on financial assets generally present ... -
Crowdfunding: de modismo a novo instrumento financeiro
2016-03-21This thesis aims to evaluate the attractiveness to the small Brazilian investor, from a financial point of view, of a new form of investment, based on characteristics of the Brazilian crowdfunding model and of traditional ... -
Single vs. multi-factor strategies-improving performance through factor-tilts
2020-12-06This study compares the risk-adjusted performance of 10 single-factor (smart beta) and 75 multi-factor (advanced beta) portfolios over the period of 1992 to 2019. The emphasis is set on testing the performance changes ... -
Técnicas de estresse teste de mercado usando maximum drawdown
2019-08-21O principal objetivo dos investidores é obter o maior retorno e lucro possíveis, correndo o menor risco. Por outro lado, os gestores de risco têm como responsabilidade o monitoramento dos riscos a fim de impedir que se ...
