Browsing Produção Intelectual em Bases Externas by Subject "Investimentos - Administração"
Now showing items 1-3 of 3
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A new media optimizer based on the mean-variance model
2007In the financial markets, there is a well established portfolio optimization model called generalized mean-variance model (or generalized Markowitz model). This model considers that a typical investor, while expecting ... -
Portfólio e estratégia
2006-10-03 -
The trade-off between incentives and endogenous risk
2007-11-01Negative relationship between risk and incentives, predicted by standard moral hazard models, has not been confirmed by empirical work. We propose a moral hazard model in which heterogeneous risk-averse agents can control ...




