Now showing items 1-3 of 3

    • A new media optimizer based on the mean-variance model 

      Fernandez, Pedro Jesus; Lauretto, Marcelo de Souza; Pereira, Carlos Alberto de Bragança; Stern, Julio Michael
      2007
      In 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 

      Eid Júnior, William
      2006-10-03
    • The trade-off between incentives and endogenous risk 

      Araújo, Aloísio Pessoa de; Moreira, Humberto; Tsuchida, Marcos
      2007-11-01
      Negative 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 ...