Browsing Documentos Indexados pela Scielo by Author "Lachtermacher, Gerson"
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Critérios de formação de carteiras de ativos por meio de hierarchical clusters
Lucena, Pierre; Pinto, Antonio Carlos Figueiredo; Lachtermacher, Gerson
2010-04-01This paper has as main objective to present and to test a tool of multivariate statistics in financial models. This methodology, known as clusters analysis, separates the observations in groups through its determined ...