Browsing Documentos Indexados pela Scielo by Title "A new media optimizer based on the mean-variance model"

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    • 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 ...