Browsing Documentos Indexados pela Web of Science by Author "Correia Neto, Jocildo Figueiredo"

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    • Composição de carteiras por mínima variância: comparação com benchmarks de mercado 

      Cavalcante, Daniel Menezes; Crisostomo, Vicente Lima; Matos, Paulo Rogério Faustino; Correia Neto, Jocildo Figueiredo
      2016-08
      Portfolio optimization strategies are advocated as being able to allow the composition of stocks portfolios that provide returns above market benchmarks. This study aims to determine whether, in fact, portfolios based on ...