Differentiated risk models in portfolio optimization: a comparative analysis of the degree of diversification and performance in the São Paulo Stock Exchange (BOVESPA)
Faced with so many risk modeling alternatives in portfolio optimization, several questions arise regarding their legitimacy, utility and applicability. In particular, a question arises involving the adherence of the alternative models with regard to the basic presupposition of Markowitz's class...
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| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2012
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| Texto completo: | http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382012000200002 |
| País: | Brasil |
| Oai: | oai:scielo:S0101-74382012000200002 |