The efficiency in Markowitz, minimum-variance and naïve portfolios applied to smi

Mestrado em Finanças

Bibliographic Details
Main Author: Fernandes, Cristiano Mateus Cunha (author)
Format: masterThesis
Language:eng
Published: 2015
Subjects:
Teoria Carteira Markowitz
Carteira Naïve
Carteira de Mínima Variância
Índice Sharpe
Markowitz Portfolio Theory
Naïve Portfolio
Minimum-Variance Portfolio
Sharpe Index
Online Access:http://hdl.handle.net/10400.5/8199
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/8199

Internet

http://hdl.handle.net/10400.5/8199

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