The financial crisis of 2008 and its impact on the sectors of the brazilian economy: an approach quantile regressions and portfolio theory

The financial crisis of 2008 and its impact on the sectors of the brazilian economy: an approach quantile regressions and portfolio theory

nÃo hà === This study applies traditional techniques in Finance and Econometrics in order to analyze the impacts of Financial Crisis on some sectors of the Brazilian economy based upon market indicators provided by Getulio Vargas Foundation (FGV). Initially we apply the theory proposed by Markowitz...

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Bibliographic Details
Main Author: Luiz Henrique Carvalho Braid
Other Authors: Andrei Gomes Simonassi
Format: Others
Language:Portuguese
Published: Universidade Federal do Cearà 2011
Subjects:
Teoria de Carteira
RegressÃo QuantÃlica
Crise Financeira
Portfolio Theory
Quantile Regression
Financial Crisis
CIENCIAS SOCIAIS APLICADAS
Online Access:http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=7852

Internet

http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=7852

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