[en] OPTIMIZATION UNDER UNCERTAINTY FOR ASSET ALLOCATION

[en] OPTIMIZATION UNDER UNCERTAINTY FOR ASSET ALLOCATION

[pt] A alocação de ativos é uma das mais importantes decisões financeiras para investidores. No entanto, as decisões humanas não são totalmente racionais. Sabemos que as pessoas cometem muitos erros sistemáticos como, excesso de confiança, aversão à perda irracional e mau uso da informação entre out...

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Bibliographic Details
Main Author:	THUENER ARMANDO DA SILVA
Other Authors:	MARCUS VINICIUS SOLEDADE POGGI DE ARAGAO
Language:	en
Published:	MAXWELL 2016
Subjects:	[pt] ANALISE DE INVESTIMENTOS [en] INVESTMENT ANALYSIS [pt] PROGRAMACAO DINAMICA DUAL ESTOCASTICA [pt] SELECAO DE CARTEIRAS [pt] ALOCACAO DE ATIVOS EM MULTI-ESTAGIO [pt] METODO DE APOIO A TOMADA DE DECISAO [pt] BLACK LITTERMAN
Online Access:	https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=26187@1 https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=26187@2 http://doi.org/10.17771/PUCRio.acad.26187

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