[PDF][PDF] Optimal portfolio structuring in emerging stock markets using robust statistics
FRQ Reyna, AMD Júnior… - Brazilian Review of …, 2005 - bibliotecadigital.fgv.br
Emerging markets are known to have unique characteristics when compared to more
developed markets. The direct use of standard mathematical models proposed and tested in …
developed markets. The direct use of standard mathematical models proposed and tested in …
How Do Municipal Bonds Behave without Tax Exemption?
RT Yerkes, LW Bates, SH McCarty - The Journal of Investing, 2016 - joi.pm-research.com
This article analyzes an extensive sample of tax-exempt and taxable municipal bonds to
better understand how municipals behave without federal tax exemption. The authors find …
better understand how municipals behave without federal tax exemption. The authors find …
A scenario-based approach to optimal currency overlay
AM Duarte Jr, R Rajagopal - Journal of Portfolio Management, 1999 - search.proquest.com
Currency risk is a measure of a portfolio's potential losses due to changes in the relative
value of securities denominated in different currencies. Currency risk can be minimized …
value of securities denominated in different currencies. Currency risk can be minimized …
[PDF][PDF] OPTIMAL PORTFOLIO STRUCTURING USING ROBUST STATISTICS
FRQ Reyna, AMD Júnior, O Porto, BV de Melo Mendes - din.uem.br
Emerging markets are known to have unique characteristics when compared to more
developed markets. The direct use of standard mathematical models proposed and tested in …
developed markets. The direct use of standard mathematical models proposed and tested in …
[PDF][PDF] OPTIMAL VALUE-AT-RISK HEDGE WITH DERIVATIVES IN BRAZILIAN FINANCIAL MARKETS USING SIMULATION METHODS
AMD Júnior - din.uem.br
Value-at-Risk has gained acceptance in world financial markets as the most appropriate risk
measure. Among the methodologies used to estimate the Value-at-Risk of a portfolio …
measure. Among the methodologies used to estimate the Value-at-Risk of a portfolio …
Taxa ótima de hedge no mercado futuro de dólar comercial brasileiro
WO Monteiro - 2019 - dspace.mackenzie.br
O objetivo desta tese é comparar o desempenho de modelos multivariados de volatilidade
(BEKK, Rismetrics, CCC, DCC, cDCC) utilizando distribuição normal e t-student e diferentes …
(BEKK, Rismetrics, CCC, DCC, cDCC) utilizando distribuição normal e t-student e diferentes …
[CITATION][C] Optimal Hedge of Portfolios with Derivatites in Brazil Using the Value-at-Risk Measure with Simulation Methods
AMD Júnior
[CITATION][C] Optimal Portfolio Structuring in Emerging Stock Markets Using Robust Statistics
B Mendes