Risco e seleção de portfólios com a medida CVaR e o modelo GO-GARCH/ Sérgio Alvares R. de S. Maffra; orientador: Jorge P. Zubelli.

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Series: Tese de Mestrado - IMPAPublication details: Rio de Janeiro: IMPA, 2013.Description: 130 pSubject(s):

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Dissertation note: Instituto de Matemática Pura e Aplicada - IMPA

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Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode
Thesis	Castorina Estantes Abertas (Open Shelves)	Teses (Thesis)		1	Not For Loan		39063000684251

Instituto de Matemática Pura e Aplicada - IMPA

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