Seleção de carteiras : escolha entre modelos baseada em persistência de performance
Alternative title: | Portfolio selection : decision-making based on performance persistence |
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Year of publication: |
2020
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Authors: | Tavares, Ricardo S. ; Caldeira, João F. |
Published in: |
Revista Brasileira de Finanças : RBFin. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1984-5146, ZDB-ID 2549202-0. - Vol. 18.2020, 1, p. 91-128
|
Subject: | Portfolio selection | Performance evaluation | Performance persistence | Volatility timing | Reward-to-risk timing |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | Portuguese |
Notes: | Zusammenfassung in englischer Sprache |
Other identifiers: | 10.12660/rbfin.v18n1.2020.80598 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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