Navegação TCC Ciências Econômicas por Assunto "Uncertainty modeling"
Resultados 1-1 de 1
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Mean-CVAR portfolio : a mixture-copula approach
(2023) [Trabalho de conclusão de graduação]The current study aims to conduct a comparative analysis of portfolio optimization techniques in the context of financial applications. The proposed approach involves the use of mixture-copulas as an alternative to mitigate ...