Navegação Economia por Autor "Ricco, Rafael de Agostinho"
Resultados 1-1 de 1
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Realized semicovariances : empirical applications to volatility forecasting and portfolio optimization
Ricco, Rafael de Agostinho (2021) [Dissertação]This is an empirical study split in two parts aimed to explain and forecast realized portfolio volatility and perform portfolio optimization in the Brazilian financial market using realized semicovariances that use ...