A carregar...
Indexation of Fixed-Income Portfolios to the IMA-B
This study considers the problem of indexing fixed-income portfolios to the ANBIMA Market Index – Series B (IMA-B), composed of Brazilian National Treasury Notes – Series B (NTNBs). We propose a mathematical model that minimizes the deviations of the returns of the chosen portfolio in relation to th...
Na minha lista:
| Main Authors: | , |
|---|---|
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
FUCAPE Business School
2015-01-01
|
| Colecção: | BBR: Brazilian Business Review |
| Assuntos: | |
| Acesso em linha: | http://www.redalyc.org/articulo.oa?id=123041057006 |
| Tags: |
Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!
|