Browsing Matemática Licenciatura - ML by Subject "Otimização"
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Matemática financeira: o Modelo de Markowitz
(Universidade Federal de São Carlos, UFSCar, , Câmpus São Carlos, 03/04/2023)The aim of this work is to present a mathematical introduction to the main concepts involved in Markowitz Theory. The portfolio selection developed by Markowitz shows the importance of asset portfolio diversification, ...