Zobrazeno 1 - 6
of 6
pro vyhledávání: '"José Lamartine Távora Junior"'
Dynamic Value at Risk: A Comparative Study Between Heteroscedastic Models and Monte Carlo Simulation
Autor:
José Lamartine Távora Junior, Marcos Roberto Gois de Oliveira, Charles Ulises de Montreuil Carmona
Publikováno v:
Revista Brasileira de Finanças, Vol 4, Iss 2, Pp 181-202 (2006)
The objective of this paper was to analyze the risk management of a portfolio composed by Petrobras PN, Telemar PN and Vale do Rio Doce PNA stocks. It was verified if the modeling of Value-at-Risk (VaR) through the place Monte Carlo simulation with v
Externí odkaz:
https://doaj.org/article/4c8815bbd97045aa9fcbd3a35d33029e
Publikováno v:
IFAC Proceedings Volumes. 31:305-307
The investments in industrial automation, CIM, or other technologies does not always allow a company to increase its levels of competitiveness. It has been observed that those companies which invest more in new technologies without more detailed anal
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d7bd9744af1c10ba3b5c0cc8c7ddb0da
https://doi.org/10.1016/s1474-6670(17)41045-7
https://doi.org/10.1016/s1474-6670(17)41045-7
Autor:
José Lamartine Távora Junior, Charles Ulises de Montreuil Carmona, Marcos Roberto Gois de Oliveira
Publikováno v:
Brazilian Review of Finance. 4:181
The objective of this paper was to analyze the risk management of a portfolio composed by Petrobras PN, Telemar PN and Vale do Rio Doce PNA stocks. It was verified if the modeling of Value-at-Risk (VaR) through the place Monte Carlo simulation with v
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::570ff0fcd6ad12a3f573ccd08c8f22ee
https://doi.org/10.12660/rbfin.v4n2.2006.1161
https://doi.org/10.12660/rbfin.v4n2.2006.1161
Publikováno v:
Revista de Economia Mackenzie, Vol 9, Iss 3, Pp 53-77 (2011)
Muitas empresas sentem‑se forçadas a buscar uma rápida adaptação às mu‑ danças, em um ambiente de incerteza e competição acirrada, procurando investir de maneira a proporcionar seu crescimento. E, para os investidores, incorporar as fl
Externí odkaz:
https://doaj.org/article/59b888be022f448da70d333304d81140
Publikováno v:
Revista Brasileira de Estudos Regionais e Urbanos, Vol 3, Iss 2 (2015)
A pesquisa objetivou realizar uma configuração do Arranjo Produtivo de Informática da cidade do Recife. Dessa forma, é feito um exame da distribuição espacial dos serviços de informática, por Região e Estado, do país, para efeito de compara
Externí odkaz:
https://doaj.org/article/6dc40c32b4aa490f93f7f017dc673c9b