Pessoa
Biblioteca do Banco de Cabo Verde
Data do inventário
2022-01-09
Nome de pessoa
DUARTE JR.
Nome de pessoa - outra parte do nome
António Marcos
Envolvida em
Um modelo para a dinamica de estruturas a termo da taxa de juros em mercados emergentes
Interest rate risk measurement in latin american emergent markets using orthogonal polynomials
Credit spread arbitrage in emerging eurobond markets
Mean-value-at-risk optimal portolios with derivatives
An optimization model for currency allocation
Indexing stock portfolios in Brazil : tracking thew IBOVESPA and FGV100
A comparative study of downside risk and volatility in asset allocation
Gestão de riscos para fundos de investimentos
Decomposing and simulating the movements of term structures of interest rates in emerging eurobond markets
Robust hedging using futures in emerging stock markets
Incomplete data in scenario-based models for portfolio optimization
A model to estimate the US term structure od interest rates