2   Artículos

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en línea
Ailton Cassetari     Pág. pp. 271 - 300
In this work, a capital allocation methodology base don the Principle of Maximum Entropy was developed. The Shannons entropy is used as a measure, concerning the Modern Portfolio Theory, are also discuted. Particularly, the methodology is tested making a... ver más
Revista: Revista Brasileira de Finanças    Formato: Electrónico

 
en línea
Rogerio de Deus Oliveira,Caio Ibsen Rodrgues de Almeida     Pág. pp. 301 - 339
Credit Risk is an important dimension to be considered in the risk management procedures of financial institutions. Is a particularly useful in emerging markets where default rates on bank loan products are usually high. It is usually calculated through ... ver más
Revista: Revista Brasileira de Finanças    Formato: Electrónico

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