CMA Preprint Series
Series 2002
[1/01]
Ribeiro, C.O., Santos, J. P. J., & Guedes, M.C.M
Uma análise comparativa de modelos de gestão de carteiras de investimento baseadas no modelo de CVaR (VaR condicionado)
June 2002
[2/01]
Brito, M., & Freitas, A.C.M.
Limiting behaviour of a geometric-type estimator for tail indices
June 2002
[3/01]
Matos, H.M.
Singularities of the hamiltonian vectorfield in nonautonomous variational problems
July 2002
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