Na nossa vigésima terceira aula de finanças apresentamos o problema de escolha de carteira com vários ativos. Esses são os slides usados em sala.
Referências
Principles of Financial Economics - Stephen F. LeRoy and Jan Werner
Foundations for Financial Economics - Chi-Fu Huang and Robert H. Litzenberger
Modern Portfolio Theory and Investment Analysis - Edwin J. Elton and Martin J. Gruber
Optimization Methods in Finance - Gerard Cornuejols and Reha Tutuncu
Portfolio Optimization: Beyond Markovitz - Marnix Engels"
Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange - Keith Cuthbertson and Dirk Nitzsche
