Portfolio Balance Model
Mostrando 1-4 de 4 artigos, teses e dissertações.
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1. A multi-criteria decision making approach to balance water supply-demand strategies in water supply systems
Abstract Paper aims this paper proposes a model to aid a group of decision makers to establish a portfolio of feasible actions (alternatives) that are able to balance water supply-demand strategies. Originality Long periods of water shortages cause problems in semi-arid region of northeast Brazil, which affects different sectors such as food, public health
Prod.. Publicado em: 06/02/2018
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2. Funding liquidity risk measurement based on a stochastic approach / Mensuração do risco de liquidez de fluxo de caixa através de uma abordagem estocástica
This paper investigates the applicability of the quantitative model, based on a stochastic approach, proposed by Battaglia, Good &Onorato (2007), for funding liquidity risk measurement for the Brazilian market. For this purpose, the Cash Flow at Risk and the Liquidity at Risk were estimated for a fictitious portfolio, created to reflect in a simplified way t
Publicado em: 2010
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3. Exchange rate determination: applying economic models to the Brazilian economy / Determinação da taxa de câmbio: uma aplicação de modelos econômicos à economia brasileira
As variáveis econômicas explicam e ajudam a prever a taxa de câmbio? Neste trabalho, utilizando o Método Generalizado de Momentos e dados mensais de março de 1999 a dezembro de 2005, estimam-se os modelos econômicos para determinação da taxa de câmbio: Modelo Monetário de Preços Flexíveis (FPMM) e sua vertente do Asset Model, Modelo Monetário de
Publicado em: 2006
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4. Dívida pública brasileira: 1995-1998
The main target of this study is to discuss about the Brazilian public debt , specially focusing the period between 1995 and 1998. These years were after the implementation of Real Plan, where the Brazilian economy, after 20 years of high inflation, finally reached its stability. This inflation stability did not come with a fiscal balance, so the public sect
Publicado em: 2005