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A Teoria da fronteira eficiente de Markowitz

 
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<title>Teoria da fronteira eficiente de Markowitz</title>
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<namePart>Moreira Bastos, Rubens</namePart>
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<abstract displayLabel="Summary">O modelo de Markowitz permite que se mensure o risco de uma carteira de investirnentos, y el desafio dos Mercados Financeiros es el de combinar a máxima rentabilidade com o menor risco possível. No artigo "Portfolio Selection", Harry Markowitz estruturou as bases da Moderna Teoria de Investimentos como o melhor conjunto possível de carteiras dentro da relaçao risco e retorno.</abstract>
<note type="statement of responsibility">Rubens Moreira Bastos</note>
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<topic>Cartera de valores</topic>
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<topic>Gerencia de riesgos</topic>
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<topic>Cálculo actuarial</topic>
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<publisher>Rio de Janeiro : Fundaçáo Escola Nacional de Seguros, 1997-</publisher>
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<identifier type="issn">0101-5818</identifier>
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<text>01/07/2011 Número 167  - julio/agosto 2011 , p. 54-61</text>
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