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Andre Barbosa Oliveira

UFF - Universidade Federal Fluminense - Departamento de Economia

Rua Tiradentes 17, Niteroi

CEP RJ 24210-510

Brazil

  • UFF - Universidade Federal Fluminense - Departamento de Economia

SCHOLARLY PAPERS

3

DOWNLOADS

333

TOTAL CITATIONS

2

Scholarly Papers (3)

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1.

Asset Allocation With Markovian Regime Switching: Efficient Frontier and Tangent Portfolio With Regime Switching

São Paulo School of Economics Working Paper, 2018
Number of pages: 27 Posted: 19 Mar 2018
Andre Barbosa Oliveira and Pedro L. Valls Pereira
UFF - Universidade Federal Fluminense - Departamento de Economia and Sao Paulo School of Business Administration - FGV
Downloads 143 (514,995)
Citation 2

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Portfolio Theory, Time Series Models With Markovian Regime Switching, Optimization Theory

2.

Does Portfolio Resampling Really Improve Out-of-Sample Performance? Evidence From the Brazilian Market

Number of pages: 22 Posted: 21 Nov 2022
Andre Barbosa Oliveira, Carlos Trucíos and Pedro L. Valls Pereira
UFF - Universidade Federal Fluminense - Departamento de Economia, University of Campinas (UNICAMP) - Department of Statistics and Sao Paulo School of Business Administration - FGV
Downloads 114 (640,165)

Abstract:

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Bootstrapping; Covariance Matrix; Diversification; Efficient Frontier; Markowitz; Portfolio Allocation.

3.

Uncertainty Times for Portfolio Selection at Financial Market

Number of pages: 20 Posted: 19 Mar 2018
Andre Barbosa Oliveira and Pedro L. Valls Pereira
UFF - Universidade Federal Fluminense - Departamento de Economia and Sao Paulo School of Business Administration - FGV
Downloads 76 (837,727)

Abstract:

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Portfolio Optimization, Markov Chain, Multivariate Time Series Models, Markov Switching