论文标题
介绍Otimizacao de Portfolio
Introducao a otimizacao de Portfolio
论文作者
论文摘要
在这项工作中，我们使用线性代数，微积分，统计和优化的基本概念介绍了现代投资组合理论。该理论使我们能够衡量投资组合的回报和风险，这是金融市场决策的基础。作为应用程序，我们将提出四种非常简单的投资策略，旨在最大程度地减少投资两种资产的风险，从而超过CDI（银行押金证书）收益率。
In this work, we introduce Modern Portfolio Theory using basic concepts from linear algebra, differential calculus, statistics, and optimization. This theory allows us to measure the return and risk of an investment portfolio, serving as a basis for decision-making in the financial market. As an application, we will present four very simple investment strategies that aim to minimize the risk of investing in only two assets, outperforming the CDI (Interbank Deposit Certificate) yield.
