Applications of nonlinear stochastic discount factors in performance analysis and tail risk
| dc.contributor.advisor | Almeida, Caio Ibsen Rodrigues de | |
| dc.contributor.author | Ardison, Kym Marcel Martins | |
| dc.contributor.member | Costa, Carlos Eugênio Ellery Lustosa da | |
| dc.contributor.member | Vicente, José Valentim Machado | |
| dc.contributor.member | Laurini, Márcio Poletti | |
| dc.contributor.member | Giovannetti, Bruno Cara | |
| dc.contributor.unidadefgv | Escolas::EPGE | pt_BR |
| dc.date.accessioned | 2018-10-29T20:07:02Z | |
| dc.date.available | 2018-10-29T20:07:02Z | |
| dc.date.issued | 2018-04-12 | |
| dc.degree.date | 2018-04-12 | |
| dc.identifier.uri | https://hdl.handle.net/10438/25676 | |
| dc.language.iso | eng | |
| dc.rights.accessRights | openAccess | eng |
| dc.subject | Hedge funds | eng |
| dc.subject | Tail risk | eng |
| dc.subject | SDF | por |
| dc.subject.area | Economia | por |
| dc.subject.bibliodata | Hedging (Finanças) | por |
| dc.subject.bibliodata | Fundos hedge | por |
| dc.subject.bibliodata | Processo estocástico | por |
| dc.subject.bibliodata | Risco (Economia) | por |
| dc.title | Applications of nonlinear stochastic discount factors in performance analysis and tail risk | eng |
| dc.type | Thesis | eng |