2 papers
q-fin.PM2023
Risk Budgeting Portfolios from Simulations
Bernardo Freitas Paulo da Costa, Silvana M. Pesenti, Rodrigo S. Targino
Risk budgeting is a portfolio strategy where each asset contributes a prespecified amount to the aggregate risk of the portfolio. In this work, we propose an efficient numerical fr…
math.CV2012
Sur les courbes de Brody dans P^n(C)
Bernardo Freitas Paulo Da Costa, Julien Duval
We investigate Brody curves in the projective space from the point of view of Nevanlinna theory.