Functions and optimization of portfolio of Green companies

Published: 11 October 2016| Version 2 | DOI: 10.17632/ggyzww74b2.2
Contributors:
Pedro Jose Papandrea,
Anderson Paulo de Paiva

Description

Functions and optimization of portfolio of Green companies. Optimization using desirability function. Function developed using several different types of analysis. Crossed mixture design of experiment, PCA, clusters and traditional methods considered. Comparison between each method and optimization done as well.

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Institutions

Universidade Federal de Itajuba

Categories

Optimization (Algorithms), Portfolio Optimization, Design of Experiment, Robust Optimization, Optimization Model, Portfolio Analysis

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