Functions and optimization of portfolio of Green companies
Published: 11 October 2016| Version 2 | DOI: 10.17632/ggyzww74b2.2
Contributors:
Pedro Papandrea,
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.
Files
Institutions
Universidade Federal de Itajuba
Categories
Optimization (Algorithms), Portfolio Optimization, Design of Experiment, Robust Optimization, Optimization Model, Portfolio Analysis