We prove an existence and uniqueness theorem for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a multidimensional fractional Brownian...
Recent Performance Analysis of Mutual Funds in Brazil
Fonseca, Nelson, Bressan, Aureliano, Iquiapaza, Robert, Guerra, João
This study analyzes the performance of Brazilian Investment Funds between May 2001 and May 2006, using as a guideline the division in fixed-income funds and equity funds. The performance is evaluated...