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Registros recuperados: 15 | |
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Oliveira, Gabriel Leao; Vieira, Wilson da Cruz. |
The main objective of this work was to analyze the trade between income and risk related to the alternative milk production systems in the region of Viçosa, Minas Gerais, supported by the Federal University of Viçosa and Nestlé. A standard linear programming model provided the identification of the best options among the activities displayed for the maximization of the gross annual income. By means of the rentability calculation of the different milk production systems and risk linked to them it was possible to identify that the milk producers behaved differently in relation to the risk. Generally the producers who are more dependent to the milk activity for their survival are more adverse to risk. |
Tipo: Journal Article |
Palavras-chave: Risk; Linear programming; Milk production.. |
Ano: 2006 |
URL: http://purl.umn.edu/43811 |
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Lana, Clarisse Maia; da Silva Junior, Aziz Galvao; Vieira, Wilson da Cruz. |
A pecuária de leite nacional, nos últimos anos, vem passando por importantes transformações, impulsionadas pela necessidade de adaptação dos sistemas de produção de leite a um ambiente de maior competição. Diante desse cenário, este estudo buscou desenvolver um sistema de apoio à decisão (SAD) para auxiliar na alocação de recursos de pequenas propriedades produtoras de leite da microrregião de Viçosa - MG, visando à melhoria da rentabilidade na atividade leiteira. O sistema desenvolvido permite alocar os recursos (terra, mão-de-obra e animais) disponíveis, para a maximização da margem bruta anual por meio de um modelo de programação linear, e facilita a análise econômica dos sistemas de produção, mediante uma planilha de custo que é gerada pelos resultados... |
Tipo: Journal Article |
Palavras-chave: Produção de leite; Sistema de apoio à decisão; Alocação de recursos; Programação linear.; Farm Management. |
Ano: 2003 |
URL: http://purl.umn.edu/56827 |
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Leite, Gil Bracarense; Vieira, Wilson da Cruz. |
The objective of this work was to analyze the cost allocation of improvements in river basins among the water users. It was used, as example, the Paraíba do Sul river basin, located in the states of Minas Gerais, São Paulo and Rio de Janeiro, and, as criteria of allocation of costs, they were used the volumes of water extracted and consumed, and the quantity of pollutants deposited in the basin area by water users. The methodology used consists of the rule of allocation known as Shapley value, which belongs to the cooperative branch of game theory. In the case of Paraíba do Sul river basin, the values found indicated that the urban users should pay the higher part of the costs of improvements, given that these users are responsible for most of the... |
Tipo: Working or Discussion Paper |
Palavras-chave: Water resources; Cost allocation; Shapley value; Paraíba do Sul river basin; Environmental Economics and Policy. |
Ano: 2009 |
URL: http://purl.umn.edu/53385 |
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Farias, Christiano Alves; Vieira, Wilson da Cruz; Santos, Maurinho Luiz dos. |
The objective of this paper was to compare and to analyze three portfolio selection models: Mean-Variance, Minimax and Minimax Weighted. These models were evaluated using historical data (September 1999 to August 2000, January 2001 to December 2001 and February 2002 to January 2003) obtained from the Brazilian Stock Market (Bovespa). They were selected optimal portfolios to each month based on the returns of the last twelve months. The results show that the returns obtained through the Mean-Variance model were superiors in certain circumstances and inferiors in others when compared to the Ibovespa index. The Minimax model obtained the best accumulated returns when compared with the others models and the Ibovespa index. |
Tipo: Journal Article |
Palavras-chave: Portfolio selection; Mean-variance; Bovespa; Game theory; Financial Economics. |
Ano: 2004 |
URL: http://purl.umn.edu/56814 |
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Farias, Christiano Alves; Vieira, Wilson da Cruz; Santos, Maurinho Luiz dos. |
This paper presents a comparison of three portfolio selection models, Mean-Variance (MV), Mean Absolute Deviation (MAD), and Minimax, as applied to the Brazilian Stock Market (BOVESPA). For this comparison, we used BOVESPA data from three different 12 month time periods: 1999 to 2000, 2001, and 2002 to 2003. Each model generated three optimal portfolios for each period, with performance determined by monthly returns over the period. In general, the accumulated returns from the Minimax modeled portfolios were superior to the BOVESPA’s principal index, the IBOVESPA. The MV model was the least efficient for portfolio selection. |
Tipo: Journal Article |
Palavras-chave: Portfolio selection; Stock market; Brazil; Financial Economics. |
Ano: 2006 |
URL: http://purl.umn.edu/55187 |
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Setto, Giani Claudia; Brasil, Gutemberg H.; Vieira, Wilson da Cruz. |
The aim of this paper was to analyze the relative importance of the steel industry to the state of Espírito Santo, Brazil. The 1990 and 1999 Brazilian input-output matrices and Brazil’s regional accounts - state of Espírito Santo were used to build input-output matrices (1990 and 1999) to this state. Increases in final demand were simulated to analyze the effects on the production of each sector as well as on employment creation in this state. Backward and forward linkage indexes were also computed to twelve sectors with the same purpose. The results show that the steel industry is very important to the capixaba economy especially due to the high multiplier effects in response to increases in final demand. The results show also that the relative importance... |
Tipo: Journal Article |
Palavras-chave: Steel industry; Input-output; Linkage index; State of Espírito Santo; Production Economics. |
Ano: 2005 |
URL: http://purl.umn.edu/56747 |
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Cunha, Cleyzer Adrian da; Vieira, Wilson da Cruz. |
Neste trabalho analisou-se o comportamento de preços agrícolas e industriais em resposta a choques monetários e cambiais não-antecipados na economia brasileira, no período de janeiro de 1990 a dezembro de 2000. Considerou-se um ambiente econômico em que há perfeita mobilidade de capital entre a economia doméstica e o resto do mundo, existe arbitragem internacional no mercado de commodities agrícolas e os bens industriais domésticos são substitutos imperfeitos dos seus equivalentes importados. Desenvolveu-se um modelo teórico na mesma linha dos chamados modelos de overshooting. Os resultados empíricos encontrados corroboram a hipótese de que os preços agrícolas respondem mais intensamente, no curto prazo, aos choques monetários e cambiais não-antecipados,... |
Tipo: Journal Article |
Palavras-chave: Preços relativos; Política cambial; Choques monetários; Research Methods/ Statistical Methods. |
Ano: 2003 |
URL: http://purl.umn.edu/56847 |
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Leite, Gil Bracarense; Vieira, Wilson da Cruz. |
The objective of this work was to analyze the cost allocation of improvements in river basins among the water users. It was used, as example, the Paraíba do Sul river basin, located in the states of Minas Gerais, São Paulo and Rio de Janeiro, and, as criteria of allocation of costs, they were used the volumes of water extracted and consumed, and the quantity of pollutants deposited in the basin area by water users. The methodology used consists of the rule of allocation known as Shapley value, which belongs to the cooperative branch of game theory. In the case of Paraíba do Sul river basin, the values found indicated that the urban users should pay the higher part of the costs of improvements, given that these users are responsible for most of the... |
Tipo: Journal Article |
Palavras-chave: Water resources; Cost allocation; Shapley value; Paraíba do Sul River basin; Environmental Economics and Policy. |
Ano: 2009 |
URL: http://purl.umn.edu/53845 |
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Registros recuperados: 15 | |
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