2. Methodology
3. Expected Results and Discussion
There is a lot of possibilities at the end of this working process. It is possible that investing in that kind of asset could generate so much risk, that an von Neumann-Morgenstern expected utility maximizer, consider it a bad or a poor choice of investment. Another possible outcome is that we could not overcome our benchmark, or else, even doing so the fixed income or a high inflation rate could make the portfolio obsolete. Despite the existence of those possibilities, the expected outcome or results, for this paper, is that we can overcome the benchmark by a good margin, because we can select only "good" securities among the Index. Besides that with a risk management and an actual and strong mathematical theorem, we can select companies in different sector of the economy, with low risk exposure, and a positive relationship between risk and return. That tool could make the variance of the portfolio less volatile and burst yield creating a portfolio that its relatively safe or at least acceptable by the agents who are risk averse. \cite{o2012busted}
4. Conclusions