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Impacto De Fatores Econômico-Institucionais Sobre a Eficiência Dos Mercados Pela Hipótese De Mercados Adaptativos (Impact of Economic and Institutional Factors on Capital Markets' Efficiency in Adaptive Markets Hypothesis)

dos Santos, Marco Aurélio - 2018

, considers new investor decision-making structures such as learning, adaptation and behavioral biases, presenting market dynamics …

Persistent link: https://www.econbiz.de/10012933883

Identification non paramétrique d’un processus non linéaire hétéroscédastique

CHIKHI, Mohamed - 2009

Cet article vise à identifier un processus non linéaire par la méthode du noyau. Cette identification nécessite une sélection rigoureuse des coefficients de Markov et le choix de la fenêtre qui détermine le degré de lissage de l’estimateur. This paper aims to identify a nonlinear...

Persistent link: https://www.econbiz.de/10015257894

Analyse Temps-fréquence du MEDAF –Application au CAC 40 –

MESTRE, Roman; Terraza, Michel - 2017

The market’s line estimation implicitly assumes that its parameters are constant over time. Investors, who use the beta of this line for build their portfolio, have a similar behavior whatever their investment horizon. We discuss this hypothesis in this article using the technique of wavelets...

Persistent link: https://www.econbiz.de/10015260042

Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues-

MESTRE, Roman; TERRAZA, Michel - 2017

understanding of the equity characteristics and nature according to their time and frequency dynamics. AXA and LVMH have globally an …-frequency betas values. By analysing the betas we see different evolutions and dynamics which can be considered by portfolio managers …

Persistent link: https://www.econbiz.de/10015260078

Private Equity gera valor ao acionista? Uma análise comparativa de retorno e risco após o IPO (Does Private Equity Generate Shareholder Value? A Comparative Analysis of the Return after the IPO)

Mauad, Rogério - 2017

Portuguese Abstract: O crescimento vigoroso da indústria de Private Equity no mundo gerou questões fundamentais, como por exemplo explicar se as empresas abertas previamente investidas por estes gestores geram retornos reais aos seus acionistas, após o evento do IPO. Pouco se analisou,...

Persistent link: https://www.econbiz.de/10012949907

Construction d’un portefeuille efficient : Application empirique à partir d’un échantillon de valeurs cotées à la Bourse des Valeurs de Casablanca

El Bouhadi, A.; Ounir, A.; El Maguiri, M. - 2008

In this paper, we try to build an efficient portfolio among four possible portfolios based on the some 31 Casablanca listed shares. Our analysis concerns the risk which arises from the Markowitz mean-variance approach. Our work method will be implemented as following: first of all, we will test...

Persistent link: https://www.econbiz.de/10015219831

Peut-on encore parler des mesures de performance ?

Trabelsi, Mohamed Ali - 2008

The performance measurement of portfolio managers is a topic of major importance in finance. The utility of performance measures rests, indeed, on the hypothesis that funds whose performance is judged " good " (or " bad ") in the past, will continue to display of good (bad) performances in the...

Persistent link: https://www.econbiz.de/10015223418

Sur-réaction sur le marché tunisien des actions : une investigation empirique

Trabelsi, Mohamed Ali - 2008

The financial market interest several researchers, especially in the domain of assessment of the financial assets and their performances. The previous research identified several anomalies of the market, as size, Monday, January, PER effects, etc. putting in question the notion of market...

Persistent link: https://www.econbiz.de/10015224295

Evaluation du Risque d’un Echantillon de Valeurs Mobilières de la Bourse de Casablanca

Abderrazik, Amal; Boutkardine, Mehdi; El Bahi, Nour El Houda - 2008

The management of financial risks, which is a branch of financial theory, is defined as a process that begins with risk factors identification, continues with measurement of risk and concludes with the coverage of that risk. This work focuses on the second phase of management process, namely the...

Persistent link: https://www.econbiz.de/10015224909

Impact de la publication des notes financières sur les cours et les volume de transaction des sociétés cotées à la BRVM : Une analyse à partir des études d'évenement

OUATTARA, Aboudou - 2017

validity of the conclusions of the asymmetry information theory on the dynamics and cost of capital in a developing market … influenced its dynamics, perception and behavior actors. In this research, we study the impact of the publication of financial … first quarter of 2013, ratings are part of the public information disseminated at the BRVM to guide investors in their …

Persistent link: https://www.econbiz.de/10015256480