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Medidas regulatórias, volatilidade e contágio: Um estudo dos casos da energia elétrica e das telecomunicações no Brasil

de Bragança, Gabriel G. Fiuza; Pessoa, Marcelo de Sales; … - 2015

This paper examines how regulatory interventions can affect the market risk of electricity utilities and telecom … authorities in 2012 on the market volatility of both sectors and their covariance. We also adopt the volatility impulse response …

Persistent link: https://www.econbiz.de/10011372325

Medidas regulatórias, volatilidade e contágio : um estudo dos casos da energia elétrica e das telecomunicações no Brasil

Bragança, Gabriel Godofredo Fiuza de; Pessoa, Marcelo … - 2015

Persistent link: https://www.econbiz.de/10011338737

Path-dependence, expectativas e regulação econômica : elementos de análise a partir de uma perspectiva pós-keynesiana

Moreira, Ricardo Ramalhete; Herscovici, Alain - In: Revista de economia contemporânea : revista … 10 (2006) 3, pp. 547-574

Persistent link: https://www.econbiz.de/10003423309

Matemática Financeira com aplicações em Excel e R

Vieira, Pedro Cosme da Costa - 2010

The text contains an introductory text to financial mathematics.

Persistent link: https://www.econbiz.de/10015221594

Análise do Desempenho Recente de Fundos de Investimento no Brasil

Fonseca, Nelson; Bressan, Aureliano; Iquiapaza, Robert; … - 2007

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 in terms of risk and return, using …. However, differences in the variance along the period generated a better risk x return relation for the fixed income funds, a …

Persistent link: https://www.econbiz.de/10015226365

Critérios de formação de carteiras de ativos através de hierarchical clusters

Lucena, Pierre; Figueiredo, Antonio Carlos; … - 2008

financial theory. …

Persistent link: https://www.econbiz.de/10015231502

Investimento em Valor Contrário no Brasil: Overreaction ou Efeito Tamanho?

Saturnino, Odilon; Saturnino, Valeria; Lucena, Pierre; … - 2011

Given the assumption of opposite movements in stock prices due to the behavior of investors, who can use this strategy to take advantage of times of downturn in the economy, this study consisted of an analysis of overreaction in Brazil, which consists in buying loser stocks with the expectation...

Persistent link: https://www.econbiz.de/10015231503

Eficácia do Uso da Estratégia de Investimento em Ações com Baixo Múltiplo Preço/Valor Patrimonial (PVPA) no Brasil

Lucena, Pierre; Saturnino, Odilon; Araújo, Joseanny; … - 2010

’t efficacy in the use of low PVPA as a measure of investment portfolio formation, rejecting the hypothesis tested both through …

Persistent link: https://www.econbiz.de/10015231513

Os indicadores ROE e PVPA aplicados como balizadores de estratégias de investimentos: uma análise do mercado acionário brasileiro de 1995 a 2009

Melo, Jean Marcio; Távora, Lamartine; Xavier, Leonardo; … - 2010

12 months, notably from the year 2000. In turn, the superior results obtained in the investment models based on …

Persistent link: https://www.econbiz.de/10015231515

Anomalias no Mercado no Mercado de Ações Brasileiro: uma Modificação do Modelo de Fama de Fama e French

Lucena, Pierre; Figueiredo, Antonio Carlos - 2008

The aim of this paper is to present and to test a modification in the traditional Fama and French Multifactor Model (1996), from the necessities of adaptation for the Brazilian case. This model takes into consideration two anomalies, which have to be added to the CAPM Model: size and...

Persistent link: https://www.econbiz.de/10015231516