Portuguese Abstract: O prémio de risco (PR) é um elemento primordial tanto na determinação da rentabilidade esperada dos ativos, como na determinação do custo de capitais, aspetos tão importantes em finanças empresariais como em avaliação de empresas.O PR histórico é o mais...

This paper examines how regulatory interventions can affect the market risk of electricity utilities and telecom carriers traded in the Brazilian stock market. Our article uses a bivariate Generalized AutoRegressive Conditional Heteroskedasticity (GARCH - BEKK) model to analyze the impact of two...

This paper examines how regulatory interventions can affect the market risk of electricity utilities and telecom carriers traded in the Brazilian stock market. Our article uses a bivariate Generalized AutoRegressive Conditional Heteroskedasticity (GARCH - BEKK) model to analyze the impact of two...

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,...

Portuguese Abstract: Este estudo avalia o comportamento de carteiras formadas por ativos do mercado acionário brasileiro ordenados em função de sua volatilidade para investigar a anomalia de baixa volatilidade.Entre janeiro de 2003 e junho 2017, o portfólio de baixa volatilidade apresentou...

This paper aims at contributing to the decision-making regarding the allocation of public resources under the Federal Legislative Power. The focus of the paper was to construct criteria that could help elect the municipal legislative council in each micro-region that has the greatest power of...

This paper investigated the usage of artificial intelligence and text mining techniques for classification of court judgments and discussed potential alternative applications in formulation and evaluation of public policies. Besides, we built a survey of studies related to Jurimetry based on the...

This paper aims at contributing to the decision-making regarding the allocation of public resources under the Federal Legislative Power. The focus of the paper was to construct criteria that could help elect the municipal legislative council in each micro-region that has the greatest power of...

This paper investigated the usage of artificial intelligence and text mining techniques for classification of court judgments and discussed potential alternative applications in formulation and evaluation of public policies. Besides, we built a survey of studies related to Jurimetry based on the...

Brazilian Welfare Policy, in its basic protection dimension, is implemented by public structures called as Referencial Centers of Social Assistence (Cras), which work at the local level (municipalities), but are organized, coordinated, legislated and co-financed by the federal government. This...