Now showing items 1-3 of 3
Fundos multimercados brasileiros criam valor? Uma avaliação dos alfas
This work examines the alpha generation of the Brazilian multimarket fund industry, taking in account fund specific characteristics, fund strategies, investor segment during different economic conditions. The employed ...
Uma análise sobre a relação entre o retorno de empresas brasileiras e os componentes do ciclo de conversão de caixa
Literature devoted to study the working capital and profitability relation points out that the cash conversion cycle and its components are linked to companies’ results. This empirical dissertation aims to estimate this ...
Introducing additional factors for the Brazilian market in the fama-french five-factor asset pricing model
This dissertation is aimed at evaluating the risk-return relationship of stocks by incrementing the Fama and French five-factor model (F. FAMA and R. FRENCH, 2015) with two new variables. This was done by creating a ...