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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 ...
Estilo e agrupamento de fundos: um estudo aplicado aos fundos multimercados brasileiros
An efficient classification helps the applicator to make better decisions, in In Brazil , there are two widely used classification systems, the CVM and ANBIMA , however both have borders with subjective categories , that ...
Evidência do efeito manada em fundos de renda variável na indústria de fundos brasileira
This present study seeks to identify and quantify herding behavior in actively managed equity funds in the Brazillian financial market. Therefore, we used the LSV herd measure, first proposed by Lakonishok et al (1992). ...