Browsing by Subject "Preços"
Now showing items 81-87 of 87
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Time-dependent or state-dependent pricing?: evidence from a large devaluation
2016-11-01State-dependent and time-dependent price setting models yield distinct implications for how frequency and magnitude of price changes react to shocks. This note studies pricing behavior in Brazil following the large devaluation ... -
Toward agriculture 4.0: opportunities and threats of the agribusiness sector: an analysis of the risk management strategies developed by Brazilian SMEs to cope with commodity price risk
2019-12-13This paper aims at demonstrating the importance of the adoption of risk management strategies by companies operating in the agribusiness sector. The future evolution of the sector requires the change of operations and the ... -
Trading por arbitragem estatística
2016-08-12This paper proposes a tool to detect statistical arbitrage opportunities in a particular pair of stocks in the Brazilian market. The technique is based on the construction of a synthetic asset that presents mean reversion ... -
Uncertainty aversion and the optmal choice of portfolio
1988In this paper we apply the theory of declsion making with expected utility and non-additive priors to the choice of optimal portfolio. This theory describes the behavior of a rational agent who i5 averse to pure 'uncertainty' ... -
Using consumer search cost and loyalty to explain dispersion in banking fees
2011-12-19Prices of a homogenous package of services present considerable dispersion across banks. A simple model that uses consumer search costs and loyalty is devolped in order to reproduce this empirical observation. Using data ... -
O uso do método Six-Sigma como instrumento facilitador na estimativa de valor como referência de preço em mercados empresariais de tecnologia: um estudo exploratório
2003-04-24Trata-se de um estudo exploratório sobre a viabilidade da utilização do método Six-Sigma, como instrumento para a estimativa de preço de valor, de produtos de tecnologia em mercados empresariais. O método do estudo combina ... -
Young, Old, Conservative and Bold: The Implications of Heterogeneity of Finite Lives for Asset Pricing
2012-12Trabalho apresentado por Nicolae Gârleanu - UC Berkeley no contexto do evento "Asset Pricing and Portfolio Allocation in the Long Run". Mais informações em: http://epge.fgv.br/conferencias/longrun/index.php
