Listagem por autor "Duarte Junior, Antonio Marcos"

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    • Indexing stock portfolios in Brazil: tracking the IBOVESPA and the FGV 100 

      Duarte Junior, Antonio Marcos
      1996-04-11
      Indexing is a passive investment strategy in which the investor weights bis portfolio to match the performance of a broad-based indexo Since severaI studies showed that indexed portfolios have consistently outperformed ...

    • A model to estimate the US term structure of interest rates 

      Duarte Junior, Antonio Marcos; Werlang, Sérgio Ribeiro da Costa
      1995-10
      The US term structure of interest rates plays a central role in fixed-income analysis. For example, estimating accurately the US term structure is a crucial step for those interested in analyzing Brazilian Brady bonds such ...