Browsing FGV EESP - Escola de Economia de São Paulo by Subject "Mercado de capitais"
Now showing items 41-44 of 44
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Teste de eficiência da magic formula de value investing para o mercado brasileiro de ações
2016-02-04The main purpose of this work is to back-test the Magic Formula in the IBX- 100 index, in order to gather evidence of effectiveness of the respective methodology in the selection of the best stocks and portfolios that beat ... -
Time-varying benefits of cross-asset and cross-region portfolio diversification
2017-09-25The thesis uses return data on equities, bonds, commodities and real estate for the U.S., Europe, Asia and Latin America to examine diversification potentials. The analysis focuses on benefits of cross-asset and cross-region ... -
Trend following performance with size and liquidity: evidence from US, Brazil and Portugal
2014-09-17Neste trabalho, eu analiso a eficiência de se aplicar estratégias que identificam tendências em mercados de capitais, em três países diferentes, usando um conjunto de variáveis macroeconómicas. Em cada país, a estratégia ... -
Verificação da memória longa persistente no mercado de bitcoins: uma análise do expoente de Hurst ao longo do tempo
2015-01-21One of the main points in the capital market study is the discussion of market efficiency theory, in which case differs in relation to the real price behavior of most assets. This work aims to analyze the behavior of the ...
