Listagem FGV EPGE - Escola Brasileira de Economia e Finanças por Assunto "Investimentos"
Itens para a visualização no momento 21-40 of 48
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Implications of ernbodied technological change for development economics
2001-05-02Employing a embodied technologic change model in which the time decision of scrapping old vintages of capital and adopt newer one is endogenous we show that the elasticity of substitutions among capital and labor plays a ... -
Insider trading, investment, and liquidity: a welfare analysis
1999-08-17We compare competitive equilibrium outcomes with and without trading by a privately infonned 'monopolistic' insider, in a model with real investment portfolio choices ex ante, and noise trading generated by aggregate ... -
Introducing higher moments in the CAPM: some basic ideas
1999-11-01We show how to include in the CAPM moments of any order, extending the mean-variance or mean-variance-skewness versions available until now. Then, we present a simple way to modify the formulae, in order to avoid the ... -
Investimento sequencial
1996-06-24O objetivo deste trabalho apresentar uma visão de valoração do investimento alternativa tradicional de Net Present Value -Valor Presente Liquido. Esta visão alternativa inclui irreversibilidade, incerteza custo de oportunidade ... -
Investment decisions and capital accumulation: firm-level evidence from Brazil
2018-04-27Using firm-level data from an administrative Brazilian dataset, I document a few stylized facts regarding capital stock accumulation patterns and investment decisions. Finding evidence largely in favor of micro-level ... -
Investor disagreement: the modern approach
2015-04-27Disagreement between economists is a well know fact. However, it took a long time for this concept to be incorporated in economic models. In this survey, we review the consequences and insights provided by recent models. ... -
Legal enforcement, collateral and heterogeneity of project financing contracts
2007This paper employs mechanism design to study the effects of imperfect legal enforcement on optimal scale of projects, borrowing interest rates and the probability of default. The analysis departs from an environment that ... -
Limited attention and investor disagreement: a nowcasting approach
2015-04-27When disagreement in economic models occurs due to different interpretations of public signals, the level of ``marketwide disagreement'' not necessarily decreases upon the arrival of a public signal. We propose an empirical ... -
Machine learning e análise técnica como ferramentas para construção de portfólios de renda variável no mercado brasileiro
2020Em um cenário de crescimento global da quantidade de fundos quantitativos verifica-se uma necessidade de ampliar os estudos voltados a esta temática de fundos no Brasil. A ideia para o desenvolvimento do modelo deste ... -
Mercado de empréstimos de ações e retornos do IBOVESPA
2018-12-04Este estudo tem como objetivo estudar a relação entre os retornos diários do Índice Bovespa e o mercado de empréstimos de ação no período entre janeiro de 2011 e agosto de 2018. Com este intuito, foram utilizadas variáveis ... -
Opções reais em decisões de investimento de exploração e produção
2006-07This work reviews the main concepts of real option theory. It intends to discuss the investment decision problem under uncertainty in petroleum Exploration and Production (E&P). Simple models including the classic Padock, ... -
Organizational design and incentive provision
2004-06-30We model the trade-off between the balance and the strength of incentives implicit in the choice between hierarchical and matrix or- ganizational structures. We show that managerial biases determine which structure is ... -
Otimização de portfólios de comercialização de energia no Brasil
2017-05-22The portfolio optimization analysis for quite some time was built around the variance measure. This approach is adequate when the assets returns are normaly distributed. However, in asymmetric or heavy-tailed distributions, ... -
Portfolio choice with a correlated background risk : theory and evidence
2003-01-15We extend the static portfolio choice problem with a small background risk to the case of small partially correlated background risks. We show that respecting the theories under which risk substitution appears, except for ... -
Portfólio permanente de Harry Browne: uma aplicação para o mercado brasileiro
2016-05-27This thesis proposes, in an unprecedented manner in Brazil, an extension of the investment allocation method called Permanent Portfolio, created by Harry Browne and detailed by Rowland and Lawson. The extension is to adjust ... -
Reformulando o BNDES
2015-03-18No momento em que os erros do primeiro mandato cobram seu preço, surge a oportunidade de reformular o BNDES. -
Renegociação, investimentos específicos e contratos sobre recursos não-renováveis
2008-12Essa dissertação tem como objetivo estudar o modelo de Hart e Moore em um ambiente sem incerteza quando dois países almejam desenhar um contrato para viabilizar um projeto de exploração e fornecimento de certo recurso ... -
Rentabilidade de estratégias de momento no IBOVESPA: aplicação de critérios de risco para seleção de carteiras
2014-05-30This paper presents the use of Beta and Beta variation of assets belonging to the Bovespa as new criteria for the construction new srategies of winners and losers portfolios. The results show that the strategies currently ...
