Browsing Produção Intelectual em Bases Externas by Subject "Investimentos"
Now showing items 21-26 of 26
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Subadditive probabilities and portfolio inertia
1991-04-01We show that in the presence of uncertainty (in the sense of Knight), as axiomatized by Schmeidler (1982, 1984) and Gilboa (1987) (as opposed to the classical view of Savage (1954)) one may obtain portfolio inertia with ... -
A taxa múltipla de retorno de um investimento
1978-06-01 -
Teoria do portfólio: um estudo sobre os fatores que influenciam a escolha do perfil de investimento da FASERN
2015Este trabalho tem como objetivo principal avaliar os fatores que influenciam a escolha do perfil de investimento dos participantes ativos da FASERN. Este estudo apresenta os fundamentos de risco e retorno, as preferências ... -
Teste do CAPM condicional dos retornos de carteiras dos mercados brasileiro, argentino e chileno, comparando-os com o mercado norte-americano
2010-03-01Over the last few decades the Capital Asset Pricing Model (CAPM) has roused great interest in the scientific community. Despite suffering criticism, improvements in the static CAPM have given rise to new dynamic models ... -
A theory of capital gains taxation and business turnover
2007-09We present a theory concerning the realization of capital gains where ownership and control are linked as in Holmes and Schmitz (J. Pol. Econ. 103: 1005-1038, 1995). The model developed is a version of a Lucas-tree economy ... -
Understanding the impact of severe hyperinflation experience on current household investment behavior
2018We propose that a hyperinflation event has a long-lasting effect on household investment behavior. We want to investigate whether future stock market participation can be influenced by a single extreme macroeconomic ...
