Browsing Produção Intelectual em Bases Externas by Subject "Mercados financeiros futuros"

Now showing items 1-5 of 5

    • Comparing value-at-risk methodologies 

      Lima, Luiz Renato; Néri, Breno de Andrade Pinheiro
      2007-05-01
      In this paper, we compare four different Value-at-Risk (V aR) methodologies through Monte Carlo experiments. Our results indicate that the method based on quantile regression with ARCH effect dominates other methods that ...

    • O efeito da distribuição sobre o market share em diferentes canais 

      Guissoni, Leandro Angotti; Rodrigues, Jonny Mateus; Crescitelli, Edson
      2014-12-01
      Despite the advances in studies on the effects of distribution channel strategies, the relation between distribution and market share is still a little explored topic, especially in emerging markets. For that reason, this ...

    • Is category management in small supermarkets worth the effort? 

      Guissoni, Leandro Angotti; Consoli, Matheus Alberto; Rodrigues, Jonny Mateus
      2013-12-01
      Category management (CM) is an important tool to strengthen the relationship between manufacturers and retailers. This process has been associated with large corporate retailers; however, some recent researches show that ...

    • Restrições financeiras e a decisão de investimento das firmas brasileiras 

      Kirch, Guilherme; Procianoy, Jairo Laser; Terra, Paulo
      2014-03-01
      This study aims to test the relationship between financial constraints and investment for Brazilian firms using the strategy outlined by Almeida and Campello (2007), which is robust to several criticisms raised in the ...

    • Teste do CAPM condicional dos retornos de carteiras dos mercados brasileiro, argentino e chileno, comparando-os com o mercado norte-americano 

      Tambosi Filho, Elmo; Garcia, Fábio Gallo; Imoniana, Joshua Onome; Moreiras, Luiz Maurício Franco
      2010-03-01
      Over 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 ...