Browsing FGV EESP - MPFE: Dissertações, Mestrado Profissional em Finanças e Economia by Subject "Mercado de ações - Brasil"

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Estudo sobre o comportamento da liquidez no mercado acionário brasileiro

Kanenobu, Alexandre de Albuquerue
2017-02-17

This work aims to study the behavior of stocks liquidity through two different optics. In the first case, we focused on the amplitude of the absolute return related to liquidity/illiquidity measures in the period from 2000 ...
Portfólios ponderados pelo risco: uma abordagem para a alocação de carteiras

Ariki, Rodrigo Yukio
2016-01-20

This study investigates the performance of an investment portfolio constructed with equal contributions of risky assets to total portfolio risk (risk parity), using a sample of daily closing prices of 27 shares traded in ...