Browsing FGV EAESP - MPGI: Dissertações, Mestrado Profissional em Gestão Internacional by Advisor "Schiozer, Rafael Felipe"
Now showing items 1-13 of 13
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Compensation effects in a Socially Responsible Investment context
2019-11-22A central idea of Socially Responsible Investing (SRI) is that investors accept a loss in financial returns if they are compensated by non-financial utility that they derive from their sustainable investment. This study ... -
Consequences of steel tariffs on imported vehicles: the case of US
2019-12-10This thesis analyses the effect of US steel tariffs on the volume of vehicles imported from the European Union from April 2002 to August 2005. The intent is to fill part of the gap left by the literature on the effect of ... -
A cross-country study on trade credit supply and financial crisis
2012-10-08O objetivo deste trabalho de pesquisa é investigar a oferta de crédito comercial durante períodos de crise financeira em seis países diferentes: Brasil, França, Alemanha, Itália, Espanha e Reino Unido, foram utilizadas ... -
EU bank resolution and investing in contingent convertible instruments: an exploratory study of the Banco Popular bail-in
2020-10-29In the wake of the 2008 financial crisis, an extensive toolbox was deployed through Basel III accords to address the eventuality of a bank failure, including the Single Resolution Mechanism, which was put to the test through ... -
Gold as an effective diversifier for global equities: evidence from developed and emerging markets
2020-11-23Finding financial assets with a low or even negative correlation to equities has become notoriously difficult in the face of global co-integration and the financialization of commodity markets. Gold remains to be one of ... -
The impact of private equity and venture capital investments on industry performance: evidence from Latin America
2019-11-19The growth of the private equity industry over the last decades has risen the importance of understanding how private equity investments impact the overall economy. While the existing research has mainly focused on the ... -
Market coupling in the power markets
2014-08-28A dissertação analisa o esforço dos sindicatos europeus para criar um mercado pan- europeu de electricidade integrada baseada em 'mercados combinados', como o mecanismo de alocação de capacidade de transferência de energia ... -
Performance persistence of emerging markets equity mutual funds
2018-10-16Esta tese analisa o desempenho de fundos mútuos de ações de mercados emergentes durante o período de janeiro de 2005 a dezembro de 2017. O objetivo é preencher a lacuna metodológica da literatura de mercado desenvolvida ... -
Restrictive measures on capital inflow in Brazil in the OTC derivative market: impact on non-financial firms
2016-11-24In August 2011, the Brazilian government taxed short positions in the foreign exchange (FX) derivative market in order to weaken the surge of post-crisis capital inflow, discourage carry trade strategies on the Real and ... -
Single vs. multi-factor strategies-improving performance through factor-tilts
2020-12-06This study compares the risk-adjusted performance of 10 single-factor (smart beta) and 75 multi-factor (advanced beta) portfolios over the period of 1992 to 2019. The emphasis is set on testing the performance changes ... -
A study of behavioral finance: background, theories and application
2011-08-08Behavioral finance, or behavioral economics, consists of a theoretical field of research stating that consequent psychological and behavioral variables are involved in financial activities such as corporate finance and ... -
The use and misuse of graphs in stand-alone annual reports
2016Previous studies have proven that graphs are often manipulated to feign a better and sometimes unreal image of the company to investors and other users of annual reports, who rely on graphical disclosure in their decision-making ... -
Using deep learning in stock price forecasting
2019-11-18The following paper investigates the possibility of using artificial intelligence, in particular a long short-term memory Network (LSTM), to forecast stock prices. As input data 59 different variables are chosen based on ...
