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Impact of the Level of Disclosure of Financial Information on the Pricing of Shares in the Context of Adverse Selection: an experimental research
(FUND ESCOLA COMERCIO ALVARES PENTEADO-FECAPSAO PAULO SP, 2012)
Managers know more about the performance of the organization than investors, which makes the disclosure of information a possible strategy for competitive differentiation, minimizing adverse selection. This paper's main ...
Influence diagnostics in the capital asset pricing model under elliptical distributions
(Routledge Journals, Taylor & Francis LtdAbingdonInglaterra, 2008)
A stochastic discount factor approach to asset pricing using panel data asymptotics
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2011-05-27)
Using the Pricing Equation in a panel-data framework, we construct a novel consistent estimator of the stochastic discount factor (SDF) which relies on the fact that its logarithm is the 'common feature' in every asset ...
Introducing additional factors for the Brazilian market in the fama-french five-factor asset pricing model
(2016-08-23)
This dissertation is aimed at evaluating the risk-return relationship of stocks by incrementing the Fama and French five-factor model (F. FAMA and R. FRENCH, 2015) with two new variables. This was done by creating a ...
The capital asset pricing model: theory and evidenceO modelo de precificação de ativos de capital: teoria e evidências
(RAE - Revista de Administracao de EmpresasRAE - Revista de Administração de EmpresasRAE-Revista de Administração de Empresas, 2007)
Testing option pricing with the Edgeworth expansion
(Elsevier B.V., 2014)
Reporte Financiero Burkenroad / Latinoamérica – Colombia / Promigas S.A.E.S.P.
(Universidad EAFITMaestría en Administración FinancieraEscuela de Economía y Finanzas, 2018)
Reporte Burkenroad: Coltejer S. A.
(Universidad EAFITMaestría en Administración FinancieraEscuela de Economía y Finanzas, 2018)
Reporte financiero Burkenroad / Latinoamérica – Colombia / Valoración Banco de Bogotá
(Maestría en Administración FinancieraEscuela de Economía y Finanzas, 2018)