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Emerging markets portfolio creating a Latin American portfolio peruvian case study
(David PublisherUS, 2012)
The case study seeks to identify the most important issues encountered in developing a new portfolio in a Latin America country, exploring several alternatives which include not only stock and sovereign bonds but also more ...
Portfolio performance under tracking error and benchmark volatility constraints
(Universidad ESAN. ESAN EdicionesPE, 2021-06-30)
Purpose. Using a portfolio comprising liquid global stocks and bonds, this study aims to limit absolute risk to that of a standardised benchmark and determine whether this has a significant impact on expected return in ...
Encolhimento da matriz de covariâncias e índices de incerteza: a utilização do Bootstrap na seleção de portfólios
(Universidade Federal de Minas GeraisBrasilFACE - FACULDADE DE CIENCIAS ECONOMICASPrograma de Pós-Graduação em AdministraçãoUFMG, 2020-09-25)
Capital market agents, which aim to obtain return from investments, end up facing decisions that involve expected gains associated with the inherent risks. For a given type of investor, or portfolio manager, it is essential ...
Framework GA2P para o gerenciamento ágil do portfólio de projetos da Secretaria de Estado da Tributação do Rio Grande do Norte
(Universidade Federal do Rio Grande do NorteBrasilUFRNAdministraçãoDepartamento de Ciências Administrativas, 2022-02-11)
Many aspects are competing in the choice of projects that should be put into action, such as the distribution of resources, risk exposure limit and available budget and to have projects aligned with the strategic planning ...
HIGH PORTFOLIO TURNOVER AND PERFORMANCE OF EQUITY MUTUAL FUNDSElevada Rotatividade de Carteiras e o Desempenho dos Fundos de Investimento em Ações
(Lociedade Brasileira de Finanças, 2014)
Cross sectional dispersion in active portfolio management of the CAC40 index
(Universidad de San Andrés. Escuela de Administración y Negocios., 2015-08)
When active managers try to outperform the benchmark they predict which stocks will perform better than others, forecasting the cross-sectional dispersion (or standard deviation) of returns. This measure is central to ...
Performance das melhores ideias dos gestores de fundos de ações brasileiros
(2012-04-16)
I build a portfolio of stocks that Brazilian portfolio managers believe will have the best return. This portfolio outperforms the benchmark by 1.8% per month. These stocks are the stocks managers have ex ante the most ...
Liquidity Constraint for Portfolio Selection ModelsRestrição de Liquidez para Modelos de Seleção de Carteiras
(Lociedade Brasileira de Finanças, 2015)