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Problemas de estimação de custo de capital de empresas concessionárias no Brasil: uma aplicação à regulamentação de concessões rodoviáriasProblems in the estimation of the cost of capital for highway operating contracts in Brazil: an application to the regulation of highway operating contractsProblemas de estimación de costo de capital de empresas concesionarias en Brasil: una aplicación a la reglamentación de concesiones de autopistas
(Departamento de Administração da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo, 2012)
Neste trabalho, discute-se a fixação de taxas de retorno de concessões no Brasil, com aplicação específica ao caso da metodologia da Agência Nacional de Transportes Terrestres (ANTT). Mostra-se a inadequação da regulamentação ...
Transmission planning-from a market approach to a centralized one-the Chilean experience
(IEEE, 2009)
Electricity transmission planning does not have a common solution worldwide, with most countries trusting on alternatives adapted to the local energy markets' regulatory regime. The fast-growing conditions of the Chilean ...
Local influence diagnostics for the test of mean-variance efficiency and systematic risks in the capital asset pricing model
(2019)
In this paper we consider the capital asset pricing model under the multivariate normal distribution for modeling asset returns. We develop and implement local influence diagnostic techniques not based on likelihood ...
A stochastic discount factor approach to asset pricing using panel data
(Escola de Pós-Graduação em Economia da FGV, 2006-11-01)
Using the Pricing Equation, in a panel-data framework, we construct a novel consistent estimator of the stochastic discount factor (SDF) mimicking portfolio which relies on the fact that its logarithm is the ìcommon ...
Consideraciones para calcular el ratio precio-utilidad de la bolsa de valores de Lima: metodología y aplicaciones
(Universidad ESAN. ESAN EdicionesPE, 2012-06-30)
In this paper we construct a methodology to calculate the price-earnings ratio (PER) of the General Index of the Lima Stock Exchange (IGBVL) for the period 1995-2011 following Shiller (2005). Results show that equity prices, ...
An examination of the relationship between biodiesel and soybean oil prices using an asset pricing model
(UR.FCEA-IECON, 2015)
El estudio utilizo un modelo de finanzas de retornos en tiempo discreto para analizar si cambios en el precio del aceite de soja, principal insumo en la producción de biodiesel en EEUU afecta el de este último. Modelos ...
Consideraciones para calcular el ratio precio-utilidad de la bolsa de valores de Lima: metodología y aplicaciones
(Universidad ESAN. ESAN EdicionesPE, 2012-06-30)
In this paper we construct a methodology to calculate the price-earnings ratio (PER) of the General Index of the Lima Stock Exchange (IGBVL) for the period 1995-2011 following Shiller (2005). Results show that equity prices, ...
Analyzing the quality factor for Brazil
(Lociedade Brasileira de Finanças, 2021)
Modelos de cálculo de las betas a aplicar en el Capital Asset Pricing Model: el caso de Argentina
(Universidad IcesiFacultad de Ciencias Administrativas y Económicas, 2014-04-01)
Using a literature review, four methods are applied for calculating betas in a sample of eleven companies
that, between 2010 and 2012, were listed on the Stock Exchange of Argentina. Using each method, it
was identified ...