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Modelo de cinco fatores Fama-French: teste no mercado brasileiro
(2019-07-18)
Este trabalho aplicou o modelo de cinco fatores de Fama e Frech (2015), com adaptações as características locais do mercado acionário brasileiro, para analisar a relevância de cada fator e seu poder explicativo para o ...
The effect of macroeconomic variables on the robustness of the traditional Fama–French model. A study for Mexico using different portfolios
(Universidad ESAN. ESAN EdicionesPE, 2021-12-19)
Purpose. Fama–French model (FFM) has been successful in helping to predict the financial markets, but investors have been interested in creating more sophisticated models to better predict the performance of the stock ...
Aplicabilidad del Modelo Fama-French en el Mercado MILA
(Universidad EAFITMolina, Juan FernandoMaestría en Administración FinancieraEscuela de Economía y FinanzasMedellín, 2021)
MILA is the Latin American Integrated Market for securities created in 2009 originally by Perú, Chile and Colombia to which Mexico joined in 2014. Due to its importance, it is necessary to have models that allow a more ...
Pricing of liquidity risk in the Brazilian stock marketPrecificação do risco de liquidez no mercado acionário brasileiro
(Lociedade Brasileira de Finanças, 2021)
The effect of macroeconomic variables on the robustness of the traditional Fama–French model. A study for Mexico using different portfolios
(Universidad ESAN. ESAN EdicionesPE, 2021-12-19)
Purpose. Fama–French model (FFM) has been successful in helping to predict the financial markets, but investors have been interested in creating more sophisticated models to better predict the performance of the stock ...
Precificação de ativos no mercado de capitais brasileiro: aplicação do modelo de cinco fatores de Fama e French em períodos de criseAsset pricing in Brazilian capital market: application of the Fama-French five-factor model in crisis periods
(Universidade Federal de UberlândiaBrasilPrograma de Pós-graduação em Administração, 2018)
Comparación de modelos de predicción de retornos accionarios en el mercado de capitales peruano: CAPM, Fama y French y Reward Beta
(Pontificia Universidad Católica del PerúPE, 2021)
Comparación de modelos de predicción de retornos accionarios en el mercado de capitales peruano: CAPM, Fama y French y Reward Beta
(Pontificia Universidad Católica del PerúPE, 2021)