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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 ...
Communism, French patriotism, and Soviet legitimacy in France: social trajectories and nationalism (1945-1954)
(Institute for the Investigation of Communist Crimes and the Memory of the Romanian Exile, 2012-12)
In the liberation and consolidation context of at that time rising Fourth Republic, communism, having participated in the resistance against the German occupation, played a considerable role in French political life. The ...
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)
Brazilian local government: a comparative view with other coutriesEl gobierno de la ciudad brasileña: una visión comparada con otros paísesO governo municipal brasileiro: uma visão comparativa com outros países
(Escola Brasileira de Administração Pública e de Empresas da Fundação Getulio Vargas, 1993)
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 ...
Determination of Heat Transfer Coefficients for French Plastic Semen Straw Suspended in Static Nitrogen Vapor Over Liquid Nitrogen
(Cryo Letters, 2015-12)
BACKGROUND: The use of mathematical models describing heat transfer during the freezing process is useful for the improvement of cryopreservation protocols. A widespread practice for cryopreservation of spermatozoa of ...