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Stock market turmoil - Worldwide effects of Middle East conflicts
(2007)
This paper analyzes the effect of recent political conflicts in the Middle East on stock markets worldwide. In particular it studies how political instability-mainly due to the war in Iraq-has affected the long-term ...
Cash flow and discount rate risk decomposition and ICAPM for the US and brazilian stock markets
(2013-01-31)
This work applies the intertemporal asset pricing model developed by Campbell (1993) and Campbell and Vuolteenaho (2004) to the Brazilian 2x3 Fama-French stock portfolios from January 2003 to April 2012 and to the US 5x5 ...
Um teste do ICAPM para o mercado acionário brasileiro
(Florianópolis, SC, 2013)
Ensaios de modelos de regressão linear e não-linear para dados simbólicos de tipo intervalo
(Universidade Federal de PernambucoUFPEBrasilPrograma de Pos Graduacao em Ciencia da Computacao, 2018)
Medidas implícitas por opciones en el corte transversal de los retornos esperados de acciones
(Universidad de Chile, 2015)
Se sabe que la volatilidad de retornos y del mercado varían en el tiempo donde sus fluctuaciones reflejan cambios en las expectativas de las oportunidades de inversión. Así, según I-CAPM de Merton (1973), medidas que ...
Inter-temporal CAPM: an empirical test with Brazilian market dataCAPM Intertemporal: um teste empírico utilizando dados brasileiros
(Lociedade Brasileira de Finanças, 2013)
Estructuración de portafolios de acciones en el mercado de valores de Hong Kong
(Administrativa, Financiera, Sistemas y ComputaciónEscuela de Ingeniería de Antioquia EIA, 2014-05-13)
This paper presents the results of an exploratory research conducted with the objective of structuring
a portfolio of shares in the Hong Kong stock market. For the construction of the optimal
portfolio was applied Modern ...