Buscar
Mostrando ítems 1-10 de 2172
Estimating return periods for daily precipitation extreme events over the Brazilian Amazon
(Springer, 2015-08-14)
Metal Returns, Stock Returns And Stock Market Volatility
(PONTIFICIA UNIV CATOLICA PERUSAN MIGUEL, 2015)
CAPM: uma aplicação do modelo para as blue chips listadas na BM&FBOVESPA
(Universidade Federal de Santa MariaBrasilUFSMCentro de Ciências Sociais e Humanas, 2014-11-27)
The capital asset pricing model (CAPM) indicates the expected return of an asset taking into consideration the risk-free return, the market return and the beta coefficient. The present study sought to determine whether the ...
The relationship between changes in debt levels and firms’ stock returns within emerging markets
(2019-01-15)
Eu documento um efeito positivo em ambos, portfólios com variações positivas e negativas, no rácio de dívida e os retornos das acções para empresas no mercado emergente do Brasil durante o período de 2000 e 2016. Eu encontrei ...
Market risk and expected minimum return of the chemical substance and product manufacturing sector: period 2011 – 2020
(Universidad Internacional del Ecuador, 2022)
Risk and profitability are two interdependent aspects in business activity: a certain level of risk must be assumed to achieve greater profitability. The Capital Asset Pricing Model (CAPM) is one of the most widely used ...
Disentangling the relationship between liquidity and returns in Latin America
(Universidad de los Andes, Facultad de Economía, CEDE, 2017)
We dissect the impact of liquidity on returns of Latin American firms using a detailed dataset of firm characteristics over various market cycles. We find that firm-level liquidity (illiquidity) is positively (negatively) ...
Predictors of return to work with and without restrictions in public workers
(2019-01-01)
Background Sick leaves are important events for both the worker and the employer. Many factors are related with sick leaves and depending on the factors the worker could perform a successful return to work. In this sense, ...
Forecasting stock return using a recurrent neural network apply to a financial optimization problem
(Universidad EAFITMaestría en Ciencias de los Datos y AnalíticaEscuela de AdministraciónMedellín, 2021)
This paper presents a methodological proposal for optimizing financial asset portfolios by incorporating the returns predictions instead of the historical returns to calculate an efficient frontier. We changed the return ...
Educational upgrading and returns to skills in Latin America: Evidence from a supply-demand framework
(National Bureau of Economic Research, 2017-11)
This paper documents the evolution of wage differentials and the supply of workers by educational level for sixteen Latin American countries over the period 1991-2013. We find a pattern of rather constant rise in the ...