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Riesgo-país y tasas de descuento para empresas latinoamericanas
(Universidad ESAN. ESAN EdicionesPE, 2007-06-30)
This paper identifies the Latin American companies for which the beta calculation is possible and consequently their corporate discount rates with an acceptable degree of confidence. The selection is based on companies ...
Riesgo-país y tasas de descuento para empresas latinoamericanas
(Universidad ESAN. ESAN EdicionesPE, 2007-06-30)
This paper identifies the Latin American companies for which the beta calculation is possible and consequently their corporate discount rates with an acceptable degree of confidence. The selection is based on companies ...
An examination of the cross-sectional relationship of beta and return in international stock returns: evidence from emerging and developed markets
(2018-01-16)
This paper will follow Pettengill et al.’s (1995) approach to examine the unconditional and conditional relationship between beta and returns from January 1995 to May 2017 in a well globally diversified sample of 22 emerging ...
Estimating Market Betas with Structural BreaksEstimando Betas de Mercado com Quebras Estruturais
(Lociedade Brasileira de Finanças, 2018)
Art as investment
(2022-05)
This paper applies the Fama-French three-factors model, augmented with Momentum and Liquidity factors, to analyze Art as an Investment. It also compares investing in Art to several other traditional and non-traditional ...
Conditional CAPM: Time-varying Betas in the Brazilian MarketCAPM Condicional: Betas Variantes no Tempo no Mercado Brasileiro
(Lociedade Brasileira de Finanças, 2014)
Fundos de investimento imobiliário no Brasil como oportunidade de diversificação de risco: uma estimação empírica do beta condicional
(2019-02-06)
A Moderna Teoria do Portfólio preconiza a diversificação da alocação recursos como meio para a mitigação de riscos específicos, enquanto a extensão ao equilíbrio geral dos seus conceitos de seleção de portfólios, permitiu ...
Stereoselective Synthesis of Unsymmetrical beta,beta-Diarylacrylates by a Heck-Matsuda Reaction: Versatile Building Blocks for Asymmetric Synthesis of beta,beta-Diphenylpropanoates, 3-Aryl-indole, and 4-Aryl-3,4-dihydro-quinolin-2-one and Formal Synthesis of (-)-Indatraline
(Amer Chemical SocWashingtonEUA, 2011)
Variáveis fundamentalistas e o retorno das ações na BM&FBOVESPA
(Universidade Federal de Santa MariaBrasilUFSMCentro de Ciências Sociais e Humanas, 2014-07-03)
The Capital Asset Pricing Model (CAPM) is a widely used model to correlate an asset’s expected profitability with its nondiversifiable risk, measured by the beta coefficient. This paper’s goal was to verify if stocks ...
THE CALCULATED BETAS, THE DILEMMAS IN THEIR USE AND THE IMPACT ON CAPMLAS BETAS CALCULADAS, LOS DILEMAS EN SU USO Y EL IMPACTO EN EL CAPM
(Universidad Nacional Mayor de San Marcos, Facultad de Ciencias Contables, 2017)