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O efeito smart money na indústria de fundos brasileira
(2006-02-13)
O presente trabalho estuda o efeito Smart Money, inicialmente identificado por GRUBER (1996) e ZHENG (1999), na indústria de fundos brasileira no período de 2001 a 2005. Buscou-se identificar se os fundos que apresentaram ...
Aplicação da análise por envoltória de dados para medir o impacto da pandemia COVID-19 na performance de fundos de investimento em renda fixa
(Universidade Tecnológica Federal do ParanáLondrinaBrasilEngenharia de ProduçãoUTFPR, 2021-12-02)
In view of the impact of the Covid19 pandemic on several sectors of the global economy, this study aims to use the Data Envelopment Analysis tool to measure the impact of the Covid19 pandemic on the performance of Fixed ...
Análise da previsão de retorno dos principais fundos de renda fixa brasileira, através de algorítmos de aprendizagem de máquina
(Universidade Tecnológica Federal do ParanáLondrinaBrasilEngenharia de ProduçãoUTFPR, 2021-08-19)
The financial market has an increasing number of investment funds, becoming more accessible to the general public, with its infinite possibilities and low entry values. At the same time with so many open opportunities, it ...
Investimento financeiro: uma análise do perfil de cada investidor e os principais investimentos para 2019
(Universidade Tecnológica Federal do ParanáPato BrancoBrasilGestão Contábil e FinanceiraUTFPR, 2019-03-08)
Investment options have been increasing over time, and the practice of investing has become increasingly difficult for investors. The study proposes to demonstrate the best investments for 2019 according to each profile, ...
Herding in Chile: the case of equity trading in the Chilean pension fund market
(Universidad de Chile, Facultad de Economía y Negocios, 2011)
The phenomena of ‘herding’ or herd behavior can have important effects when it manifests in equity markets as co-movement in trades of institutional money managers. On one hand, the assetsunder management are so large in ...
An SDF Approach to Hedge Funds' Tail Risk:Evidence from Brazilian Funds
(Sociedade Brasileira de Econometria, 2017)
An SDF approach to hedge funds' tail risk: evidence from Brazilian funds
(Sociedade Brasileira de Econometria, 2017-05-25)
The main purpose of this paper is to propose a methodology to obtain a hedge fund tail risk measure. Our measure builds on the methodologies proposed by \citet*{ag15} and \citet*{aagvg15}, which rely in solving dual ...
Investimento em criptomoedas: a possibilidade jurídica de criptofundos no Brasil
(Universidade Federal do Rio de JaneiroBrasilFaculdade Nacional de DireitoUFRJ, 2018)
Professional money managers and their influence [Financial markets]
(Yale University, Open Yale Courses, 2011)
Professional money managers and their influence [Financial markets]
(Yale University, Open Yale Courses, 2016)