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Marcelo de Castro Orefice,Pedro L. Valls Pereira
Pág. 389 - 428
In this paper, we discuss the practice of portfolio pumping in Brazil. Although the topic is recurrent in other countries, few studies provide this analysis for the Brazilian case. The statistical study is elaborated in three stages: first, we considered...
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Mariana Aparecida Calabrez Oreng,William Eid Junior,Claudia Emiko Yoshinaga
Pág. 314 - 325
This study investigates whether managers of Fixed Income Brazilian funds exhibit market-timing abilities and what are the main components driving a fund?s return. Measuring timing ability of Fixed Income funds? managers has a lot to do with their ability...
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Maria Manuela de Orleans e Bragança,Marcelo de Sales Pessoa
Pág. 93 - 134
This work aims to verify if brazilian Hedge Funds generate positive alphas, that is, if managers have skill and contribute positively to the return of their funds during the period 2003 through 2013. To find the alphas, we estimate a seven-factor model b...
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Denise de Almeida Pereira,Fernanda Filgueiras Sauerbronn,Ana Carolina Pimentel Duarte da Fonseca,Marcelo Alvaro da Silva Macedo
Pág. 71 - 89
In the public institutions of Brazilian direct administration the availability of financial resources is based on yearly budget funds; the process for use of resources is set in legislation and can be time consuming; and unused funds in one fiscal year c...
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João Nascimento Nerasti,Claudio Ribeiro Lucinda
Pág. 269 - 297
This paper aims to investigate the existence of persistence in superior performance in Brazilian stock market funds from 2001 to 2014. In order to do so, we used a sample free of survivorship bias and four different market models to characterize the expe...
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Ricardo Pereira Câmara Leal,Carlos Heitor Campani
Pág. 45 - 64
This article presents a literature review that justified the creation of the equally weighed and minimum variance Valor-Coppead stock indices and offers details about its calculation. There was no Brazilian stock index with these simple portfolio formati...
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Amanda Santos de Paiva,Maria Dalva Horácio da Costa
Pág. 51 - 68
Este artigo destaca as determinações inerentes ao movimento corrosivo do capital no atual contexto de crise para o projeto de Reforma Sanitária Brasileira. Constitui uma pesquisa bibliográfica que averigua a subsunção do Sistema Único de Saúde (SU...
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Paulo Rogério Faustino Matos,Wandermon Silva,Felipe Silva
Pág. 325 - 366
In this paper, we would like to contribute to the asset pricing discussion, by proposing a linear model of factors built specifically for the Brazilian stock mutual funds and by using it to analyze the performance of these funds through the methodology p...
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Pedro Luiz Albertin Bono Milan,William Eid Junior
Pág. 469?497
The active portfolio management aims to outperformance a market portfolio return, however, there is a great discussion among academics and practitioners about the real possibilities to outperformance the market portfolio return by an actively portfolio m...
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Bruno Cals de Oliveira,Roy Martelanc
Pág. 135 - 161
The literature on Initial Public Offerings (IPO) is still little explored in Brazil, since the significant growth in the stock market occurred only recently. The purpose of this study is to identify the determining factors for the IPO of Brazilian compan...
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