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Robson Costa Reis,Marcelo Cabus Klotzle,Antonio Carlos Figueiredo Pinto,Leonardo Lima Gomes
Pág. 479 - 522
This work has analyzed the performance of 31 behavioral mutual funds in the USA, Europe and Japan described in Santoni and Kelshiker (2010). Were observed the performances of the funds and their respective benchmarks in four indicators: the Sharpe index,...
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Rui Alberto Gomes Junior,Antônio José de Abreu Pina,Fábio de Lima Gurgel,Vinicius Ide Franzini,Eudes de Arruda Carvalho,Alexandre Sanz Veiga,Leonardo Lopes Bhering,Raimundo Nonato Vieira da Cunha
Pág. 169 - 179
O objetivo deste trabalho foi avaliar três sistemas de produção de mudas de híbridos interespecíficos (HIE) entre caiaué e dendê, diferença entre 12 progênies de irmãos germanos do cultivar BRS Manicoré e a interação entre esses dois fatores. Os sistemas...
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Gláucia Fernandes,Vinicius Mothé Maia,Leonardo Lima Gomes
Pág. 05 - 22
This paper evaluates the real option of storing the biogas from swine biomass. We analyze deferring the immediate sale of this energy in the spot market to store it in the form of gas for future sale. We consider that once a storage tank reaches maximum ...
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Marcelo Cabus Klotzle,Leonardo Lima Gomes,Luiz Eduardo Teixeira Brandão,Antonio Carlos Figueiredo Pinto
Pág. 395 - 416
Since the fifties, several measures have been developed in order to measure the performance of investments or choices involving uncertain outcomes. Much of these measures are based on Expected Utility Theory, but since the nineties a number of measures h...
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Marcelo Cabus Klotzle,Antonio Carlos Figueiredo Pinto,Mario Domingues Simões,Leonardo Lima Gomes
Pág. 365 - 382
In recent years, one could observe a very definite surge in dollar prices in Brazil. Many Brazilian Companies, especially those with large amounts of dollar denominated debt incurred substantial losses due to the strong and fast growth of the dollar. The...
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Leonardo Lima Gomes,Luiz Eduardo Brandão,Antonio Carlos Figueiredo Pinto
Pág. 45 - 67
The Brazilian electric power industry has been undergoing significant structural changes, including the creation of a free market for electricity. To obtain above average margins, some firms attempt to increase profits by entering into uncovered trading ...
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