Asset Allocation
Mostrando 13-24 de 25 artigos, teses e dissertações.
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13. Bank macrofinance: public debt and bank management in Brazil / Macrofinanças bancárias: dívida pública e gestão bancária no Brasil
Banks loan resources to the people, to the companies and to the governments, through the purchase of securities or through the loans &leases. The federal government is one of the customers of the banks. From a descriptive study, with a observation of two phenomena - evolution of the public debt and strategy of banking management - that they had occurred in B
Publicado em: 2007
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14. BEHAVIORAL FINANCE: NAIVE DIVERSIFICATION IN DEFINED CONTRIBUTION SAVINGS PLANS IN BRAZIL / FINANÇAS COMPORTAMENTAIS: DIVERSIFICAÇÃO INGÊNUA EM PLANOS DE PREVIDÊNCIA DE CONTRIBUIÇÃO DEFINIDA NO BRASIL
Behavioral finance researches indicate that individual financial decisions are not made based on a completely rational context. This assumption disagrees from the classical economic models that believe in a rational financial agent, which takes its decisions according to the utility curve to maximize its wealth. Behavioral finance incorporates psychology and
Publicado em: 2007
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15. Previdência complementar no Brasil: Análise do impacto da legislação na alocação de ativos entre 2003 e 2005
This work aims to identify the impacts brought about by legislation alterations regarding assets allocation by Pension Funds Companies. Focused on that, this work carried on a detailed review on the existing literature concerning Modern Portfolio Theory, Pension Funds Investment Strategies and on Brazilian Legislation for Financial Market and Pension Funds.
Publicado em: 2006
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16. Previdência complementar no Brasil: análise do impacto da legislação na alocação de ativos entre 2003 e 2005
This work aims to identify the impacts brought about by legislation alterations regarding assets allocation by Pension Funds Companies. Focused on that, this work carried on a detailed review on the existing literature concerning Modern Portfolio Theory, Pension Funds Investment Strategies and on Brazilian Legislation for Financial Market and Pension Funds.
Publicado em: 2006
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17. Seleção ótima de ativos multi-período com restrições intermediárias utilizando o critério de média-variância. / Multi-period mean-variance portfolio selection problem with intermediate constraints.
The subject of this thesis is the study of multi-period portfolio optimization problems. We focus on a model with intermediate constraints formulated as an optimal control problem and solved by using dynamic programming techniques. Both theoretical and practical issues are addressed. Firstly we will analyze the main hypothesis of portfolio optimization model
Publicado em: 2006
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18. Alocação de ativos com modelos de volatilidade multivariada evidências com dados brasileiros / Economic gains in modeling the volatility of portfolios of stocks Brazilian case
O objetivo deste trabalho é testar se existem ganhos econômicos significantes com o uso de modelos de volatilidade condicional multivariada no processo de alocação de ativos. Avaliamos a significância econômica de se modelar a volatilidade condicional comparando o desempenho de carteiras de investimento com várias estratégias que operam ativamente a
Publicado em: 2006
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19. The use of an enterprise ontology to support knowledge management in software development environments
Software engineering is knowledge-intensive activity and knowledge is thought to be the most important asset in an organization. Therefore this paper presents an approach to support Knowledge Management in Software Development Environments that is strongly based on ontologies: Enterprise Oriented Software Development Environments. After describing the compon
Journal of the Brazilian Computer Society. Publicado em: 2005-11
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20. FATORES DETERMINANTES DA ESTRATÉGIA DE ALOCAÇÃO DE ATIVOS DOS BANCOS COM ATIVIDADES DE VAREJO NO BRASIL / DETERMINANT FACTORS OF ASSET ALLOCATION STRATEGIES OF BANKS WITH RETAIL ACTIVITIES IN BRAZIL
Several recent papers analyze the impact of foreign bank entry on the Brazilian bank market. Some of these studies assess the impact of those entrances on domestic banks` performance, on the overall credit supply, and on other variables. Other studies emphasize the credit supply and the banks` social role as financiers of the private sector. Nevertheless, no
Publicado em: 2005
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21. GESTÃO FINANCEIRA DAS ENTIDADES FECHADAS DE PREVIDÊNCIA COMPLEMENTAR
The objective of this dissertation is to evaluate which are the reasons that evidences the large concentration of asset allocation provening from Public and Private Pension Funds together into Asset Managers linked to large financial conglomerates (retail banks) in detriment of the independent players (Pure Asset Managers). This paper analizes the concept an
Publicado em: 2005
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22. ALOCAÇÃO DINÂMICA EM FUNDOS DE CONTRIBUIÇÃO DEFINIDA NA PRESENÇA DE RIQUEZA EXTERNA: O PROBLEMA DA LOCALIZAÇÃO DE ATIVOS / DYNAMIC ASSET ALLOCATION IN DEFINED CONTRIBUTION FUNDS IN THE PRESENCE OF EXTERNAL WEALTH: THE ASSET LOCATION PROBLEM
The question of how to allocate assets efficiently has been one of the central issues in Finance. As perceived in other markets, one of the recent trends in the Brazilian market has been the growth of Defined Contribution Funds. However, when focusing on investment decisions for individual investors, taxes must be taken into account. In this context, the ass
Publicado em: 2004
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23. COST OF EQUITY IN EMERGING MARKETS: A COMPARATIVE ANALYSIS WITH ARGENTINEAN, BRAZILIAN, CHILEAN AND MEXICAN COMPANIES / CUSTO DE CAPITAL PRÓPRIO EM MERCADOS EMERGENTES: UMA ANÁLISE COMPARATIVA EM EMPRESAS ARGENTINAS, BRASILEIRAS, CHILENAS E MEXICANAS
Cost of equity valuation in emerging markets is a relevant task for many groups: international investors, local investors, business administrators and regulators. Therefore, this dissertation has four main objectives: (i) to discuss critically the theoretical aspects of the cost of equity valuation models that have been proposed to emerging markets; (ii) to
Publicado em: 2004
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24. O ativo fiscal diferido no sistema financeiro nacional: análise e proposta de contabilização / The deferred tax asset in the Brazilian National Financial System: analysis and proposal of a method of accounting for income taxes
O aprofundamento das diferenças entre a contabilidade e as normas tributárias tornou o crescimento do ativo fiscal diferido, resultante da alocação dos efeitos tributários das diferenças temporárias entre os dois sistemas contábeis, um problema a ser enfrentado pelas autoridades monetárias. Entre os principais métodos de alocação de impostos entr
Publicado em: 2004