Modern Finance
Mostrando 1-12 de 15 artigos, teses e dissertações.
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1. Comparação entre métricas de risco para otimizar carteiras de investimentos em ações / Comparison of risk metrics to optimize portfolios of stock investments
O trabalho de Markowitz (1952) modificou a forma de analisar o problema de formação de portfólios de ações. Pesquisadores clássicos como Sharpe (1964) e Lintner (1965) ampliaram as discussões, além de provocarem o levantamento de dúvidas e questionamentos a respeito do assunto. Quanto aos parâmetros para otimização dos portfólios, além do model
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 10/01/2012
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2. Análise do pairs trading sob o enfoque das teorias de precificação de ativos financeiros
Buscou-se, neste trabalho, aproximar teoria e prática financeira, através de um estudo sobre a estratégia Pairs Trading, analisada sob a luz do conhecimento teórico produzido a partir da segunda metade do século XX. Com isso, o interesse do trabalho ficou estabelecido em observar, para o caso específico do Pairs Trading, o quanto de conhecimento teóri
Publicado em: 2010
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3. Finanças comportamentais: um estudo sobre a confiabilidade das decisões dos investidores, analistas e profissionais de investimento à luz da metodologia brier score
Behavioral Finance is a new field of study which is opposed to the assumption of decisionmakers rationality adopted by modern finances. One of the aspects of the studies in behavioral finance is to identify how emotions and cognitive failures may influence the individual decision making process. Economic psychology shows the use of heuristics and biases resu
Publicado em: 2009
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4. Formação de preços e finanças comportamentais: um estudo empírico no mercado futuro de cacau / Training Rates and Behavioral Finance: An empirical study in the cocoa futures market.
This work aimed to exam the formation of future market prices of cocoa traded on the New York Stock Exchange, under the view of the volatility from January 1997 to August 2008, since the future market is playing an important role in making decision, focusing on maximizing returns. In a particular way, the study of volatility is an essential tool in this mark
Publicado em: 2009
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5. EficiÃncia do mercado acionÃrio brasileiro : retorno das aÃÃes negociadas na Bovespa, variÃveis macroeconÃmicas, causalidade e fatores condicionantes
Market efficiency is one of the most relevant fields of investigation among modern financial theory that has been developed from its theoretical perspective as well as from its practical relevance. The general objective of this research was to investigate Brazilianâs stock market efficiency under the focus of causality. The specific objectives aimed to char
Publicado em: 2009
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6. The tax administration like essential activities for State working / A administração tributária como atividade essencial ao funcionamento do Estado
This present paper intends to show that the tax administration activities on three level of government (federal, state and municipal) are essential activities for State working, under the terms of the specific constitutional prevision (FC/88, art. 37, XXII, c/c and CA 42/2003). According to this constitutional device for the tax administration are raised on
Publicado em: 2009
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7. Finanças comportamentais: uma avaliação crítica da moderna teoria de finanças
Among the main commonly debated questions regarding finance, there is the validity of its most traditional theories premises, in special the rationality of economic agents. In this context, different studies have appeared with the intention of improving the theoretical dominant models, incorporating behavioral aspects never considered before. Such innovation
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 28/05/2008
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8. Avaliação socioeconômica do PRONAF no Estado do Paraná
This research aims to analyse the socioeconomic impact on the thirty cities that obtained most credit benefits from Programa Nacional de Fortalecimento da Agricultura Familiar (PRONAF) in state of Paraná. Therefore, it was studied the state intervention in its agriculture in the postwar years. It showed that the family farm remained forgotten until the mid-
Publicado em: 2008
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9. A construção de uma marca tendo como diferencial o esporte
Currently the companies search forms to increase this sales, to extend its market and to guarantee quality of this products or services for the consumers. These are daily in any place, either in the work, home or in a leisure place receiving advertising information from the companies which search to increase this sales. The sport marketing comes to be the fo
Publicado em: 2006
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10. MAM, uma historia sem fim
The study of branding has gained different concepts and functions by the authors who had studied it. Today, we now that the brand is an important item of market differentiation which has an identity and an environment that the companies must be adapt. The brand identity it encloses not only who consumes it, but also encloses the public who work and sell the
Publicado em: 2006
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11. Modernization of the State apparatus, socio-economic indicators, State of Bahia / A experiência de modernização da administração pública do estado da Bahia nos últimos cinquenta anos (1995 a 2004)
In the last decades there has been a strong trend for the modernization of the apparatus of the Brazilian State in which the planning of the actions starts to hold a special position in public management. At the same time, in a causal relation, it is possible to observe a process of consolidation of the democratic institutions which allows the social agents
Publicado em: 2006
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12. FINANÇAS COMPORTAMENTAIS: UMA ANÁLISE DAS DIFERENÇAS DE COMPORTAMENTO ENTRE INVESTIDORES INSTITUCIONAIS E INDIVIDUAIS / BEHAVIORAL FINANCE: AN ANALYSIS OF THE BEHAVIOR DIFFERENCES BETWEEN INSTITUTIONAL INVESTORS AND INDIVIDUALS
The classical models of the Modern Finance Theory are based on the rationality, where the investor uses the utility curve to maximize his wealth. However, many studies show that the decision process does not always occur in a rational manner, leading the investor, many times, to wrong decisions. The Behavior Finance appears to question the assumption of the
Publicado em: 2005