Risks And Returns
Mostrando 13-20 de 20 artigos, teses e dissertações.
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13. Corporate governance and portfolios optimization: the relation between risk and return and good governance practices / Governança corporativa e otimização de portfolios: a relação entre risco e retorno e boas práticas de governança
The objective of this work is to verify if shares of companies that adopt good corporate governance practice provides greater returns and lower risks to investors when compared with shares of companies that do not adopt these set of practices. Three optimization portfolios models were used to accomplish this objective. The first model, the maxmin model, maxi
Publicado em: 2007
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14. Performance das melhores práticas de governança corporativa no Brasil: um estudo de carteiras
The practice of superior principles corporate governance can increase return and decrease share volatility, increase negotiated volume and liquidity, decreasing exposure to external risks, bringing the cost of capital down and enhancing the firms value. This work has the objective to analyzing if companies that adopt superior corporate governance pract
Publicado em: 2007
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15. TEORIA DOS VALORES EXTREMOS: VALOR EM RISCO PARA ATIVOS DE RENDA-FIXA / EXTREME VALUE THEORY: VALUE AT RISK FOR FIXED-INCOME ASSETS
Since the 90 decade, the use of Value at Risk (VaR) methodology has been disseminated among both financial and non-financial institutions around the world, as a good practice in terms of risks management. In spite of the fact that it does not take into account one of the most important characteristics of financial assets returns distribution - fat tails (exc
Publicado em: 2006
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16. Avaliação econômica da irrigação do cafeeiro em uma região tradicionalmente produtora / Economical evaluation of the irrigation of the coffee plant in a traditionally producer area
In areas with high hydrics deficits, the empiric results appear in the sense of the economical viability of the irrigation. However, in traditional producing areas, characterized by humid climate, where the irrigation is made in a supplemental way, the economical viability of that practice is discussed and lacking of studies. In that sense, the present work
Publicado em: 2006
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17. Investimento em Ações no Brasil: Curto Prazo versus Longo Prazo / Stock Investment in Brazil: Short Term versus Long Term
The research aimed to test whether long-run investment in Brazilian stocks provides larger returns and smaller risks, as suggested by some recommendations of the financial press. January 1969 to December 1968 monthly excess returns of the Ibovespa stock index over the caderneta de poupança return were analyzed against several investment horizons. The empiri
Publicado em: 24/11/2005
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18. Modelos de otimização para administração de risco de credito baseados nos conceitos de Basileia II
Credit risk management requires sophisticated models and techniques in the decision making process. It is an area with few academic works, and that makes it a vast field for research. The Continuous Optimization technique offers an excellent opportunity for the development of new approaches. Based on that technique, and using the concepts of Basel II, this w
Publicado em: 2005
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19. ANÁLISE DO RISCO DE UM FUNDO DE AÇÕES PASSIVO EM UM MERCADO SUJEITO A INSTABILIDADES FINANCEIRAS / RISK ANALYSIS OF A PASSIVE MANAGEMENT STOCK FUND IN A MARKET SUBJECT TO FINANCIAL INSTABILITIES
The dissertation is an analysis of the market risk that an investor faces in a passive management stock fund linked to the IBOVESPA, supposing that the Brazilian financial market is subject to financial instabilities, which in theory can make the returns to become distant from a normal distribution. The risk is measured through the VaR and ETL, the latter be
Publicado em: 2004
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20. AnÃlise do comÃrcio eletrÃnico (ce) em pequenas e mÃdias empresas (pmes) da regiÃo metropolitana do recife (rmr) â barreiras e obstÃculos
The main purpose of this research is to analyse the electronic commerce on small and medium sized enterprises from RegiÃo Metropolitana do Recife (RMR), observing technological frames (interpretations, beliefs, images or symbols shared and used by people while interacting with technology) that represent barriers and obstacles towards adoption and use of ele
Publicado em: 2003