Zobrazeno 1 - 2
of 2
pro vyhledávání: '"José Alan Teixeira da Rocha"'
Publikováno v:
BBR: Brazilian Business Review, Vol 6, Iss 1, Pp 22-43 (2009)
Neste artigo analisa-se a capacidade de apreçamento e previsão de retorno para os principais fundos de investimento em ações no mercado brasileiro, utilizando o Capital Asset Pricing Model (CAPM) e as modelagens de fatores a la Fama e French (199
Externí odkaz:
https://doaj.org/article/c33d92718b374da785361953f88a43ba
Publikováno v:
Brazilian Business Review. 6:21-41
In this article we analyze the capacity to price and predict the returns of stock mutual funds in the Brazilian market, using the capital asset pricing model (CAPM) and the factor models developed by Fama and French (1993) and Carhart (1997). The fir
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c100d503cdaa02e037aaa5304457a0c4
https://doi.org/10.15728/bbr.2009.6.1.2
https://doi.org/10.15728/bbr.2009.6.1.2