Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Ricardo de Souza Tavares"'
Publikováno v:
Applied Economics Letters. 29:118-122
This article analyzes whether cryptocurrencies’ inclusion improves stock portfolios’ performance and whether the application of portfolio selection methodologies would bring gains to investors in t...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::151bd3674fcc2f6116bf21f6e0b78821
https://doi.org/10.1080/13504851.2020.1859446
https://doi.org/10.1080/13504851.2020.1859446
Autor:
Ricardo de Souza Tavares, Marcelo Cabus Klotzle, Rafael Baptista Palazzi, Gerson de Souza Raimundo Júnior
Publikováno v:
Journal of Behavioral Finance. 23:43-57
Herding is a feature of investor behavior in financial markets, particularly in market stress. We apply an approach based on the cross-sectional dispersion of individual stocks' betas, which allows...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ea62bc57b44316e0c5fc2fd277191562
https://doi.org/10.1080/15427560.2020.1821688
https://doi.org/10.1080/15427560.2020.1821688
Publikováno v:
Análise Econômica. 39
Este estudo apresenta a construcao do Modelo CAPM para indices setoriais, de governanca e sustentabilidade da bolsa de valores brasileira, contando com uma amostra de retornos semanais dos ultimos 10 anos. O modelo e estimado em sua versao estatica p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fb6f994e9c9df1d64b85d7eeb3584c42
https://doi.org/10.22456/2176-5456.87158
https://doi.org/10.22456/2176-5456.87158
Publikováno v:
Revista Economia Ensaios; Vol. 34 No. 2 (2020)
Revista Economia Ensaios; v. 34 n. 2 (2020)
Economia Ensaios
Universidade Federal de Uberlândia (UFU)
instacron:UFU
Revista Economia Ensaios; v. 34 n. 2 (2020)
Economia Ensaios
Universidade Federal de Uberlândia (UFU)
instacron:UFU
The discussion over the public debt process has been gaining strength in recent years. Therefore, it is necessary to verify technically the current fiscal situation of the country, as well as to evaluate its evolution. From the economic theory point
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6b1f3a3e55e1eb9b22854247ab3f430c
https://doi.org/10.14393/ree-v34n2a2020-42699
https://doi.org/10.14393/ree-v34n2a2020-42699
Publikováno v:
Revista Catarinense de Economia. 2:142-162
O fornecimento de energia elétrica é um serviço indispensável para a economia. É uma condição básica para o desenvolvimento das atividades cotidianas dos agentes, tendo implicações sobre nível de bem-estar de uma sociedade. Sob esta perspe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6c5f371612af92f2880e8352ad1c603b
https://doi.org/10.54805/rce.2527-1180.v2.n1.32
https://doi.org/10.54805/rce.2527-1180.v2.n1.32
Publikováno v:
Brazilian Review of Finance. 18:91
This essay presents an alternative to the problem of choosing between strategies for building investment portfolios. We propose a new portfolio selection procedure, dividing the sample into three equal parts (for estimations initiations, training, an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7407a80a3a23219f1a8cbac1e8b40e86
https://doi.org/10.12660/rbfin.v18n1.2020.80598
https://doi.org/10.12660/rbfin.v18n1.2020.80598