Técnicas de seleção de fundos de investimentos sob a ótica dos fundos de pensão brasileiros

Autor: Robert Iquiapaza, Jéssica Santos de Paula

Publikováno v: Revista Contabilidade & Finanças
Revista Contabilidade & Finanças, Volume: 33, Issue: 88, Pages: 167-182, Published: 03 DEC 2021
Revista Contabilidade & Finanças v.33 n.88 2022
Universidade de São Paulo (USP)
instacron:USP

The aim of this article was to evaluate the effectiveness of investment fund selection techniques from the perspective of Brazilian pension funds. Asset liability management (ALM) and liability driven investment (LDI) strategies are usually adopted t

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8985f90c817da1c7e91acff9d08c52aa
https://doi.org/10.1590/1808-057x202113250

Analysis of the Exposure to Losses of Brazilian ETFs According to the Value at Risk (VAR) and Expected Shortfall (ES) Market Risk Assessment Techniques

Autor: Bruno Pérez Ferreira, Robert Aldo Iquiapaza, Getúlio Alves de Souza Matos

Publikováno v: Brazilian Business Review. 11:84-106

For investors, Exchange-Traded Funds (ETFs) are securities structured as portfolios that replicate financial market indexes, but with the facility of being traded as stocks. The aim of the study was to analyze the risk exposure of Brazilian ETFs, com

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3616cf29e9d57911f62e47381c078d6f
https://doi.org/10.15728/bbr.2014.11.4.4