Modern Theory Of Finance
Mostrando 1-5 de 5 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. 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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3. 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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4. 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
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5. Interactions between capital structure, company value and assets value. / Interações entre estrutura de capital, valor da empresa e valor dos ativos
The seminal proposals by Modigliani and Miller constituted the start of a new study area in modern finance theory. Over time, their basic premises were slackened to the extent that, nowadays, there are few situations in which they can fully be applied and obtain satisfactory and consistent results. On the other hand, due to the fact that this simple set of p
Publicado em: 2005