Now showing items 1-3 of 3
Comparando modelos alternativos de precificação de ativos : uma análise para o mercado brasileiro
(Universidade Presbiteriana Mackenzie, 2017-11-01)
Asset pricing remains a challenging issue in emerging economies, such as Brazil. The purpose of this research is to analyze the combination of regressors of the seminal models, starting from the Capital Assets Price Model ...
Uma investigação sobre modelos de previsão da inflação brasileira
(Universidade Presbiteriana Mackenzie, 2017-04-11)
The present thesis performs a pseudo real time study on the predictability of Brazilian inflation, measured by the IPCA, using data from January 1995 to December 2015. The main objective of the study is to compare the ...
Comparando modelos alternativos de precificação de ativos : uma análise do mercado brasileiro
(Universidade Presbiteriana Mackenzie, 2017-11-29)
This work tests using series of price data and dividends of the stocks that composed the theoretical portfolio of the IBOVESPA for the period between 1986 and 2016 with the objective of evaluating the market rationality ...