Finanças comportamentais e o estudo de reações no mercado de capitais através de modelos baseados em agentes

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dc.contributor.advisorKimura, Herbertpt_BR
dc.contributor.advisor1Latteshttp://lattes.cnpq.br/2048706172366367por
dc.contributor.authorFaria, Paulo Roberto Domingues dept_BR
dc.creator.Latteshttp://lattes.cnpq.br/3053000186278180por
dc.date.accessioned2016-03-15T19:26:50Z
dc.date.accessioned2020-05-28T18:04:22Z
dc.date.available2011-01-26pt_BR
dc.date.available2020-05-28T18:04:22Z
dc.date.issued2010-02-02pt_BR
dc.description.abstractMarket efficiency and rationality of economic agents are among the main subjects for debate in the area of Finance. With the development of the field of study of Behavioral Finance some serious works have been developed to improve the financial models with the incorporation of social and psychological elements to the financial theory. This paper presents some of the assumptions of the modern theory of finance and the main ideas of behavioral finance. It also presents empirical research involving the simulation of heterogeneous agents in an artificial stock market. The objective is to evaluate if the interaction of these agents can impact the behavior of asset prices in a different way from that expected by the traditional finance theories.eng
dc.description.sponsorshipFundo Mackenzie de Pesquisapt_BR
dc.formatapplication/pdfpor
dc.identifier.urihttp://dspace.mackenzie.br/handle/10899/23585
dc.languageporpor
dc.publisherUniversidade Presbiteriana Mackenziepor
dc.rightsAcesso Abertopor
dc.subjecteficiência de mercadopor
dc.subjectfinanças comportamentaispor
dc.subjectsimulação baseada em agentespor
dc.subjectmarket efficiencyeng
dc.subjectbehavioral financeeng
dc.subjectagent-based modeleng
dc.subject.cnpqCNPQ::CIENCIAS SOCIAIS APLICADAS::ADMINISTRACAOpor
dc.thumbnail.urlhttp://tede.mackenzie.br/jspui/retrieve/3062/Paulo%20Roberto%20Domingues%20de%20Faria.pdf.jpg*
dc.titleFinanças comportamentais e o estudo de reações no mercado de capitais através de modelos baseados em agentespor
dc.typeDissertaçãopor
local.contributor.board1Martin, Diógenes Manoel Leivapt_BR
local.contributor.board1Latteshttp://lattes.cnpq.br/5645659189161082por
local.contributor.board2Yoneyama, Takashipt_BR
local.contributor.board2Latteshttp://lattes.cnpq.br/9201712893785499por
local.publisher.countryBRpor
local.publisher.departmentAdministraçãopor
local.publisher.initialsUPMpor
local.publisher.programAdministração de Empresaspor
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Administração de Empresas - Dissertações - CCSA Higienópolis