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Boas Práticas de Governança Corporativa e Otimização de Portfólio: Uma Análise Comparativa

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Author Info

  • Aieda Batistela de Sirqueira

    (Universidade de São Paulo)

  • Aquiles Elie Guimarães Kalatzis

    (Universidade de São Paulo)

  • Franklina Maria Bragion de Toledo

    (Universidade de São Paulo)

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    Abstract

    Este trabalho tem por objetivo verificar se uma carteira formada com ações de empresas que adotam práticas de governança corporativa proporciona maior retorno ao investidor que uma carteira formada por ações de empresas que não adotam esse conjunto de medidas. A realização deste estudo foi baseada na teoria de otimização linear e em dois modelos de programação linear. Um dos modelos maximiza o menor retorno de uma carteira, e o outro maximiza o retorno anual. Os resultados obtidos indicam que há uma diferença entre os retornos fornecidos por essas carteiras, o que pode significar que as empresas que implementam estas práticas fornecem um retorno maior.

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    File URL: http://www.anpec.org.br/revista/vol8/vol8n3p521_544.pdf
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    Bibliographic Info

    Article provided by ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics] in its journal Economia.

    Volume (Year): 8 (2007)
    Issue (Month): 3 ()
    Pages: 521–544

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    Handle: RePEc:anp:econom:v:8:y:2007:i:3:p:521-544

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    Related research

    Keywords: Governança Corporativa; Otimização de Portfólio; Novo Mercado; Modelos de Programação Linear;

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