IDEAS home Printed from https://ideas.repec.org/a/abg/anprac/v5y2001i3142.html
   My bibliography  Save this article

Índice de sharpe e outros indicadores de performance aplicados a fundos de ações brasileiros

Author

Listed:
  • Gyorgy Varga

Abstract

We applied several performance measures to evaluate the ten largest stock mutual funds offered in Brazil. The main purpose of this article is to introduce and show the difficulties and shortfalls on the application of the performance measures to the brazilian mutual fund industry.

Suggested Citation

  • Gyorgy Varga, 2001. "Índice de sharpe e outros indicadores de performance aplicados a fundos de ações brasileiros," RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), ANPAD - Associação Nacional de Pós-Graduação e Pesquisa em Administração, vol. 5(3), pages 215-245.
  • Handle: RePEc:abg:anprac:v:5:y:2001:i:3:142
    as

    Download full text from publisher

    File URL: https://rac.anpad.org.br/index.php/rac/article/view/142/146
    Download Restriction: no

    File URL: https://rac.anpad.org.br/index.php/rac/article/download/142/146
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Paulo Matos & Guilherme Padilha & Maurício Benegas, 2016. "On the management efficiency of Brazilian stock mutual funds," Operational Research, Springer, vol. 16(3), pages 365-399, October.
    2. Paulo Rogério Faustino Matos & Christiano Modesto Penna & Ana Balbina Gomes Silva, 2015. "Mutual Investments Funds in Shares in Brazil: Incentives, Management and Convergence," Brazilian Business Review, Fucape Business School, vol. 12(2), pages 110-144, March.
    3. Jamile Soeiro de Vasconcelos & Marcelo Augusto Farias de Castro, 2017. "Análise de Risco Aplicado aos Bairros de Fortaleza utilizando Índice de Sharpe," LARES lares_2017_paper_91, Latin American Real Estate Society (LARES).
    4. Fonseca, Nelson & Bressan, Aureliano & Iquiapaza, Robert & Guerra, João, 2007. "Análise do Desempenho Recente de Fundos de Investimento no Brasil [Recent Performance Analysis of Mutual Funds in Brazil]," MPRA Paper 2994, University Library of Munich, Germany.
    5. Paulo Rogério Faustino Matos & Artur Nave, 2012. "Stock investment funds in Brazil: performance and management expertise," Brazilian Business Review, Fucape Business School, vol. 9(Special I), pages 1-37, March.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:abg:anprac:v:5:y:2001:i:3:142. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Information Technology of ANPAD (email available below). General contact details of provider: http://anpad.org.br .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.