IDEAS home Printed from https://ideas.repec.org/p/ibm/finlab/flwp_13.html

Taxas de Performance e Desempenho de Fundos de Ações

Author

Listed:
  • Sanvicente, A. Z.

Abstract

No abstract is available for this item.

Suggested Citation

  • Sanvicente, A. Z., 1999. "Taxas de Performance e Desempenho de Fundos de Ações," Finance Lab Working Papers flwp_13, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  • Handle: RePEc:ibm:finlab:flwp_13
    as

    Download full text from publisher

    File URL: http://www.ibmecsp.edu.br/pesquisa/download.php?recid=574
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Mains, Norman E, 1977. "Risk, the Pricing of Capital Assets, and the Evaluation of Investment Portfolios: Comment," The Journal of Business, University of Chicago Press, vol. 50(3), pages 371-384, July.
    2. William F. Sharpe, 1965. "Mutual Fund Performance," The Journal of Business, University of Chicago Press, vol. 39, pages 119-119.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Gil-Bazo, Javier & Ruiz-Verdú, Pablo, 2006. "Yet another puzzle? the relation between price and performance in the mutual fund industry," DEE - Working Papers. Business Economics. WB wb066519, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    2. repec:bla:germec:v:11:y:2010:i::p:441-464 is not listed on IDEAS
    3. Amparo Soler Domínguez & Juan Carlos Matallín Sáez & Emili Tortosa Ausina, 2011. "On the informativeness of persistence for mutual funds' performance evaluation using partial frontiers," Working Papers. Serie EC 2011-08, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    4. Sharad Ranjan & Shailza Gupta, 2014. "Performance Appraisal of Mutual Funds Operating in India," Journal of Commerce and Trade, Society for Advanced Management Studies, vol. 9(2), pages 54-62, October.
    5. Michel Fliess & Cédric Join & Frédéric Hatt, 2011. "Is a probabilistic modeling really useful in financial engineering? [A-t-on vraiment besoin d'un modèle probabiliste en ingénierie financière ?]," Post-Print hal-00585152, HAL.
    6. Christiansen, Charlotte & Nielsen, Helena Skyt, 2002. "The Educational Asset Market: A Finance Perspective on Human Capital Investment," Working Papers 02-10, University of Aarhus, Aarhus School of Business, Department of Economics.
    7. Andre Santos & Joao Tusi & Newton Da Costa Jr & Sergio Da Silva, 2005. "Evaluating Brazilian Stock Mutual Funds with Stochastic Frontiers," Finance 0510030, University Library of Munich, Germany.
    8. Christian Bach, 2011. "Conservatism in Corporate Valuation," CREATES Research Papers 2011-32, Department of Economics and Business Economics, Aarhus University.
    9. David Moreno & Paulina Marco & Ignacio Olmeda, 2005. "Risk forecasting models and optimal portfolio selection," Applied Economics, Taylor & Francis Journals, vol. 37(11), pages 1267-1281.
    10. Rompotis, Gerasimos G., 2011. "Testing weak-form efficiency of exchange traded funds market," MPRA Paper 36020, University Library of Munich, Germany.
    11. Baker, Timothy G. & Gloy, Brent A., 2000. "A Comparison Of Criteria For Evaluating Risk Management Strategies," 2000 Annual meeting, July 30-August 2, Tampa, FL 21726, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    12. Don Galagedera, 2010. "Association between environmental factors and equity market performance: evidence from a nonparametric frontier method," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(3), pages 245-269, September.
    13. Ioan Gaf-Deac & Marinica Dobrin, 2010. "Theoretical and practical elements of demand in the technological area for the market economy," Papers 2010/56, Osterreichish-Rumanischer Akademischer Verein.
    14. Veeravel. V & A. Balakrishnan, 2023. "Persistence of Large-Cap Equity Funds performance, market timing ability, and selectivity: evidence from India," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 37-48, March.
    15. Shams Pathan & Michael Skully & J. Wickramanayake, 2007. "Board Size, Independence and Performance: An Analysis of Thai Banks," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 14(3), pages 211-227, September.
    16. Dariusz Filip, 2011. "Performance Persistence of Equity Funds in Hungary," Contemporary Economics, Vizja University, vol. 5(1), March.
    17. Lukas Menkhoff & Mark P. Taylor, 2007. "The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis," Journal of Economic Literature, American Economic Association, vol. 45(4), pages 936-972, December.
    18. Wolfgang Gohout & Katja Specht, 2007. "Mean-variance portfolios using Bayesian vector-autoregressive forcasts," Statistical Papers, Springer, vol. 48(3), pages 403-418, September.
    19. Dominic Gasbarro & Wing-Keung Wong & J. Kenton Zumwalt, 2007. "Stochastic Dominance Analysis of iShares," The European Journal of Finance, Taylor & Francis Journals, vol. 13(1), pages 89-101.
    20. Angeles Fernandez-Izquierdo & Juan Matallin-Saez, 2008. "Performance of Ethical Mutual Funds in Spain: Sacrifice or Premium?," Journal of Business Ethics, Springer, vol. 81(2), pages 247-260, August.
    21. Olusegun Adebayo Ogunba & Timothy Oluwafemi AYODELE & Uduakobong Enamidem Akpan, 2024. "Improving African Real Estate Pre-Development Appraisals through Risk and Uncertainty Analysis," AfRES 2024-050, African Real Estate Society (AfRES).

    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:ibm:finlab:flwp_13. 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.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with 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: Naercio Menezes (email available below). General contact details of provider: https://edirc.repec.org/data/ibmecbr.html .

    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.