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Marcelo de Castro Orefice,Pedro L. Valls Pereira
Pág. 389 - 428
In this paper, we discuss the practice of portfolio pumping in Brazil. Although the topic is recurrent in other countries, few studies provide this analysis for the Brazilian case. The statistical study is elaborated in three stages: first, we considered...
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Renato Lazo Paz,Robert Aldo Iquiapaza,Aureliano Angel Bressan
Pág. 79 - 101
This paper analyzes the effect of investor monitoring on the performance of equity investment funds. For that purpose, we analyze the relationship between fund performance, measured using four-factor Alpha, and a set of control variables and monitoring p...
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Xiaoyan Wu,Vasco Salazar Soares,Luís Dias Pacheco,Fernando Oliveira Tavares
Pág. 403 - 433
Mutual funds performance evaluation measures allow to establish rankings and play an essential role for investors who want to make investment decisions. The choice of suitable measure should take into account the risk preference of investors. This paper ...
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Antonio Lara-Galera, Antonio Sánchez-Soliño, María Gómez-Linacero
Pág. 403 - 411
AbstractThe impact of the financial crisis has reduced the scope for public investment in infrastructure within government budgets. Governments face a situation where finding new sources of funding becomes essential. In the present paper is shown a visio...
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Claudio Samanez Bisso,João Frois Caldeira,Carlos Patricio Samanez,Gheisa Roberta Telles Esteves
Pág. 323 - 352
This paper applies the method known as data envelopment analysis (DEA) to acess the performance of investment funds in Brazil during the period 2012-2014, evaluating a representative sample that is framed in the "Free Shares" category. The results show e...
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Leonardo Santana Viloria
Pág. 83 - 95
The creation of property investment funds in Colombia has made portfolio diversification possible by allowing parties to invest in the property sector without buying and managing real estate directly. In recent years, the behavior of these funds has...
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Rafael Felipe Schiozer,Diego Lins de Albuquerque Pennachi Tejerina
Pág. 527 - 558
This study investigates the impact of asset allocation on the net flow of fixed income funds in the Brazilian market, by exploiting the exogenous variation in the risk perception of bank liabilities (CDs) caused by the financial turmoil that followed Leh...
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Ricardo Nogales Carvajal,Pamela Córdova Olivera,Laura C. García Sobral
This document presents a pilot experience for the development of Socially Responsible Investment practices in Bolivia that has involved 53 agricultural and agro industrial business from all over the country. This experience is grounded on the need of com...
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Ronaldo Lamounier Locatelli,Thiago Luiz de Barros Reis,José Edson Lara,Wanderley Ramalho
Pág. 78 - 92
The Real Plan of stabilization brought about great transformations in the financial sector of the country and paved the way for the development of alternative forms of resource applications. The funds characterized as variable income and multimarket have...
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Frederico Silva Valentim Sallum,Luiz Flavio Autran Monteiro Gomes,Maria Augusta Soares Machado
Pág. 1203 - 1234
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Ðekic Marija, Milan Gavrilovic, Milo? Roganovic, Ranka Gojkovic
Pág. 1 - 12
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Andi Desfiandi,Alvin Desfiandi,Hapzi Ali
Pág. 534 - 536
Investors often find it difficult to valuate and purchase stocks with good performance that provide optimum yields. Inadequate information regarding how to make good investments is one of the main reasons why people lose interest to invest in capital mar...
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Musdalifah Azis,Maryam Nadir,dan Ike Purnamasari
Pág. 189 - 197
The achievement of optimize mutual funds portfolio can increase financial performance banking be better and so their relations between mutual funds manager. Data is collected from the stock share portfolio report that are presented on record the balance ...
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Meadhbh Sherman, Niall O?Sullivan and Jun Gao
This study examines the market-timing performance of Chinese equity securities investment funds during the period from May 2003 to May 2014 using the parametric tests of Treynor?Mazuy and Henriksson?Merton as well as the Jiang non-parametric test. Based ...
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Meadhbh Sherman, Niall O?Sullivan and Jun Gao
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Elisângela de Magalhães Soares,Bruno Milani
Pág. 26 - 42
The objective of this study is to compare the performance of traditional investment funds and Exchange traded funds (ETFs), which benchmarks are Ibovespa, IBrX and Sustainability Indexes, as well as free funds using daily frequency data covering the peri...
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Luiz Augusto Martits,William Eid Junior
Pág. p. 429 - 457
This article compares the application of a loss aversion utility function with a traditional Von Neumann-Morgenstern utility function aiming to test whether the first form of utility could better replicate the actual behavior of Brazilian investors conce...
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Hanan Naser
Pág. 1657 - 1664
Sovereign wealth funds (SWFs) are investment vehicles by which governments invest some of a nation's wealth in domestic and international financial markets. They are important for savings and stabilization economies, where long-term investments are key f...
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Gregorio García López de la Osa,Ricardo Tendero Caballero
Pág. 44 - 50
The discussion of the protocol for drafting a Real Estate Due Diligence (REDD) and its definition has not received the attention in the scientific literature that it deserves, given its importance for thousands of transactions, which have a strong relati...
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Sitikantha Parida and Zhihong Wang
In this paper, we investigate investment flows into mutual funds that hold more high corporate social responsible stocks (top CSR funds) vs. mutual funds that hold more low corporate social responsible stocks (bottom CSR funds). Using a large sample of e...
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