Fundamental Indexation in Brazil: a competitive strategy?

Purpose – This article analyzes fundamental indexation in Brazil relative to the IBrX 100 and selected stock funds in the period between June 2003 and May 2015. This strategy relies on weights based on fundamental indicators and not on market prices. Design/methodology/approach – Fundamental indi...

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Bibliographic Details
Main Authors: Raphael Moses Roquete, Ricardo Pereira Câmara Leal, Carlos Heitor Campani
Format: Article
Language:English
Published: Fundação Escola de Comércio Álvares Penteado 2018-08-01
Series:Revista Brasileira de Gestão De Negócios
Subjects: