Falso positivo na performance dos fundos de investimento com gestão ativa no Brasil: mensurando sorte dos gestores nos alfas estimados

Falso positivo na performance dos fundos de investimento com gestão ativa no Brasil: mensurando sorte dos gestores nos alfas estimados

Made available in DSpace on 2016-03-15T19:30:42Z (GMT). No. of bitstreams: 1 Marcelo de Jesus.pdf: 753815 bytes, checksum: 4b3631ad6c0a3a4e6928e2b70685850d (MD5) Previous issue date: 2011-02-01 === This study investigates, for the period between 2002 and 2009, what is the impact of luck on the per...

Full description

Bibliographic Details
Main Author: Jesus, Marcelo de
Other Authors: Nakamura, Wilson Toshiro
Format: Others
Language:Portuguese
Published: Universidade Presbiteriana Mackenzie 2016
Subjects:
fundos de investimento
False Discovery Rate (FDR)
sorte
performance
mutual funds
luck
CNPQ::CIENCIAS SOCIAIS APLICADAS::ADMINISTRACAO
Online Access:http://tede.mackenzie.br/jspui/handle/tede/770

Internet

http://tede.mackenzie.br/jspui/handle/tede/770

Similar Items