[en] PERFORMANCE ANALYSIS OF ACTIVE MANAGED INVESTMENTS FUNDS A COMPARATIVE STUDY
[pt] Esta dissertação tem como objetivo comparar os índices de desempenho de média-variância com os critérios de dominância estocástica de primeira, segunda e terceira ordens para fundos de gerenciamento ativo presentes no mercado brasileiro. Foram analisados 84 fundos de ações entre maio de 199...
Main Author: | RENATO BARAN |
---|---|
Other Authors: | CARLOS PATRICIO SAMANEZ |
Language: | pt |
Published: |
MAXWELL
2004
|
Subjects: | |
Online Access: | https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=4648@1 https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=4648@2 http://doi.org/10.17771/PUCRio.acad.4648 |
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