ETDs @PUC-Rio
| Título: | ANALYSIS OF PERFORMANCE AND EVALUATION OF THE INVESTMENTS IN VARIABLE INCOME OF THE 20 GREATERS PENSION FUNDS IN BRAZIL IN THE PERIOD OF 1997 TO 2000 | ||||||||||||||||
| Autor: |
LUANA ABREU DOS SANTOS |
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| Colaborador(es): |
TARA KESHAR NANDA BAIDYA - Orientador |
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| Catalogação: | 22/JUL/2002 | Língua(s): | PORTUGUESE - BRAZIL |
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| Tipo: | TEXT | Subtipo: | THESIS | ||||||||||||||
| Notas: |
[pt] Todos os dados constantes dos documentos são de inteira responsabilidade de seus autores. Os dados utilizados nas descrições dos documentos estão em conformidade com os sistemas da administração da PUC-Rio. [en] All data contained in the documents are the sole responsibility of the authors. The data used in the descriptions of the documents are in conformity with the systems of the administration of PUC-Rio. |
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| Referência(s): |
[pt] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/ETDs/consultas/conteudo.php?strSecao=resultado&nrSeq=2765&idi=1 [en] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/ETDs/consultas/conteudo.php?strSecao=resultado&nrSeq=2765&idi=2 |
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| DOI: | https://doi.org/10.17771/PUCRio.acad.2765 | ||||||||||||||||
| Resumo: | |||||||||||||||||
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The present objective work intend to identify the forms
that the pension funds can become financial instruments
essential to financing the Brazilian economy, taking in
consideration the accented development and
internationalization of the world-wide markets. For this
one becomes necessary to evaluate its performance in the
stock markets, as well as of that it forms can become
efficient, through the optimization of its risk strategy.
In this direction, use of diverse models known in the
theory of finances became, as the Markowitz s Model, the
Sharpe s Single Index Model, the Capital Asset Pricing
Model - CAPM, and the techniques for the determination the
efficient borders of Elton and Gruber, as well as of the
diverse measures of performance of existing investments as:
Return tax, standard deviation, beta coefficient, Sharpe s
Index, Modigliani s Index, Jensen s Index, Treynor s Index,
Appraisal Ratio and Modigliani s Index, so that if it could
analyze and compare the result of the 20 existing greater
pension funds in Brazil.
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