TRABALHOS DE FIM DE CURSO @PUC-Rio
| Título: | HOW TO USE PORTFOLIO CHANGE MEASURE IN A BRAZILIAN INVESTMENT FUND | ||||||||||||
| Autor(es): |
GUILHERME LAURIA BORDIN CAMARGO |
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| Colaborador(es): |
ANTONIO CARLOS FIGUEIREDO PINTO - Orientador |
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| Catalogação: | 16/AGO/2007 | Língua(s): | PORTUGUESE - BRAZIL |
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| Tipo: | TEXT | Subtipo: | SENIOR PROJECT | ||||||||||
| 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/TFCs/consultas/conteudo.php?strSecao=resultado&nrSeq=10359@1 [en] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/TFCs/consultas/conteudo.php?strSecao=resultado&nrSeq=10359@2 |
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| DOI: | https://doi.org/10.17771/PUCRio.acad.10359 | ||||||||||||
| Resumo: | |||||||||||||
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The present study was elaborated to answer the following
question: how to use the Portfolio Change Measure (PCM)
methodology to analyze the consistence of performance in
the Brazilian stock fund? The methodology used was
quantitative.
The PCM tests used funds weights, being this application
not very common in the Brazilian market.
According to the results, it is possible to say that BB
Top Ações Dividendos fund has consistence of performance.
The PCM measure was calculated for the whole
thirty-three components of the series, and the PCM found
was positive.
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