TRABALHOS DE FIM DE CURSO @PUC-Rio
| Título: | PERFORMANCE ANALYSIS FOR FUND PICKING | ||||||||||||
| Autor(es): |
MARIA MANUELA DE ORLEANS E BRAGANCA |
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| Colaborador(es): |
ANTONIO CARLOS FIGUEIREDO PINTO - Orientador |
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| Catalogação: | 03/JUL/2012 | 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=19798@1 [en] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/TFCs/consultas/conteudo.php?strSecao=resultado&nrSeq=19798@2 |
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| DOI: | https://doi.org/10.17771/PUCRio.acad.19798 | ||||||||||||
| Resumo: | |||||||||||||
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Due to the Plano Real, mainly, the spread of investment funds as an alternative for application for investors has succeeded in Brazil. Besides being more profitable than savings account, these types of investment provide several advantages, like convenience and accommodation, as it is held by a manager.
However, for them to offer bigger returns, these products incur higher risks. So, for the investor to select the fund that best fits his profile, in terms of expected return and risk, it is necessary to go through a selection process. In this study, it is realized a fund picking process for equity funds and hedge funds, analyzing several performance indicators and testing the persistence of performance of these.
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