TRABALHOS DE FIM DE CURSO @PUC-Rio
| Título: | THE STUDY ABOUT THE FRONTIER OF RISK AND RETURN: INVESTIMENTS PORTFOLIO OF THE BRAZILIAN INVESTOR | ||||||||||||
| Autor(es): |
FILIPE RODRIGUES ADAO |
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| Colaborador(es): |
HENRIQUE CASTRO MARTINS - Orientador |
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| Catalogação: | 16/ABR/2021 | 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=52232@1 [en] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/TFCs/consultas/conteudo.php?strSecao=resultado&nrSeq=52232@2 |
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| DOI: | https://doi.org/10.17771/PUCRio.acad.52232 | ||||||||||||
| Resumo: | |||||||||||||
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This study examines the Portfolio Theory of Markowitz s bringing recommended investments the brokerage firms in Brazil. The quantitative research was made in statically software R Studio with the proposal to see in
the final work, the results in an efficient frontier with eventual risks and return on the equity. In resume, each brokerage firms has a differents recommendations, in prove this, each efficient frontier then tottaly different from each other. It was applied the quantitative method to reproduced a Markowitz s Theory with the investments offered by the brokerage firms themselves. Relevant issues as CAPM, efficient frontier and diversification were important points to find the expected results in the end of study.
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