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Estatística
Título: EFFICIENCY OF MULTIMARKET FUND STRATEGIES: DIVERSIFICATION AND CRISIS
Autor(es): ALAN CONSTAN AMADO LUZES
Colaborador(es): MARCELO CABUS KLOTZLE - Orientador
Catalogação: 22/JUL/2021 Língua(s): PORTUGUESE - BRAZIL
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.
Referência(s): [pt] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/TFCs/consultas/conteudo.php?strSecao=resultado&nrSeq=53829@1
[en] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/TFCs/consultas/conteudo.php?strSecao=resultado&nrSeq=53829@2
DOI: https://doi.org/10.17771/PUCRio.acad.53829
Resumo:
The article aims to verify that the financial market is constantly changing, and digitalization is heating up the market. Due to this fact, one of the products that is being traded are investment funds, which, in times of low interest rate, investors look for more profitable and consequently more risky alternatives. Multimarket funds (Hedge Funds) are alternatives that supply this need for investors. There are strategies for allocating resources in these funds with the aim of generating a better return for its shareholder, however, return is everything? The article verifies that when choosing funds, performance indexes should be studied to verify management efficiency and the use of diversification of these strategies to generate a better risk x return for the investor.
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