TRABALHOS DE FIM DE CURSO @PUC-Rio
| Título: | INVESTMENT PORTFOLIO FOR THE AVERAGE BRAZILIAN: HOW TO BUILD AN INVESTMENT PORTFOLIO THAT MEETS THE NEEDS OF THIS AUDIENCE WHILE OFFERING RETURNS HIGHER THAN THE CDI (BRAZILIAN INTERBANK DEPOSIT RATE) | ||||||||||||
| Autor(es): |
PEDRO GUEDES DE CAMPOS ALBUQUERQUE |
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| Colaborador(es): |
NAIELLY LOPES MARQUES - Orientador |
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| Catalogação: | 23/FEV/2026 | 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=75466@1 [en] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/TFCs/consultas/conteudo.php?strSecao=resultado&nrSeq=75466@2 |
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| DOI: | https://doi.org/10.17771/PUCRio.acad.75466 | ||||||||||||
| Resumo: | |||||||||||||
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This study aims to create a diversified and global investment portfolio that can be
accessed at low cost and through any platform. It begins with the stratification of
the portfolio’s target audience, followed by the analysis and decomposition of each
financial asset that will be included. It also explains the characteristics of each
asset and each asset class that will compose the portfolio. The study calculates
several financial indicators of the portfolio, as well as a backtest of up to three
years. It measures the portfolio’s returns, volatility, Sharpe ratio, asset correlations,
and liquidity, focusing on addressing the needs of the average Brazilian investor.
It is also worth noting that the study explains certain return behaviors within the
portfolio during specific financial and monetary events that occurred over the threeyear period.
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