Desempenho e persistência de hedge funds brasileiros durante a crise financeira Outros Idiomas

ID:
4553
Resumo:
Este estudo investiga o desempenho e a persistência do mercado de fundos de hedge no Brasil utilizando dados diários de setembro de 2007 a fevereiro de 2011, um período marcado pelo que foi caracterizado por muitos como a pior crise financeira mundial desde a grande depressão dos anos 1930. Apesar da turbulência nos mercados globais, os resultados indicam a existência de um grupo representativo de fundos com retornos anormais e evidência de persistência conjunta de fundos com prazos de um a três meses. Avaliações individuais dos fundos, no entanto, indicam um número reduzido de fundos que apresentam persistência.
Citação ABNT:
JOAQUIM, G. P. G.; MOURA, M. L. Performance and persistence of Brazilian hedge funds during the financial crisis. Revista Brasileira de Finanças, v. 9, n. 4, art. 107, p. 465-488, 2011.
Citação APA:
Joaquim, G. P. G., & Moura, M. L. (2011). Performance and persistence of Brazilian hedge funds during the financial crisis. Revista Brasileira de Finanças, 9(4), 465-488.
Link Permanente:
http://www.spell.org.br/documentos/ver/4553/desempenho-e-persistencia-de-hedge-funds-brasileiros-durante-a-crise-financeira/i/pt-br
Tipo de documento:
Artigo
Idioma:
Inglês
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