Sorte versus habilidade, uma abordagem através de cross section da indústria de fundos de ações no Brasil

Detalhes bibliográficos
Autor(a) principal: Bahia, Diogo Alexandre de Melo
Data de Publicação: 2012
Tipo de documento: Dissertação
Idioma: por
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: https://hdl.handle.net/10438/9970
Resumo: Initially, we test the hypothesis that actively managed funds presents alphas (excess return) when compared to the Brazilian equity indexes used by passive funds. Then bootstrap simulations check if theses alphas can be attributed just to luck. Using this methodology we find that the aggregate portfolio of actively managed Brazilian equity funds has not presented excess of return from the two most important equity indexes in Brazil (true alpha), returns considered after cost and expenses. Bootstrap simulations suggests that a greater number of funds produces better returns adjusted to benchmark than we would expect just because of randomness in the returns.
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spelling Bahia, Diogo Alexandre de MeloEscolas::EPGEFGVBonomo, Marco Antônio CesarAssunção, Juliano JunqueiraAlmeida, Caio Ibsen Rodrigues de2012-08-30T12:57:04Z2012-08-30T12:57:04Z2012-05-28BAHIA, Diogo Alexandre de Melo. Sorte versus habilidade, uma abordagem através de cross section da indústria de fundos de ações no Brasil. Dissertação (Mestrado em Finanças e Economia Empresarial) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2012.https://hdl.handle.net/10438/9970Initially, we test the hypothesis that actively managed funds presents alphas (excess return) when compared to the Brazilian equity indexes used by passive funds. Then bootstrap simulations check if theses alphas can be attributed just to luck. Using this methodology we find that the aggregate portfolio of actively managed Brazilian equity funds has not presented excess of return from the two most important equity indexes in Brazil (true alpha), returns considered after cost and expenses. Bootstrap simulations suggests that a greater number of funds produces better returns adjusted to benchmark than we would expect just because of randomness in the returns.Neste trabalho testa-se inicialmente se fundos com gestão ativa apresentam alfa (excesso de retorno) em relação aos índices de referência de fundos passivos. Simulações via bootstrap visam indicar se o excesso de retorno apresentado pode ser atribuído apenas à sorte. Com esta metodologia concluiu-se que a carteira agregada de fundos de investimentos de ação com gestão ativa no Brasil não apresenta excesso de retorno em relação aos principais índices da bolsa brasileira, quando líquidos de taxas e despesas. As simulações de bootstrap sugerem que uma quantidade maior de fundos apresenta retornos ajustados ao benchmark do que o esperado pelo efeito da aleatoriedade nos resultados.porEquity fundsLuckSkillActively managedGestão ativaFundos de açãoSorteHabilidadeEconomiaFundos de investimentoAções (Finanças)SorteSorte versus habilidade, uma abordagem através de cross section da indústria de fundos de ações no Brasilinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisinfo:eu-repo/semantics/openAccessreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVORIGINALDiogo Bahia - Sorte vs Habilidade.pdfDiogo Bahia - Sorte vs Habilidade.pdfPDFapplication/pdf758043https://repositorio.fgv.br/bitstreams/7eaeb901-0a42-46f3-a060-2ecb080d1a4d/download6bd1adc62ad396207bcb4032522be0f9MD51LICENSElicense.txtlicense.txttext/plain; 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dc.title.por.fl_str_mv Sorte versus habilidade, uma abordagem através de cross section da indústria de fundos de ações no Brasil
title Sorte versus habilidade, uma abordagem através de cross section da indústria de fundos de ações no Brasil
spellingShingle Sorte versus habilidade, uma abordagem através de cross section da indústria de fundos de ações no Brasil
Bahia, Diogo Alexandre de Melo
Equity funds
Luck
Skill
Actively managed
Gestão ativa
Fundos de ação
Sorte
Habilidade
Economia
Fundos de investimento
Ações (Finanças)
Sorte
title_short Sorte versus habilidade, uma abordagem através de cross section da indústria de fundos de ações no Brasil
title_full Sorte versus habilidade, uma abordagem através de cross section da indústria de fundos de ações no Brasil
title_fullStr Sorte versus habilidade, uma abordagem através de cross section da indústria de fundos de ações no Brasil
title_full_unstemmed Sorte versus habilidade, uma abordagem através de cross section da indústria de fundos de ações no Brasil
title_sort Sorte versus habilidade, uma abordagem através de cross section da indústria de fundos de ações no Brasil
author Bahia, Diogo Alexandre de Melo
author_facet Bahia, Diogo Alexandre de Melo
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EPGE
dc.contributor.affiliation.none.fl_str_mv FGV
dc.contributor.member.none.fl_str_mv Bonomo, Marco Antônio Cesar
Assunção, Juliano Junqueira
dc.contributor.author.fl_str_mv Bahia, Diogo Alexandre de Melo
dc.contributor.advisor1.fl_str_mv Almeida, Caio Ibsen Rodrigues de
contributor_str_mv Almeida, Caio Ibsen Rodrigues de
dc.subject.eng.fl_str_mv Equity funds
Luck
Skill
Actively managed
topic Equity funds
Luck
Skill
Actively managed
Gestão ativa
Fundos de ação
Sorte
Habilidade
Economia
Fundos de investimento
Ações (Finanças)
Sorte
dc.subject.por.fl_str_mv Gestão ativa
Fundos de ação
Sorte
Habilidade
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Fundos de investimento
Ações (Finanças)
Sorte
description Initially, we test the hypothesis that actively managed funds presents alphas (excess return) when compared to the Brazilian equity indexes used by passive funds. Then bootstrap simulations check if theses alphas can be attributed just to luck. Using this methodology we find that the aggregate portfolio of actively managed Brazilian equity funds has not presented excess of return from the two most important equity indexes in Brazil (true alpha), returns considered after cost and expenses. Bootstrap simulations suggests that a greater number of funds produces better returns adjusted to benchmark than we would expect just because of randomness in the returns.
publishDate 2012
dc.date.accessioned.fl_str_mv 2012-08-30T12:57:04Z
dc.date.available.fl_str_mv 2012-08-30T12:57:04Z
dc.date.issued.fl_str_mv 2012-05-28
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.citation.fl_str_mv BAHIA, Diogo Alexandre de Melo. Sorte versus habilidade, uma abordagem através de cross section da indústria de fundos de ações no Brasil. Dissertação (Mestrado em Finanças e Economia Empresarial) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2012.
dc.identifier.uri.fl_str_mv https://hdl.handle.net/10438/9970
identifier_str_mv BAHIA, Diogo Alexandre de Melo. Sorte versus habilidade, uma abordagem através de cross section da indústria de fundos de ações no Brasil. Dissertação (Mestrado em Finanças e Economia Empresarial) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2012.
url https://hdl.handle.net/10438/9970
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dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
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