Rentabilidade de estratégias de momento no IBOVESPA: aplicação de critérios de risco para seleção de carteiras

Detalhes bibliográficos
Autor(a) principal: Teixeira, Daniel dos Santos
Data de Publicação: 2014
Tipo de documento: Dissertação
Idioma: por
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: https://hdl.handle.net/10438/12048
Resumo: This paper presents the use of Beta and Beta variation of assets belonging to the Bovespa as new criteria for the construction new srategies of winners and losers portfolios. The results show that the strategies currently on the basis of varying Betas and Beta variation of assets belonging to the Bovespa index, generate positive returns over the subsequent periods of 6 or 12 months, but it showed that these strategies, when applied in everychange of Brazil's main stock index, were less profitable than the usual strategies based on the total return on assets in the period 1995-2013.
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spelling Teixeira, Daniel dos SantosEscolas::EPGEFGVAlmeida, Caio Ibsen Rodrigues deGlasman, Daniela KubudiVicente, José Valentim Machado2014-09-23T13:58:51Z2014-09-23T13:58:51Z2014-05-30TEIXEIRA, Daniel dos Santos. Rentabilidade de estratégias de momento no IBOVESPA: aplicação de critérios de risco para seleção de carteiras. Dissertação (Mestrado em Finanças e Economia Empresarial) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2014.https://hdl.handle.net/10438/12048This paper presents the use of Beta and Beta variation of assets belonging to the Bovespa as new criteria for the construction new srategies of winners and losers portfolios. The results show that the strategies currently on the basis of varying Betas and Beta variation of assets belonging to the Bovespa index, generate positive returns over the subsequent periods of 6 or 12 months, but it showed that these strategies, when applied in everychange of Brazil's main stock index, were less profitable than the usual strategies based on the total return on assets in the period 1995-2013.Este artigo apresenta a utilização de Beta e variação de Beta dos ativos pertencentes ao Ibovespa como novos critérios para a construção de carteiras vencedoras e perdedoras em estratégias de momento. Os resultados mostram que as estratégias de momento, com base em critérios de maior ou menor Beta e de variação de Beta dos ativos pertencentes ao Ibovespa, geram retornos positivos ao longo de períodos subsequentes de 6 meses e 12 meses, porém apontam que estas estratégias, quando aplicadas e renovadas a cada mudança do principal índice bursátil brasileiro, apresentaram-se menos rentáveis do que as estratégias habituais baseadas no retorno total dos ativos no período entre 1995 a 2013.porEstratégias de momentoIbovespaBovespaBetaMomentum strategiesEconomiaBolsa de valoresMercado financeiroRisco (Economia)Ações (Finanças)InvestimentosRentabilidade de estratégias de momento no IBOVESPA: aplicação de critérios de risco para seleção de carteirasinfo: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:FGVORIGINALFGV EPGE - 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dc.title.por.fl_str_mv Rentabilidade de estratégias de momento no IBOVESPA: aplicação de critérios de risco para seleção de carteiras
title Rentabilidade de estratégias de momento no IBOVESPA: aplicação de critérios de risco para seleção de carteiras
spellingShingle Rentabilidade de estratégias de momento no IBOVESPA: aplicação de critérios de risco para seleção de carteiras
Teixeira, Daniel dos Santos
Estratégias de momento
Ibovespa
Bovespa
Beta
Momentum strategies
Economia
Bolsa de valores
Mercado financeiro
Risco (Economia)
Ações (Finanças)
Investimentos
title_short Rentabilidade de estratégias de momento no IBOVESPA: aplicação de critérios de risco para seleção de carteiras
title_full Rentabilidade de estratégias de momento no IBOVESPA: aplicação de critérios de risco para seleção de carteiras
title_fullStr Rentabilidade de estratégias de momento no IBOVESPA: aplicação de critérios de risco para seleção de carteiras
title_full_unstemmed Rentabilidade de estratégias de momento no IBOVESPA: aplicação de critérios de risco para seleção de carteiras
title_sort Rentabilidade de estratégias de momento no IBOVESPA: aplicação de critérios de risco para seleção de carteiras
author Teixeira, Daniel dos Santos
author_facet Teixeira, Daniel dos Santos
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 Almeida, Caio Ibsen Rodrigues de
Glasman, Daniela Kubudi
dc.contributor.author.fl_str_mv Teixeira, Daniel dos Santos
dc.contributor.advisor1.fl_str_mv Vicente, José Valentim Machado
contributor_str_mv Vicente, José Valentim Machado
dc.subject.por.fl_str_mv Estratégias de momento
Ibovespa
Bovespa
Beta
topic Estratégias de momento
Ibovespa
Bovespa
Beta
Momentum strategies
Economia
Bolsa de valores
Mercado financeiro
Risco (Economia)
Ações (Finanças)
Investimentos
dc.subject.eng.fl_str_mv Momentum strategies
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Bolsa de valores
Mercado financeiro
Risco (Economia)
Ações (Finanças)
Investimentos
description This paper presents the use of Beta and Beta variation of assets belonging to the Bovespa as new criteria for the construction new srategies of winners and losers portfolios. The results show that the strategies currently on the basis of varying Betas and Beta variation of assets belonging to the Bovespa index, generate positive returns over the subsequent periods of 6 or 12 months, but it showed that these strategies, when applied in everychange of Brazil's main stock index, were less profitable than the usual strategies based on the total return on assets in the period 1995-2013.
publishDate 2014
dc.date.accessioned.fl_str_mv 2014-09-23T13:58:51Z
dc.date.available.fl_str_mv 2014-09-23T13:58:51Z
dc.date.issued.fl_str_mv 2014-05-30
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
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status_str publishedVersion
dc.identifier.citation.fl_str_mv TEIXEIRA, Daniel dos Santos. Rentabilidade de estratégias de momento no IBOVESPA: aplicação de critérios de risco para seleção de carteiras. Dissertação (Mestrado em Finanças e Economia Empresarial) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2014.
dc.identifier.uri.fl_str_mv https://hdl.handle.net/10438/12048
identifier_str_mv TEIXEIRA, Daniel dos Santos. Rentabilidade de estratégias de momento no IBOVESPA: aplicação de critérios de risco para seleção de carteiras. Dissertação (Mestrado em Finanças e Economia Empresarial) - Escola de Pós-Graduação em Economia, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2014.
url https://hdl.handle.net/10438/12048
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