CAPM estendido para momentos superiores : um teste empírico

Detalhes bibliográficos
Autor(a) principal: Guedes, Ricardo Brito
Data de Publicação: 2011
Tipo de documento: Dissertação
Idioma: por
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: https://hdl.handle.net/10438/10444
Resumo: The inclusion of higher moments in CAPM has been discussed in recent decades. This work performs an empirical test of the model extended to the third and fourth moments, in which the skewness and kurtosis are also priced. This test was based on Generalized Method of Moments (GMM) procedures, in which all the moment conditions derived from the theoretical model. The data used were the daily returns of the most liquid Brazilian stocks between 2004 and 2006.
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spelling Guedes, Ricardo BritoEscolas::EPGEFGVAthayde, Gustavo Monteiro deGonçalves, Edson Daniel LopesFlôres Junior, Renato Galvão2013-01-29T12:58:46Z2013-01-29T12:58:46Z2011GUEDES, Ricardo Brito. CAPM estendido para momentos superiores : um teste empírico. Dissertação (Mestrado em Economia) - FGV - Fundação Getúlio Vargas, Rio de Janeiro, 2010.https://hdl.handle.net/10438/10444The inclusion of higher moments in CAPM has been discussed in recent decades. This work performs an empirical test of the model extended to the third and fourth moments, in which the skewness and kurtosis are also priced. This test was based on Generalized Method of Moments (GMM) procedures, in which all the moment conditions derived from the theoretical model. The data used were the daily returns of the most liquid Brazilian stocks between 2004 and 2006.A inclusão de momentos superiores no apreçamento de ativos do modelo CAPM vem sendo bastante discutido nas últimas décadas. Esse trabalho realiza um teste empírico para o modelo CAPM estendido para os 3o e 4o momentos, no qual as assimetrias e curtoses dos ativos também são apreçadas. O teste foi realizado utilizando o Método Generalizado dos Momentos (MGM), em que todas as condições de momento derivam do modelo teórico. Os dados utilizados foram os retornos diários das ações mais negociadas na Bovespa entre 2004 e 2006.porCAPMApreçamento de ativosSéries temporaisMétodo generalizado dos momentosMaster programStandards and guidelines of the programEconomiaModelo de precificação de ativosAnálise de séries temporaisMétodo dos momentos (Estatística)CAPM estendido para momentos superiores : um teste empíricoinfo: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:FGVORIGINALPDFPDFapplication/pdf832861https://repositorio.fgv.br/bitstreams/6a1d4e8e-0cc8-4787-9b30-1fed3746bdea/download53474ad22711938d64bf30b48c8d9eadMD51LICENSElicense.txtlicense.txttext/plain; charset=utf-84707https://repositorio.fgv.br/bitstreams/69115a3e-6b2e-4b4c-b025-59b4203fc3f0/downloaddfb340242cced38a6cca06c627998fa1MD52TEXTDissertação.pdf.txtDissertação.pdf.txtExtracted 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dc.title.por.fl_str_mv CAPM estendido para momentos superiores : um teste empírico
title CAPM estendido para momentos superiores : um teste empírico
spellingShingle CAPM estendido para momentos superiores : um teste empírico
Guedes, Ricardo Brito
CAPM
Apreçamento de ativos
Séries temporais
Método generalizado dos momentos
Master program
Standards and guidelines of the program
Economia
Modelo de precificação de ativos
Análise de séries temporais
Método dos momentos (Estatística)
title_short CAPM estendido para momentos superiores : um teste empírico
title_full CAPM estendido para momentos superiores : um teste empírico
title_fullStr CAPM estendido para momentos superiores : um teste empírico
title_full_unstemmed CAPM estendido para momentos superiores : um teste empírico
title_sort CAPM estendido para momentos superiores : um teste empírico
author Guedes, Ricardo Brito
author_facet Guedes, Ricardo Brito
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 Athayde, Gustavo Monteiro de
Gonçalves, Edson Daniel Lopes
dc.contributor.author.fl_str_mv Guedes, Ricardo Brito
dc.contributor.advisor1.fl_str_mv Flôres Junior, Renato Galvão
contributor_str_mv Flôres Junior, Renato Galvão
dc.subject.por.fl_str_mv CAPM
Apreçamento de ativos
Séries temporais
Método generalizado dos momentos
topic CAPM
Apreçamento de ativos
Séries temporais
Método generalizado dos momentos
Master program
Standards and guidelines of the program
Economia
Modelo de precificação de ativos
Análise de séries temporais
Método dos momentos (Estatística)
dc.subject.eng.fl_str_mv Master program
Standards and guidelines of the program
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Modelo de precificação de ativos
Análise de séries temporais
Método dos momentos (Estatística)
description The inclusion of higher moments in CAPM has been discussed in recent decades. This work performs an empirical test of the model extended to the third and fourth moments, in which the skewness and kurtosis are also priced. This test was based on Generalized Method of Moments (GMM) procedures, in which all the moment conditions derived from the theoretical model. The data used were the daily returns of the most liquid Brazilian stocks between 2004 and 2006.
publishDate 2011
dc.date.issued.fl_str_mv 2011
dc.date.accessioned.fl_str_mv 2013-01-29T12:58:46Z
dc.date.available.fl_str_mv 2013-01-29T12:58:46Z
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 GUEDES, Ricardo Brito. CAPM estendido para momentos superiores : um teste empírico. Dissertação (Mestrado em Economia) - FGV - Fundação Getúlio Vargas, Rio de Janeiro, 2010.
dc.identifier.uri.fl_str_mv https://hdl.handle.net/10438/10444
identifier_str_mv GUEDES, Ricardo Brito. CAPM estendido para momentos superiores : um teste empírico. Dissertação (Mestrado em Economia) - FGV - Fundação Getúlio Vargas, Rio de Janeiro, 2010.
url https://hdl.handle.net/10438/10444
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