Fundamentalist variables for asset pricing on Bovespa

ISBN-13: 9786206315568 / Angielski / Miękka / 104 str.

Rodrigo Boaventura

Opis

The use of the Economática database in a specific statistical model for the pricing of assets of the São Paulo State Stock Exchange (Bovespa), in the period between 1998 and 2008, that is, a 10-year interval of analysis. Its objective is to define which sector of the Brazilian economy has the best long-term performance in order to make a buy/sell decision. The stocks used in the work were taken from the Bovespa index (Ibovespa), in order to avoid discussing companies with low liquidity and/or trading volume.

O autorze

The author holds a Master's degree in Business Administration and Development with an emphasis on Corporate Finance from UNESA in 2009, a postgraduate degree in Military Sciences from the School for the Improvement of Officers (EsAO) in 2012, a degree in Mathematics in 2007 and a Bachelor's degree in Military Sciences from the Military Academy of Agulhas Negras in 2004.