Predictive power of Brazilian equity fund performance using R2 as a measure of selectivity

ABSTRACT This paper aimed to investigate the impact of levels of selectivity on the performance of equity funds using a methodology applied for the first time ever (as far as we know) in the Brazilian market. As an indicator of the activity level of a fund, we proposed the coefficient of determinati...

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Bibliographic Details
Main Authors: Marcelo dos Santos Guzella, Carlos Heitor Campani
Format: Article
Language:English
Published: Universidade de São Paulo 2017-03-01
Series:Revista Contabilidade & Finanças
Subjects:
Online Access:http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1519-70772017000200282&lng=en&tlng=en

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