Mutual funds investment holdings in brazil: incentives, management and convergence

nÃo hà === This article discusses the convergence patterns in time series of real accumulated return on a panel containing 68 stock mutual funds in Brazil, from January 1998 to June 2007, using the semiparametric methodology developed by Phillips and Sul (2007). In despite of the classical portfolio...

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Bibliographic Details
Main Author: Ana Balbina Gomes Silva
Other Authors: Paulo RogÃrio Faustino Matos
Format: Others
Language:Portuguese
Published: Universidade Federal do Cearà 2011
Subjects:
Online Access:http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=9545