[en] DYNAMIC STYLE ANALYSIS IN RECOVERY OF BRAZILIAN INVESTMENT FUNDS EXPOSURES: AN APPLICATION OF RESTRICTED KALMAN FILTERING

[en] DYNAMIC STYLE ANALYSIS IN RECOVERY OF BRAZILIAN INVESTMENT FUNDS EXPOSURES: AN APPLICATION OF RESTRICTED KALMAN FILTERING

[pt] Esta dissertação se propôs a investigar e interpretar o estilo de investimento de fundos de investimento brasileiros – fundos cambiais e de ações com administração ativa, no período de janeiro de 2004 a agosto de 2008, com o objetivo central de verificar se, de fato, estes fundos perseguem o es...

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Bibliographic Details
Main Author:	CAIO OLIVEIRA DE AZEVEDO
Other Authors:	LUCIANO VEREDA OLIVEIRA
Language:	pt
Published:	MAXWELL 2010
Subjects:	[pt] FILTRO DE KALMAN [en] KALMAN FILTER [pt] ANALISE DINAMICA DE ESTILO [en] DYNAMIC STYLE ANALYSIS [pt] RESTRICOES LINEARES [en] LINEAR RESTRICTIONS
Online Access:	https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16465@1 https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16465@2 http://doi.org/10.17771/PUCRio.acad.16465

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