[en] COMPARISON OF THE EFFECTIVENESS OF ASSET PRICING MODELS IN THE BRAZILIAN RETAIL SECTOR: LOJAS AMERICANAS CASE

[en] COMPARISON OF THE EFFECTIVENESS OF ASSET PRICING MODELS IN THE BRAZILIAN RETAIL SECTOR: LOJAS AMERICANAS CASE

[pt] Este trabalho objetivou realizar um estudo de caso para analisar a performance da ação da Lojas Americanas (LAME 4), negociada na BMeFBOVESPA, utilizando quatro modelos de previsão de retornos esperados. Os modelos escolhidos foram: CAPM (Capital Asset Pricing Model) de Sharpe (1964), Lintner (...

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Bibliographic Details
Main Author:	SIMONE MESQUITA MENDES
Other Authors:	GRAZIELA XAVIER FORTUNATO
Language:	pt
Published:	MAXWELL 2018
Subjects:	[pt] MODELOS DE PREVISAO [en] FORECASTING METHODS [pt] CAPM [en] CAPM [pt] APT [en] APT [pt] FAMA E FRENCH [en] FAMA AND FRENCH
Online Access:	https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=35839@1 https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=35839@2 http://doi.org/10.17771/PUCRio.acad.35839

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