Uma análise da utilização do coeficiente Beta no setor elétrico brasileiro

Uma análise da utilização do coeficiente Beta no setor elétrico brasileiro

O coeficiente beta, definido no contexto do modelo de avaliação de ativos denominado Capital Asset Pricing Model, tem sido amplamente utilizado no Setor Elétrico Brasileiro. Sua aplicação tem sido importante não apenas no âmbito das revisões tarifárias conduzidas pelo órgão regulador, mas também par...

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Bibliographic Details
Main Author:	Pinto, Rinaldo Caldeira
Other Authors:	Barros, Virginia Parente de
Format:	Others
Language:	pt
Published:	Biblioteca Digitais de Teses e Dissertações da USP 2008
Subjects:	Brazilian electricity industry CAPM Coefficient beta Coeficiente beta indicador de mercado regulação. regulation Setor Elétrico Brasileiro stock market indicators volatilidade volatility
Online Access:	http://www.teses.usp.br/teses/disponiveis/86/86131/tde-18112008-150903/

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