Banca de QUALIFICAÇÃO: TANITE DE MELO SILVA

Uma banca de QUALIFICAÇÃO de MESTRADO foi cadastrada pelo programa.
DISCENTE : TANITE DE MELO SILVA
DATA : 25/08/2016
HORA: 15:00
LOCAL: NEPSA 2
TÍTULO:

RANKINGS FUNDS: DO THE APPEARANCES DECEIVE?

PALAVRAS-CHAVES:

 Agency problem; Investment funds; Funds Ranking.

PÁGINAS: 30
GRANDE ÁREA: Ciências Sociais Aplicadas
ÁREA: Administração
RESUMO:

This research aims to investigate if there are agency problems between managers of investment funds classified in rankings and their investors. For this investigation, it will be used as reference the Equity Funds in accordance with the classification of ANBIMA and the Ranking de Fundos of Exame magazine. It will be examined whether the funds have variations in volatility, return and risk in the closing period of the ranking. The period covered by the investigation of this work will be from August 2014 to October 2015, as the closing period of the Funds Ranking of Exame magazine was given on 30.09.2015. The research will include a sample of data extracted from Bloomberg platform of 1384 investment funds in the custody of 363 management agencies.

MEMBROS DA BANCA:
Presidente - 1802347 - VINICIO DE SOUZA E ALMEIDA
Interno - 1543333 - ANDERSON LUIZ REZENDE MOL
Externo ao Programa - 2610882 - DIOGO HENRIQUE SILVA DE LIMA