Banca de DEFESA: TANITE DE MELO SILVA

Uma banca de DEFESA de MESTRADO foi cadastrada pelo programa.
DISCENTE : TANITE DE MELO SILVA
DATA : 17/02/2017
HORA: 15:30
LOCAL: NEPSA 2
TÍTULO:

INVESTMENT FUND RANKINGS: DO THE APPEARANCES CAN BE DECEIVING?

PALAVRAS-CHAVES:

Investment Funds; Persistence; Ranking of funds.

PÁGINAS: 40
GRANDE ÁREA: Ciências Sociais Aplicadas
ÁREA: Administração
RESUMO:

The present research aims to investigate if there is persistence in the performance of investment funds listed in rankings of funds. For such an inquiry, the funds of shares will be used as reference, according to ANBIMA's classification. The behavior of the funds will be examined and if they show variations in volatility, return and risk adjusted performance in the period before and after the end of the rankings, which occurs on the last business day of September of each year. The period used for the research of this work will be from 2011 to 2015. The research sample will be composed of the funds listed in the ranking of the main financial institutions of the country.

MEMBROS DA BANCA:
Interno - 1543333 - ANDERSON LUIZ REZENDE MOL
Externo à Instituição - MELQUIADES PEREIRA DE LIMA JUNIOR - IFRN
Presidente - 1802347 - VINICIO DE SOUZA E ALMEIDA