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Search: subject:"Stock investment funds in Brazil"
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Stock investment funds in Brazil
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Threshold capital asset pricing model (TCAPM)
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net equity
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Linhares, Fabrício Carneiro
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Matos, Paulo Rogerio Faustino
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Sylvestre, Gustavo Zech
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Brazilian Business Review
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Analysis of the non-linear effect of net equity in the pricing of stock investment funds
Matos, Paulo Rogerio Faustino
;
Linhares, Fabrício Carneiro
- In:
Brazilian Business Review
9
(
2012
)
4
,
pp. 1-26
pricing a panel of 75
stock
investment
funds
in
Brazil
, throughout the last 11 years. The result suggests that the linear …
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