This paper aims to verify if values estimated with the models proposed by authors Sharpe and Fama and French are efficient to guide investors. To achieve the proposed objective, a comparative analysis of the realized and estimated stock returns of 60 Brazilian companies from 2000 to 2018 was performed, by calculating the variations between the actual and estimated returns and identifying whether the realized returns are close to calculated. As these models are used as a decision support tool in variable income investments, the work is relevant, since the studies carried out tend to demonstrate whether such models are efficient for pricing stock returns and assisting the investor in decision making. In addition, the article aims to fill the ...
Um dos fatos estilizados mais pronunciados acerca das distribuições de retornos financeiros diz resp...
In this article, was analyzed the capacity of valuation and forecast on the main stock investment fu...
This article aims to contribute to the mainstream in Asset Pricing Theory, proposing and testing emp...
The capital market is an important catalyst for the development of a country, since it allows the pr...
This dissertation aimed to analyze how investment and ROA are priced and whether them partially expl...
This work studies the variables that determine or influence significantly the value of portfolios in...
Coordenação de Aperfeiçoamento de Pessoal de Nível SuperiorThis paper proposes a comparative analysi...
This paper confronts the Capital Asset Pricing Model - CAPM - and the 3-Factor Fama-French - FF - mo...
This paper revisit the Asset Pricing Theory developed by Fama and French (1993) and Carhart (1997) ...
In this article, was analyzed the capacity of valuation and forecast on the main stock investment f...
A precificação de ativos continua sendo um tema desafiador em economias emergentes, como a brasilei...
ABSTRACTThe objective of this article is to investigate the validity of the Four Factor Asset Pricin...
Esta dissertação procurou comparar os modelos CAPM, três fatores de Fama e French (1993) e quatro fa...
The assets risk premium is the central variable of the finance models that seek to estimate the cost...
This paper revisit the Asset Pricing Theory developed by Fama and French (1993) and Carhart (1997) t...
Um dos fatos estilizados mais pronunciados acerca das distribuições de retornos financeiros diz resp...
In this article, was analyzed the capacity of valuation and forecast on the main stock investment fu...
This article aims to contribute to the mainstream in Asset Pricing Theory, proposing and testing emp...
The capital market is an important catalyst for the development of a country, since it allows the pr...
This dissertation aimed to analyze how investment and ROA are priced and whether them partially expl...
This work studies the variables that determine or influence significantly the value of portfolios in...
Coordenação de Aperfeiçoamento de Pessoal de Nível SuperiorThis paper proposes a comparative analysi...
This paper confronts the Capital Asset Pricing Model - CAPM - and the 3-Factor Fama-French - FF - mo...
This paper revisit the Asset Pricing Theory developed by Fama and French (1993) and Carhart (1997) ...
In this article, was analyzed the capacity of valuation and forecast on the main stock investment f...
A precificação de ativos continua sendo um tema desafiador em economias emergentes, como a brasilei...
ABSTRACTThe objective of this article is to investigate the validity of the Four Factor Asset Pricin...
Esta dissertação procurou comparar os modelos CAPM, três fatores de Fama e French (1993) e quatro fa...
The assets risk premium is the central variable of the finance models that seek to estimate the cost...
This paper revisit the Asset Pricing Theory developed by Fama and French (1993) and Carhart (1997) t...
Um dos fatos estilizados mais pronunciados acerca das distribuições de retornos financeiros diz resp...
In this article, was analyzed the capacity of valuation and forecast on the main stock investment fu...
This article aims to contribute to the mainstream in Asset Pricing Theory, proposing and testing emp...