LEARNING CENTRE

ARTIGOS ACADÉMICOS

Conheça alguns dos melhores artigos académicos fundamentais para uma melhor compreensão dos mercados financeiros

ALOCAÇÃO DE ACTIVOS

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    Brinson, Gary P., Brian D. Singer and Gilbert L. Beebower, “Determinants of Portfolio Performance II: An Update”, Financial Analysts Journal, May-June 1991.
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    Brinson, Gary P., L. Randolph Hood and Gilbert L. Beebower, “Determinants of Portfolio Performance”, Financial Analysts Journal, January-February, 1995.
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    Ibbotson, Roger G. and Paul D. Kaplan, “Does Asset Allocation Policy Explain 40, 90 or 100 Percent of Performance?”, Financial Analysts Journal, 2000.

PORTFOLIO PERFORMANCE

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    Sharpe, William F., “Mutual Fund Performance”, The Journal of Business,
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    Sharpe, William F., “Asset Allocation: Management Style and Performance Measurement”, Journal of Portfolio Management, Winter, 1992

VALUE-AT-RISK

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    J.P. Morgan Bank, RiskMetrics Technical Document, 4d ed., 1996

HEDGE FUNDS

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    Monteiro, Paulo, “Forecasting Hedge Funds Volatility: A Risk Management Approach”, Working Paper, ISCTE, 1994

RISCO DE CRÉDITO

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    Vasicek, Oldrich A., “The Distribution of Loan Portfolio Value”, Risk, December 2002

 

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