scholarly journals Differentiated risk models in portfolio optimization: a comparative analysis of the degree of diversification and performance in the São Paulo Stock Exchange (BOVESPA)

2012 ◽  
Vol 32 (2) ◽  
pp. 271-292 ◽  
Author(s):  
Ivan Ricardo Gartner
2019 ◽  
Vol 17 (3) ◽  
pp. 47
Author(s):  
F. Henrique Castro ◽  
William Eid Junior ◽  
Verônica F. Santana ◽  
Claudia E. Yoshinaga

<p>We summarize the fifty-year history (1968-2017) of the Ibovespa, a gross total return index that comprises the most liquid stocks traded on the São Paulo Stock Exchange in Brazil. We provide contextual material on the Brazilian economy during this 50-year period (such as the fight against hyperinflation, the privatization of companies, and economic crises) and its impact on the index composition and performance. We discuss the effect of the change in the index calculation<br />methodology that took place in 2014, when companies with lower market capitalization became less representative in the index. Finally, we discuss the representativeness of each industry on the Ibovespa portfolio.</p>


2014 ◽  
Vol 15 (39) ◽  
Author(s):  
Arquimedes De Jesus Moraes ◽  
Eduardo José Pinheiro ◽  
Alexsandro Ronchi Negrelli
Keyword(s):  
Big 4 ◽  

El objetivo de esta investigación es identificardeterminantes de los costos de auditoría (non audit FEE) delas empresas brasileñas. La muestra contempló informacionesde las empresas en la BM&amp;FBOVESPA, que resulta dela fusión entre la São Paulo Stock Exchange (Bovespa) y laBrazilian Mercantile and Futures Exchange (BM&amp;F), entre2009 y 2012. Los resultados indican que el tamaño de laempresa auditada en el final del año fiscal está positivamenterelacionado con los gastos de consultoría; si la empresade auditoría es una Big 4, los honorarios de consultoríano poseen una relación significativa. En contrapartida, losclientes de menor tamaño tendrán costes menores de honorariosde consultoría.


2014 ◽  
Vol 1 (2) ◽  
pp. 73-83
Author(s):  
Isabela Carvalho Oliveira Pedrosa ◽  
Prof. PhD. Antonio Francisco Ribeiro de

2012 ◽  
Vol 86 (2) ◽  
pp. 306-308 ◽  
Author(s):  
Anne Spichler ◽  
Daniel A. Athanazio ◽  
Pedro Vilaça ◽  
Joseph Vinetz ◽  
Antonio Seguro ◽  
...  

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