Analysis of the use of a four-factor model as a tool to help manage portfolios based on the IBrX | Zendy

Luiz Eduardo Carvalho Terra de Faria | Zendy; Walter Lee Ness | Zendy; Marcelo Cabús Klötzle | Zendy; Antônio Carlos Figueiredo Pinto | Zendy

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Analysis of the use of a four-factor model as a tool to help manage portfolios based on the IBrX

Author(s) -

Luiz Eduardo Carvalho Terra de Faria,

Walter Lee Ness,

Marcelo Cabús Klötzle,

Antônio Carlos Figueiredo Pinto

Publication year - 2011

Publication title -

brazilian business review

Language(s) - Portuguese

Resource type - Journals

SCImago Journal Rank - 0.176

H-Index - 4

ISSN - 1808-2386

DOI - 10.15728/bbr.2011.8.4.4

Subject(s) - capital asset pricing model , econometrics , earnings , economics , stock market , stock (firearms) , book value , financial economics , value (mathematics) , beta (programming language) , variables , market value , statistics , mathematics , computer science , accounting , mechanical engineering , paleontology , horse , engineering , biology , programming language

† Masters in business administration from Pontifical Catholic University of Rio de Janeiro (PUC-RIO). Institution: Pontifical Catholic University of Rio de Janeiro (PUC-RIO). Address: Rua Marques de Sao Vicente, 225, Gavea Rio de Janeiro, CEP: 22453-900, RJ Brasil. E-mail: ado_rj@yahoo.com.br Telephone: (21) 21389201 Ω Ph.D. in economics from the Massachusetts Institute of Technology (EUA). Institution: Pontifical Catholic University of Rio de Janeiro (PUC-RIO). Address: Rua Marques de Sao Vicente, 225, Gavea Rio de Janeiro, CEP: 22453-900, RJ Brasil. E-mail: ness@iag.puc-rio.br Telephone: (21) 2138-9201 ¥ Ph.D. in economics from Katholische Universitat Eichstatt (Germany). Institution: Pontifical Catholic University of Rio de Janeiro (PUC-RIO). Address: Rua Marques de Sao Vicente, 225, Gavea Rio de Janeiro, CEP: 22453-900, RJ Brasil. Email: klotzle@iag.puc-rio.br Telephone: (21) 2138-9310 £ Ph.D. in economics from Getulio Vargas Foundation (FGV/RIO) Institution: Pontifical Catholic University of Rio de Janeiro (PUC-RIO). Address: Rua Marques de Sao Vicente, 225, Gavea Rio de Janeiro, CEP: 22453-900, RJ Brasil. E-mail: figueiredo@iag.puc-rio.br Telephone: (21) 2138-9201

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