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Brazilian Market Portfolio

2017-03-13 Business & Economics
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Release : 2017-03-13
Genre : Business & Economics
Kind : eBook
Book Rating : 744/5 ( reviews)

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Book Synopsis Brazilian Market Portfolio by : Cristina Tessari

Download or read book Brazilian Market Portfolio written by Cristina Tessari. This book was released on 2017-03-13. Available in PDF, EPUB and Kindle. Book excerpt: In recent years, Brazil has achieved substantial progress in capital market development by building a diversified investor base and expanding the menu of available financial instruments. In this context, we evaluated the invested Brazilian market portfolio for a period spanning 2005–15. This is a portfolio of all assets proportionally weighted by their market capitalization, and it is divided in eight broad categories: government bonds, equities, bank funding bonds, corporate bonds, real-estate, agribusiness, private-equity, and credit bonds. While the paper focuses on stylized facts related to market size, composition weighting and changes over time, the estimated market portfolio contains important information for policy makers and market participants alike.

Brazilian Derivatives and Securities

2016-07-11 Business & Economics
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Release : 2016-07-11
Genre : Business & Economics
Kind : eBook
Book Rating : 27X/5 ( reviews)

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Book Synopsis Brazilian Derivatives and Securities by : Marcos C. S. Carreira

Download or read book Brazilian Derivatives and Securities written by Marcos C. S. Carreira. This book was released on 2016-07-11. Available in PDF, EPUB and Kindle. Book excerpt: The Brazilian financial markets operate in a very different way to G7 markets. Key differences include onshore and offshore markets, exponential rates, business days day-counts, and price formation from the futures markets (instead of the cash markets). This book provides a quantitative, applied guide to the offshore and onshore Brazilian markets, with a focus on the financial instruments unique to the region. It offers a comprehensive introduction to the key financial 'archaeology' in the Brazil context, exploring interest rates, FX and inflation and key differences from G7 market finance. It explores the core industry investment banking business in detail, from FX to interest rates and cash and inflation. Finally it introduces the region's unique financial instruments, as well as their pricing and risk management needs. Covering both introductory and complex topics, this book provides existing practitioners in Brazil, as well as those interested in becoming involved in these markets, everything they need to understand the market dynamics, risks, pricing and calibration of curves for all products currently available.

The Bovespa Index

1994 Investments
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Release : 1994
Genre : Investments
Kind : eBook
Book Rating : /5 ( reviews)

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Book Synopsis The Bovespa Index by : Helio de Paula Leite

Download or read book The Bovespa Index written by Helio de Paula Leite. This book was released on 1994. Available in PDF, EPUB and Kindle. Book excerpt:

Risk Parity in the Brazilian Market

2017
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Release : 2017
Genre :
Kind : eBook
Book Rating : /5 ( reviews)

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Book Synopsis Risk Parity in the Brazilian Market by : Pierre de Souza

Download or read book Risk Parity in the Brazilian Market written by Pierre de Souza. This book was released on 2017. Available in PDF, EPUB and Kindle. Book excerpt: Using sectorial indices of the Brazilian market, we compare the portfolio optimization approach known as risk parity with minimum variance and equally weighted approaches. We apply various estimators for the covariance matrix to each portfolio strategy, since portfolio variance is considered as risk measure. Empirical results demonstrate that the risk parity approach provides more diversified portfolios and stable weights in the out-of-sample than the other two approaches, thereby avoiding the dangers of excessive concentration and reducing transaction costs. Furthermore, the results demonstrate that different estimators of the covariance matrix had little influence on the results obtained through the risk parity approach.

Brazil’s Capital Market

2012-09-01 Business & Economics
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Release : 2012-09-01
Genre : Business & Economics
Kind : eBook
Book Rating : 25X/5 ( reviews)

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Book Synopsis Brazil’s Capital Market by : Mr.Joonkyu Park

Download or read book Brazil’s Capital Market written by Mr.Joonkyu Park. This book was released on 2012-09-01. Available in PDF, EPUB and Kindle. Book excerpt: Capital market development in Brazil is a key policy issue going forward to foster savings, investment and absorptive capacity in a context of prospects for sizable capital flows in the medium term. During the last decade, Brazil has achieved substantial progress in capital market development. The menu of available financial instruments has been expanded, market infrastructure has been reformed and strengthened, and a diversified investor base has been built. Nonetheless, Brazil’s capital markets are still facing a number of challenges including prevalent short-term indexation, investors’ risk aversion to long-term fixed rate bonds, still low liquidity in the secondary market, and managing the role of BNDES. A shift to a lower yield curve environment should continue to gradually take place. But further progress will require continued policy effort to assure macro stability and financial sector reforms to promote the development of longer-term private finance.

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