新Ibovespa是最好的投资选择吗

IF 0.7 4区管理学 Q4 BUSINESS

Rbgn-Revista Brasileira De Gestao De Negocios Pub Date : 2016-06-10 DOI:10.7819/RBGN.V18I59.2541

Ricardo Goulart Serra, W. Nakamura

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引用次数: 0

摘要

目的-验证Ibovespa，旧的还是新的，可能是投资者的最佳选择，考虑到巴西市场的投资可能性(有风险和无风险)。投资者是否应该将他们分配给风险资产的那部分资金投入New Ibovespa?对投资者来说，还有更有效的选择吗?设计/方法/方法-组合T是用现代投资组合理论从34个四个月的118股样本中确定的。在适当的情况下，通过参数检验和非参数检验来检验均值和方差的相等性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Is New Ibovespa The Best Investment Option

Purpose – Verify whether Ibovespa, Old or New, could be the best alternative for investors, considering investment possibilities (risky and risk free) in the Brazilian market. Should investors put the portion of money that they allocate to risky assets into New Ibovespa? Are there more effi cient alternatives for investors? Design/methodology/approach – Th e Portfolio T was determined with the modern portfolio theory from a sample of 118 shares for 34 four-month periods. Equality of means and variance were tested by means of parametric and nonparametric tests, as appropriate.

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来源期刊

Rbgn-Revista Brasileira De Gestao De Negocios Multiple-

CiteScore

2.10

自引率

9.10%

发文量

审稿时长

50 weeks