Multifactor Model
Mostrando 1-12 de 18 artigos, teses e dissertações.
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1. Comparison of the efficiency between two sampling plans for aflatoxins analysis in maize
Variance and performance of two sampling plans for aflatoxins quantification in maize were evaluated. Eight lots of maize were sampled using two plans: manual, using sampling spear for kernels; and automatic, using a continuous flow to collect milled maize. Total variance and sampling, preparation, and analysis variance were determined and compared between p
Braz. J. Microbiol.. Publicado em: 2014
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2. Constructing Common-Factor Portfolios
In this paper we construct common-factor portfolios using a novel linear transformation of standard factor models extracted from large data sets of asset returns. The simple transformation proposed here keeps the basic properties of the usual factor transformations, although some new interesting properties are further attached to them. Some theoretical advan
Escola de Pós-Graduação em Economia da FGV. Publicado em: 19/04/2012
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3. Adesão do idoso hipertenso ao tratamento : uma tecnologia educativa em saúde embasada no modelo de crenças
The Systemic Arterial Hypertension (SAH) is a growing Public Health issue in Brazil, since one in five Brazilians have this disturbance, which is already ranked as the third cause of the death in the world. It is estimated that 600 million people in the world suffer from SAH. The Systemic Arterial Hypertension is classified as a multifactor disease, whose or
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 01/03/2011
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4. Identification and analysis of explanatory variables for a multi-factor productivity model of passenger airlines
ABSTRACT The paper aimed to identify and analyze the explanatory variables for airlines productivity during 2000 2005, by testing the Pearson correlation between the single factor productivity capital, energy and labor of a sample of 45 selected international airlines (4 Brazilian carriers among them) and their productivity explanatory variables like medium
J. Aerosp. Technol. Manag.. Publicado em: 2011-08
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5. Funds investing in stocks in Brazil: Performance and size make a difference? / Fundos de investimento em aÃÃes no Brasil: Performance e tamanho fazem diferenÃa?
This article aims to contribute to the mainstream in Asset Pricing Theory, proposing and testing empirically, with pricing exercises and in-sample forecasting, a multifactor linear approach, such that, it is possible to account for the main empirical evidences in a promising Brazilian financial market: stock mutual funds. Following the methodology developed
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 11/06/2010
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6. Uma análise da influência de fatores sistemáticos nos retornos das ações do mercado brasileiro / A systematic factors influence analysis on brazilian market stocks returns
Este estudo tem por objetivo examinar a existência de fatores macroeconômicos e fatores financeiros que expliquem os retornos de ações negociadas na Bolsa de Valores Brasileira (BM&FBovespa) durante o período analisado de Janeiro de 1996 a Dezembro de 2009. Além do excesso de retorno de mercado, são analisados os fatores variação da produção indus
Publicado em: 2010
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7. Fatores comuns de mercado, tamanho, valor e diferenciais de juros nos retornos das ações do mercado brasileiro / Common factors of market, value, size and interest differential in stock returns in Brazilian market
This article tests the existence of systematic influences on Brazilian stock returns from July 1996 to December 2005. It is found that the inclusion of factors related to market, value, size, credit and maturity spreads provides better explanation capacity of the stock returns variability than the CAPM. The premium related to market, to value and to innovati
Publicado em: 2007
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8. Multidimensional robust control, uncertainty and finance / Multidimensional robust control, uncertainty and finance
Optimal control theory has being a source of useful tools (including Euler equations, ztransforms, lag operators, Bellman equations, Kalman filtering) to study dynamic economics problems. A more recent field of optimal control, namely robust control, has recently been adopted by some leading economists (Thomas Sargent, Lars Hansen and coauthors) to study imp
Publicado em: 2006
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9. Avaliação relativa de empresas por meio da regressão de direcionadores de valor / Multifactor valuation model
A determinação do valor das empresas é o fator chave nas negociações de fusões e aquisições e tem por objetivo estimar uma faixa de referência que sirva como base nas negociações de tais empresas. A avaliação também é fundamental na determinação do valor de mercado das empresas. As metodologias de Fluxo de Caixa Descontado (FCD) e de múltip
Publicado em: 2004
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10. Projeto, construção e avaliação de uma servovalvula dosadora para sistemas de aplicação de fertilizantes liquidos a taxas variaveis
This work had as aim to project, to build and to evaluate a flow control servo-valve for liquid fertilizer application in variable rates, as well as to conceive a system with capacity for formulation and dosage in which the valve can operate. It was conceived a system capable to work with three concentrate formulations simultaneously, using three independent
Publicado em: 2004
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11. O budismo leigo da Soka Gakkai no Brasil : da revolução humana a utopia mundial
This dissertation analyzes the lay Buddhist movement Sôka Gakkai and its transplantation to Brazil. This movement wasfounded in the 1930s in Japan by a primary school teacher, Tsunesaburô Makiguchi (1871-1944), initially as a study group connected with Nichiren Shôshú ("Orthodox Sect of Nichiren Buddhism "). Excommunicated by this sect in 1991, Gakkai ma
Publicado em: 2001
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12. An application of conditional logistic regression and multifactor dimensionality reduction for detecting gene-gene Interactions on risk of myocardial infarction: The importance of model validation
BioMed Central.