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¿Es la performance de los fondos brasileños de renta variable persistente?

Author

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  • Knebel, Daniel
  • Ferruz, Luis

Abstract

El objetivo de este estudio es analizar la persistencia de la performance de los Fondos de Inversión de Renta Variable de Brasil. La base de datos fue formada por 459 Fondos, siendo 321 del IBOVESPA y 138 del IBX, de 1997 hasta 2006. Los Fondos fueron clasificados como ganadores (Winners) o perdedores (Losers) a través de la mediana de las rentabilidades anuales y se observó a partir de los análisis estadísticos paramétricos (tablas de contingencia) la existencia del fenómeno de la persistencia. Los resultados revelaron en cuatro de los nueve períodos analizados la existencia de la persistencia de la performance.

Suggested Citation

  • Knebel, Daniel & Ferruz, Luis, 2008. "¿Es la performance de los fondos brasileños de renta variable persistente?," Gestión Joven "Revista de la Agrupación Joven Iberoamericana de Contabilidad y Administración de Empresas". Young Management "Journal of the Young Iberomerican Group of Accounting and Business Adminis, Asociación Española de Contabilidad y Administración de Empresas (AECA). Spanish Accounting and Business Administration Association., issue 1, April.
    • Handle: RePEc:ges:articl:2008-10:3-14
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    Keywords

    Fondos de Inversión; renta variable.;

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