Gyorgy Varga

Personal Details

First Name:	Gyorgy
Middle Name:
Last Name:	Varga
Suffix:
RePEc Short-ID:	pva399
	[This author has chosen not to make the email address public]
	http://www.fce.com.br/gv

Affiliation

FCE Consultoria (FCE Consulting)

http://www.fce.com.br
Brazil, Rio de Janeiro

Citations

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Working papers

1. Varga, Gyorgy & Wengert, Maxim, 2010. "The growth and size of the Brazilian mutual fund industry," MPRA Paper 21581, University Library of Munich, Germany.

   Cited by:

   1. Nicolescu Luminiţa & Tudorache Florentin Gabriel, 2018. "Romania, Slovakia and Hungary: evolution of mutual funds in recent years," Proceedings of the International Conference on Business Excellence, Sciendo, vol. 12(1), pages 695-710, May.
   2. Hsiu-lang Chen & Rodrigo F. Malaquias, 2018. "Does Individual Fund Shareholder Structure Matter? A Study of Exclusive Funds in Brazil," Review of Economics & Finance, Better Advances Press, Canada, vol. 12, pages 1-15, May.
   3. Mamede, Samuel de Paiva Naves & Malaquias, Rodrigo Fernandes, 2017. "Monday effect in Brazilian hedge funds with immediate redemption," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 47-53.
   4. Nicolescu Luminiţa & Tudorache Florentin Gabriel, 2017. "Capital markets in Central and Eastern Europe: two selected cases," Proceedings of the International Conference on Business Excellence, Sciendo, vol. 11(1), pages 597-606, July.
   5. Abramov, Alexander E. (Абрамов, Александр Е.) & Akshentseva, Ksenya (Акшенцева, Ксения), 2014. "The Development of Collective Investments in Russia [Развитие Коллективных Инвестиций В России]," Published Papers om17, Russian Presidential Academy of National Economy and Public Administration.
   6. Luminiţa NICOLESCU & Florentin Gabriel TUDORACHE, 2016. "The Evolution of Non-Banking Financial Markets in Hungary: The Case of Mutual Funds," Management Dynamics in the Knowledge Economy, College of Management, National University of Political Studies and Public Administration, vol. 4(4), pages 591-621, December.

2. Varga, Gyorgy, 2009. "Teste de Modelos Estatísticos para a Estrutura a Termo no Brasil [Test of Term Structure Models for Brazil]," MPRA Paper 20832, University Library of Munich, Germany.

   Cited by:

   1. Joao Frois Caldeira & Guilherme Valle Moura & Marcelo Savino Portugal, 2011. "Efficient Interest Ratecurve Estimation And Forecasting In Brazil," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] 133, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
   2. Almeida, Caio & Gomes, Romeu & Leite, André & Vicente, José, 2008. "Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 62(4), December.
      • Caio Almeida & Romeu Gomes & André Leite & José Vicente, 2007. "Movimentos da Estrutura a Termo e Critérios de Minimização do Erro de Previsão em um Modelo Paramétrico Exponencial," Working Papers Series 146, Central Bank of Brazil, Research Department.

3. Varga, G., 1999. "Índice de Sharpe e outros Indicadores de Performance Aplicados a Fundos de Ações Brasileiros," Finance Lab Working Papers flwp_12, Finance Lab, Insper Instituto de Ensino e Pesquisa.

   Cited by:

   1. Jamile Soeiro de Vasconcelos & Marcelo Augusto Farias de Castro, 2017. "Análise de Risco Aplicado aos Bairros de Fortaleza utilizando Índice de Sharpe," LARES lares_2017_paper_91, Latin American Real Estate Society (LARES).
   2. Paulo Rogério Faustino Matos & Christiano Modesto Penna & Ana Balbina Gomes Silva, 2015. "Mutual Investments Funds in Shares in Brazil: Incentives, Management and Convergence," Brazilian Business Review, Fucape Business School, vol. 12(2), pages 110-144, March.
   3. Paulo Rogério Faustino Matos & Artur Nave, 2012. "Stock investment funds in Brazil: performance and management expertise," Brazilian Business Review, Fucape Business School, vol. 9(Special I), pages 1-37, March.
   4. Paulo Matos & Guilherme Padilha & Maurício Benegas, 2016. "On the management efficiency of Brazilian stock mutual funds," Operational Research, Springer, vol. 16(3), pages 365-399, October.
   5. Knebel Baggio, Daniel & Kelm, Martinho Luis & Ferruz Agudo, Luis & Marco Sanjuán, Isabel, 2009. "Análise da formação de carteiras de investimentos: uma aplicação no mercado acionário brasileiro," 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 3, June.
   6. Fonseca, Nelson & Bressan, Aureliano & Iquiapaza, Robert & Guerra, João, 2007. "Análise do Desempenho Recente de Fundos de Investimento no Brasil [Recent Performance Analysis of Mutual Funds in Brazil]," MPRA Paper 2994, University Library of Munich, Germany.

More information

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Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-BAN: Banking (1) 2010-04-04

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