Fator estocástico de desconto: as cotas de variância, métricas de distância e suas extensões

Detalhes bibliográficos
Ano de defesa: 2010
Autor(a) principal: Araújo, João Bretas de
Orientador(a): Almeida, Caio Ibsen Rodrigues de
Banca de defesa: Não Informado pela instituição
Tipo de documento: Dissertação
Tipo de acesso: Acesso aberto
Idioma: por
Instituição de defesa: Não Informado pela instituição
Programa de Pós-Graduação: Não Informado pela instituição
Departamento: Não Informado pela instituição
País: Não Informado pela instituição
Palavras-chave em Português:
Modelos de apreçamento de ativos
Cotas de variância
Erros de especificação
Fator estocástico de desconto
Palavras-chave em Inglês:
Stochastic discount factor
Asset Pricing Models
Variance Bounds
Misspecification
Link de acesso: https://hdl.handle.net/10438/7781
Resumo: The concept of stochastic discount factor pervades the Modern Theory of Asset Pricing. Initially, such object allows unattached pricing models to be discussed under the same terms. However, Hansen and Jagannathan have shown there is worthy information to be brought forth from such powerful concept which undelies asset pricing models. From security market data sets, one is able to explore the behavior of such random variable, determining a useful variance bound. Furthermore, through that instrument, they explore one pitfall on modern asset pricing: model misspecification. Those major contributions, alongside with some of its extensions, are thoroughly investigated in this exposition.
id FGV_5ea785774e1e6823eaab09c5bea993e5
oai_identifier_str oai:repositorio.fgv.br:10438/7781
network_acronym_str FGV
network_name_str Repositório Institucional do FGV (FGV Repositório Digital)
repository_id_str
spelling Araújo, João Bretas deEscolas::EPGEFGVBraido, Luís Henrique BertolinoVicente, José Valentim MachadoAlmeida, Caio Ibsen Rodrigues de2010-12-28T16:33:30Z2010-12-28T16:33:30Z2010-09-30ARAUJO, João Bretas de. Fator estocástico de desconto: as cotas de variância, métricas de distância e suas extensões. Dissertação (Mestrado em Economia) - FGV - Fundação Getúlio Vargas, Rio de Janeiro, 2010.https://hdl.handle.net/10438/7781The concept of stochastic discount factor pervades the Modern Theory of Asset Pricing. Initially, such object allows unattached pricing models to be discussed under the same terms. However, Hansen and Jagannathan have shown there is worthy information to be brought forth from such powerful concept which undelies asset pricing models. From security market data sets, one is able to explore the behavior of such random variable, determining a useful variance bound. Furthermore, through that instrument, they explore one pitfall on modern asset pricing: model misspecification. Those major contributions, alongside with some of its extensions, are thoroughly investigated in this exposition.O conceito de fator estocástico de desconto permeia a Teoria Moderna de Apreçamento de Ativos. A princípio, tal objeto permite homogeneização na discussão sobre modelos de apreçamento. No entanto, Hansen e Jagannathan mostraram que há mais a ser extraído desse poderoso conceito subjacente aos modelos. A partir de dados, estudam limites do comportamento dessa variável aleatória, determinando cotas inferiores para suas variâncias. Além disso, com aquele instrumento, exploram as fragilidades da modelagem em finanças como erros de especificação. Essas contribuições e algumas de suas extensões são investigadas nessa dissertação.porModelos de apreçamento de ativosCotas de variânciaErros de especificaçãoFator estocástico de descontoStochastic discount factorAsset Pricing ModelsVariance BoundsMisspecificationEconomiaModelo de precificação de ativosRisco (Economia)Fator estocástico de desconto: as cotas de variância, métricas de distância e suas extensõesinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisinfo:eu-repo/semantics/openAccessreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVORIGINALPDFPDFapplication/pdf1174985https://repositorio.fgv.br/bitstreams/41c2f973-74a1-40a3-8fe5-9534ea3b0b3f/download2d443b4f657b8cbc7ff6798802dd1bd2MD51LICENSElicense.txtlicense.txttext/plain; charset=utf-84712https://repositorio.fgv.br/bitstreams/5596797c-7aa8-49f4-b879-e4cc4a5acb62/download4dea6f7333914d9740702a2deb2db217MD52TEXTDissertacao - Joao Bretas.pdf.txtDissertacao - Joao Bretas.pdf.txtExtracted Texttext/plain171164https://repositorio.fgv.br/bitstreams/7828cb85-a37d-4b6c-b962-10d41e8ae682/downloadf0ea53a09b9c1a9e95da31816ca458fcMD53PDF.txtPDF.txtExtracted texttext/plain106214https://repositorio.fgv.br/bitstreams/3f51b6fc-ad62-406d-8f0d-a36206c28b12/download438d7b73a911e08654b9b9fe8eabe5a2MD55THUMBNAILDissertacao - Joao Bretas.pdf.jpgDissertacao - Joao Bretas.pdf.jpgGenerated Thumbnailimage/jpeg1629https://repositorio.fgv.br/bitstreams/52dd816c-b43a-4c01-8ef7-f940b49b39b0/download3b58472dd2fc49b7f4dfe5ffba38b49dMD54PDF.jpgPDF.jpgGenerated Thumbnailimage/jpeg2927https://repositorio.fgv.br/bitstreams/f31eb4e1-ad69-44d2-988c-98dc7f9e145f/download839aafca51b676b221e126c7d1f8b66cMD5610438/77812024-07-08 19:11:24.491open.accessoai:repositorio.fgv.br:10438/7781https://repositorio.fgv.brRepositório InstitucionalPRIhttp://bibliotecadigital.fgv.br/dspace-oai/requestopendoar:39742024-07-08T19:11:24Repositório Institucional do FGV (FGV Repositório Digital) - Fundação Getulio Vargas (FGV)falseVEVSTU9TIExJQ0VOQ0lBTUVOVE8gUEFSQSBBUlFVSVZBTUVOVE8sIFJFUFJPRFXDh8ODTyBFIERJVlVMR0HDh8ODTwpQw5pCTElDQSBERSBDT05URcOaRE8gw4AgQklCTElPVEVDQSBWSVJUVUFMIEZHViAodmVyc8OjbyAxLjIpCgoxLiBWb2PDqiwgdXN1w6FyaW8tZGVwb3NpdGFudGUgZGEgQmlibGlvdGVjYSBWaXJ0dWFsIEZHViwgYXNzZWd1cmEsIG5vCnByZXNlbnRlIGF0bywgcXVlIMOpIHRpdHVsYXIgZG9zIGRpcmVpdG9zIGF1dG9yYWlzIHBhdHJpbW9uaWFpcyBlL291CmRpcmVpdG9zIGNvbmV4b3MgcmVmZXJlbnRlcyDDoCB0b3RhbGlkYWRlIGRhIE9icmEgb3JhIGRlcG9zaXRhZGEgZW0KZm9ybWF0byBkaWdpdGFsLCBiZW0gY29tbyBkZSBzZXVzIGNvbXBvbmVudGVzIG1lbm9yZXMsIGVtIHNlIHRyYXRhbmRvCmRlIG9icmEgY29sZXRpdmEsIGNvbmZvcm1lIG8gcHJlY2VpdHVhZG8gcGVsYSBMZWkgOS42MTAvOTggZS9vdSBMZWkKOS42MDkvOTguIE7Do28gc2VuZG8gZXN0ZSBvIGNhc28sIHZvY8OqIGFzc2VndXJhIHRlciBvYnRpZG8sIGRpcmV0YW1lbnRlCmRvcyBkZXZpZG9zIHRpdHVsYXJlcywgYXV0b3JpemHDp8OjbyBwcsOpdmlhIGUgZXhwcmVzc2EgcGFyYSBvIGRlcMOzc2l0byBlCmRpdnVsZ2HDp8OjbyBkYSBPYnJhLCBhYnJhbmdlbmRvIHRvZG9zIG9zIGRpcmVpdG9zIGF1dG9yYWlzIGUgY29uZXhvcwphZmV0YWRvcyBwZWxhIGFzc2luYXR1cmEgZG9zIHByZXNlbnRlcyB0ZXJtb3MgZGUgbGljZW5jaWFtZW50bywgZGUKbW9kbyBhIGVmZXRpdmFtZW50ZSBpc2VudGFyIGEgRnVuZMOnw6NvIEdldHVsaW8gVmFyZ2FzIGUgc2V1cwpmdW5jaW9uw6FyaW9zIGRlIHF1YWxxdWVyIHJlc3BvbnNhYmlsaWRhZGUgcGVsbyB1c28gbsOjby1hdXRvcml6YWRvIGRvCm1hdGVyaWFsIGRlcG9zaXRhZG8sIHNlamEgZW0gdmluY3VsYcOnw6NvIMOgIEJpYmxpb3RlY2EgVmlydHVhbCBGR1YsIHNlamEKZW0gdmluY3VsYcOnw6NvIGEgcXVhaXNxdWVyIHNlcnZpw6dvcyBkZSBidXNjYSBlIGRpc3RyaWJ1acOnw6NvIGRlIGNvbnRlw7pkbwpxdWUgZmHDp2FtIHVzbyBkYXMgaW50ZXJmYWNlcyBlIGVzcGHDp28gZGUgYXJtYXplbmFtZW50byBwcm92aWRlbmNpYWRvcwpwZWxhIEZ1bmRhw6fDo28gR2V0dWxpbyBWYXJnYXMgcG9yIG1laW8gZGUgc2V1cyBzaXN0ZW1hcyBpbmZvcm1hdGl6YWRvcy4KCjIuIEEgYXNzaW5hdHVyYSBkZXN0YSBsaWNlbsOnYSB0ZW0gY29tbyBjb25zZXHDvMOqbmNpYSBhIHRyYW5zZmVyw6puY2lhLCBhCnTDrXR1bG8gbsOjby1leGNsdXNpdm8gZSBuw6NvLW9uZXJvc28sIGlzZW50YSBkbyBwYWdhbWVudG8gZGUgcm95YWx0aWVzCm91IHF1YWxxdWVyIG91dHJhIGNvbnRyYXByZXN0YcOnw6NvLCBwZWN1bmnDoXJpYSBvdSBuw6NvLCDDoCBGdW5kYcOnw6NvCkdldHVsaW8gVmFyZ2FzLCBkb3MgZGlyZWl0b3MgZGUgYXJtYXplbmFyIGRpZ2l0YWxtZW50ZSwgcmVwcm9kdXppciBlCmRpc3RyaWJ1aXIgbmFjaW9uYWwgZSBpbnRlcm5hY2lvbmFsbWVudGUgYSBPYnJhLCBpbmNsdWluZG8tc2UgbyBzZXUKcmVzdW1vL2Fic3RyYWN0LCBwb3IgbWVpb3MgZWxldHLDtG5pY29zLCBubyBzaXRlIGRhIEJpYmxpb3RlY2EgVmlydHVhbApGR1YsIGFvIHDDumJsaWNvIGVtIGdlcmFsLCBlbSByZWdpbWUgZGUgYWNlc3NvIGFiZXJ0by4KCjMuIEEgcHJlc2VudGUgbGljZW7Dp2EgdGFtYsOpbSBhYnJhbmdlLCBub3MgbWVzbW9zIHRlcm1vcyBlc3RhYmVsZWNpZG9zCm5vIGl0ZW0gMiwgc3VwcmEsIHF1YWxxdWVyIGRpcmVpdG8gZGUgY29tdW5pY2HDp8OjbyBhbyBww7pibGljbyBjYWLDrXZlbAplbSByZWxhw6fDo28gw6AgT2JyYSBvcmEgZGVwb3NpdGFkYSwgaW5jbHVpbmRvLXNlIG9zIHVzb3MgcmVmZXJlbnRlcyDDoApyZXByZXNlbnRhw6fDo28gcMO6YmxpY2EgZS9vdSBleGVjdcOnw6NvIHDDumJsaWNhLCBiZW0gY29tbyBxdWFscXVlciBvdXRyYQptb2RhbGlkYWRlIGRlIGNvbXVuaWNhw6fDo28gYW8gcMO6YmxpY28gcXVlIGV4aXN0YSBvdSB2ZW5oYSBhIGV4aXN0aXIsCm5vcyB0ZXJtb3MgZG8gYXJ0aWdvIDY4IGUgc2VndWludGVzIGRhIExlaSA5LjYxMC85OCwgbmEgZXh0ZW5zw6NvIHF1ZQpmb3IgYXBsaWPDoXZlbCBhb3Mgc2VydmnDp29zIHByZXN0YWRvcyBhbyBww7pibGljbyBwZWxhIEJpYmxpb3RlY2EKVmlydHVhbCBGR1YuCgo0LiBFc3RhIGxpY2Vuw6dhIGFicmFuZ2UsIGFpbmRhLCBub3MgbWVzbW9zIHRlcm1vcyBlc3RhYmVsZWNpZG9zIG5vCml0ZW0gMiwgc3VwcmEsIHRvZG9zIG9zIGRpcmVpdG9zIGNvbmV4b3MgZGUgYXJ0aXN0YXMgaW50w6lycHJldGVzIG91CmV4ZWN1dGFudGVzLCBwcm9kdXRvcmVzIGZvbm9ncsOhZmljb3Mgb3UgZW1wcmVzYXMgZGUgcmFkaW9kaWZ1c8OjbyBxdWUKZXZlbnR1YWxtZW50ZSBzZWphbSBhcGxpY8OhdmVpcyBlbSByZWxhw6fDo28gw6Agb2JyYSBkZXBvc2l0YWRhLCBlbQpjb25mb3JtaWRhZGUgY29tIG8gcmVnaW1lIGZpeGFkbyBubyBUw610dWxvIFYgZGEgTGVpIDkuNjEwLzk4LgoKNS4gU2UgYSBPYnJhIGRlcG9zaXRhZGEgZm9pIG91IMOpIG9iamV0byBkZSBmaW5hbmNpYW1lbnRvIHBvcgppbnN0aXR1acOnw7VlcyBkZSBmb21lbnRvIMOgIHBlc3F1aXNhIG91IHF1YWxxdWVyIG91dHJhIHNlbWVsaGFudGUsIHZvY8OqCm91IG8gdGl0dWxhciBhc3NlZ3VyYSBxdWUgY3VtcHJpdSB0b2RhcyBhcyBvYnJpZ2HDp8O1ZXMgcXVlIGxoZSBmb3JhbQppbXBvc3RhcyBwZWxhIGluc3RpdHVpw6fDo28gZmluYW5jaWFkb3JhIGVtIHJhesOjbyBkbyBmaW5hbmNpYW1lbnRvLCBlCnF1ZSBuw6NvIGVzdMOhIGNvbnRyYXJpYW5kbyBxdWFscXVlciBkaXNwb3Npw6fDo28gY29udHJhdHVhbCByZWZlcmVudGUgw6AKcHVibGljYcOnw6NvIGRvIGNvbnRlw7pkbyBvcmEgc3VibWV0aWRvIMOgIEJpYmxpb3RlY2EgVmlydHVhbCBGR1YuCgo2LiBDYXNvIGEgT2JyYSBvcmEgZGVwb3NpdGFkYSBlbmNvbnRyZS1zZSBsaWNlbmNpYWRhIHNvYiB1bWEgbGljZW7Dp2EKQ3JlYXRpdmUgQ29tbW9ucyAocXVhbHF1ZXIgdmVyc8OjbyksIHNvYiBhIGxpY2Vuw6dhIEdOVSBGcmVlCkRvY3VtZW50YXRpb24gTGljZW5zZSAocXVhbHF1ZXIgdmVyc8OjbyksIG91IG91dHJhIGxpY2Vuw6dhIHF1YWxpZmljYWRhCmNvbW8gbGl2cmUgc2VndW5kbyBvcyBjcml0w6lyaW9zIGRhIERlZmluaXRpb24gb2YgRnJlZSBDdWx0dXJhbCBXb3JrcwooZGlzcG9uw612ZWwgZW06IGh0dHA6Ly9mcmVlZG9tZGVmaW5lZC5vcmcvRGVmaW5pdGlvbikgb3UgRnJlZSBTb2Z0d2FyZQpEZWZpbml0aW9uIChkaXNwb27DrXZlbCBlbTogaHR0cDovL3d3dy5nbnUub3JnL3BoaWxvc29waHkvZnJlZS1zdy5odG1sKSwgCm8gYXJxdWl2byByZWZlcmVudGUgw6AgT2JyYSBkZXZlIGluZGljYXIgYSBsaWNlbsOnYSBhcGxpY8OhdmVsIGVtCmNvbnRlw7pkbyBsZWfDrXZlbCBwb3Igc2VyZXMgaHVtYW5vcyBlLCBzZSBwb3Nzw612ZWwsIHRhbWLDqW0gZW0gbWV0YWRhZG9zCmxlZ8OtdmVpcyBwb3IgbcOhcXVpbmEuIEEgaW5kaWNhw6fDo28gZGEgbGljZW7Dp2EgYXBsaWPDoXZlbCBkZXZlIHNlcgphY29tcGFuaGFkYSBkZSB1bSBsaW5rIHBhcmEgb3MgdGVybW9zIGRlIGxpY2VuY2lhbWVudG8gb3Ugc3VhIGPDs3BpYQppbnRlZ3JhbC4KCgpBbyBjb25jbHVpciBhIHByZXNlbnRlIGV0YXBhIGUgYXMgZXRhcGFzIHN1YnNlccO8ZW50ZXMgZG8gcHJvY2Vzc28gZGUKc3VibWlzc8OjbyBkZSBhcnF1aXZvcyDDoCBCaWJsaW90ZWNhIFZpcnR1YWwgRkdWLCB2b2PDqiBhdGVzdGEgcXVlIGxldSBlCmNvbmNvcmRhIGludGVncmFsbWVudGUgY29tIG9zIHRlcm1vcyBhY2ltYSBkZWxpbWl0YWRvcywgYXNzaW5hbmRvLW9zCnNlbSBmYXplciBxdWFscXVlciByZXNlcnZhIGUgbm92YW1lbnRlIGNvbmZpcm1hbmRvIHF1ZSBjdW1wcmUgb3MKcmVxdWlzaXRvcyBpbmRpY2Fkb3Mgbm8gaXRlbSAxLCBzdXByYS4KCkhhdmVuZG8gcXVhbHF1ZXIgZGlzY29yZMOibmNpYSBlbSByZWxhw6fDo28gYW9zIHByZXNlbnRlcyB0ZXJtb3Mgb3UgbsOjbwpzZSB2ZXJpZmljYW5kbyBvIGV4aWdpZG8gbm8gaXRlbSAxLCBzdXByYSwgdm9jw6ogZGV2ZSBpbnRlcnJvbXBlcgppbWVkaWF0YW1lbnRlIG8gcHJvY2Vzc28gZGUgc3VibWlzc8Ojby4gQSBjb250aW51aWRhZGUgZG8gcHJvY2Vzc28KZXF1aXZhbGUgw6AgYXNzaW5hdHVyYSBkZXN0ZSBkb2N1bWVudG8sIGNvbSB0b2RhcyBhcyBjb25zZXHDvMOqbmNpYXMgbmVsZQpwcmV2aXN0YXMsIHN1amVpdGFuZG8tc2UgbyBzaWduYXTDoXJpbyBhIHNhbsOnw7VlcyBjaXZpcyBlIGNyaW1pbmFpcyBjYXNvCm7Do28gc2VqYSB0aXR1bGFyIGRvcyBkaXJlaXRvcyBhdXRvcmFpcyBwYXRyaW1vbmlhaXMgZS9vdSBjb25leG9zCmFwbGljw6F2ZWlzIMOgIE9icmEgZGVwb3NpdGFkYSBkdXJhbnRlIGVzdGUgcHJvY2Vzc28sIG91IGNhc28gbsOjbyB0ZW5oYQpvYnRpZG8gcHLDqXZpYSBlIGV4cHJlc3NhIGF1dG9yaXphw6fDo28gZG8gdGl0dWxhciBwYXJhIG8gZGVww7NzaXRvIGUKdG9kb3Mgb3MgdXNvcyBkYSBPYnJhIGVudm9sdmlkb3MuCgoKUGFyYSBhIHNvbHXDp8OjbyBkZSBxdWFscXVlciBkw7p2aWRhIHF1YW50byBhb3MgdGVybW9zIGRlIGxpY2VuY2lhbWVudG8gZQpvIHByb2Nlc3NvIGRlIHN1Ym1pc3PDo28sIGVudHJlIGVtIGNvbnRhdG8gY29tIFtuY2VwZ2VAZmd2LmJyXQo=
dc.title.por.fl_str_mv Fator estocástico de desconto: as cotas de variância, métricas de distância e suas extensões
title Fator estocástico de desconto: as cotas de variância, métricas de distância e suas extensões
spellingShingle Fator estocástico de desconto: as cotas de variância, métricas de distância e suas extensões
Araújo, João Bretas de
Modelos de apreçamento de ativos
Cotas de variância
Erros de especificação
Fator estocástico de desconto
Stochastic discount factor
Asset Pricing Models
Variance Bounds
Misspecification
Economia
Modelo de precificação de ativos
Risco (Economia)
title_short Fator estocástico de desconto: as cotas de variância, métricas de distância e suas extensões
title_full Fator estocástico de desconto: as cotas de variância, métricas de distância e suas extensões
title_fullStr Fator estocástico de desconto: as cotas de variância, métricas de distância e suas extensões
title_full_unstemmed Fator estocástico de desconto: as cotas de variância, métricas de distância e suas extensões
title_sort Fator estocástico de desconto: as cotas de variância, métricas de distância e suas extensões
author Araújo, João Bretas de
author_facet Araújo, João Bretas de
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EPGE
dc.contributor.affiliation.none.fl_str_mv FGV
dc.contributor.member.none.fl_str_mv Braido, Luís Henrique Bertolino
Vicente, José Valentim Machado
dc.contributor.author.fl_str_mv Araújo, João Bretas de
dc.contributor.advisor1.fl_str_mv Almeida, Caio Ibsen Rodrigues de
contributor_str_mv Almeida, Caio Ibsen Rodrigues de
dc.subject.por.fl_str_mv Modelos de apreçamento de ativos
Cotas de variância
Erros de especificação
Fator estocástico de desconto
topic Modelos de apreçamento de ativos
Cotas de variância
Erros de especificação
Fator estocástico de desconto
Stochastic discount factor
Asset Pricing Models
Variance Bounds
Misspecification
Economia
Modelo de precificação de ativos
Risco (Economia)
dc.subject.eng.fl_str_mv Stochastic discount factor
Asset Pricing Models
Variance Bounds
Misspecification
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Modelo de precificação de ativos
Risco (Economia)
description The concept of stochastic discount factor pervades the Modern Theory of Asset Pricing. Initially, such object allows unattached pricing models to be discussed under the same terms. However, Hansen and Jagannathan have shown there is worthy information to be brought forth from such powerful concept which undelies asset pricing models. From security market data sets, one is able to explore the behavior of such random variable, determining a useful variance bound. Furthermore, through that instrument, they explore one pitfall on modern asset pricing: model misspecification. Those major contributions, alongside with some of its extensions, are thoroughly investigated in this exposition.
publishDate 2010
dc.date.accessioned.fl_str_mv 2010-12-28T16:33:30Z
dc.date.available.fl_str_mv 2010-12-28T16:33:30Z
dc.date.issued.fl_str_mv 2010-09-30
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.citation.fl_str_mv ARAUJO, João Bretas de. Fator estocástico de desconto: as cotas de variância, métricas de distância e suas extensões. Dissertação (Mestrado em Economia) - FGV - Fundação Getúlio Vargas, Rio de Janeiro, 2010.
dc.identifier.uri.fl_str_mv https://hdl.handle.net/10438/7781
identifier_str_mv ARAUJO, João Bretas de. Fator estocástico de desconto: as cotas de variância, métricas de distância e suas extensões. Dissertação (Mestrado em Economia) - FGV - Fundação Getúlio Vargas, Rio de Janeiro, 2010.
url https://hdl.handle.net/10438/7781
dc.language.iso.fl_str_mv por
language por
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.source.none.fl_str_mv reponame:Repositório Institucional do FGV (FGV Repositório Digital)
instname:Fundação Getulio Vargas (FGV)
instacron:FGV
instname_str Fundação Getulio Vargas (FGV)
instacron_str FGV
institution FGV
reponame_str Repositório Institucional do FGV (FGV Repositório Digital)
collection Repositório Institucional do FGV (FGV Repositório Digital)
bitstream.url.fl_str_mv https://repositorio.fgv.br/bitstreams/41c2f973-74a1-40a3-8fe5-9534ea3b0b3f/download
https://repositorio.fgv.br/bitstreams/5596797c-7aa8-49f4-b879-e4cc4a5acb62/download
https://repositorio.fgv.br/bitstreams/7828cb85-a37d-4b6c-b962-10d41e8ae682/download
https://repositorio.fgv.br/bitstreams/3f51b6fc-ad62-406d-8f0d-a36206c28b12/download
https://repositorio.fgv.br/bitstreams/52dd816c-b43a-4c01-8ef7-f940b49b39b0/download
https://repositorio.fgv.br/bitstreams/f31eb4e1-ad69-44d2-988c-98dc7f9e145f/download
bitstream.checksum.fl_str_mv 2d443b4f657b8cbc7ff6798802dd1bd2
4dea6f7333914d9740702a2deb2db217
f0ea53a09b9c1a9e95da31816ca458fc
438d7b73a911e08654b9b9fe8eabe5a2
3b58472dd2fc49b7f4dfe5ffba38b49d
839aafca51b676b221e126c7d1f8b66c
bitstream.checksumAlgorithm.fl_str_mv MD5
MD5
MD5
MD5
MD5
MD5
repository.name.fl_str_mv Repositório Institucional do FGV (FGV Repositório Digital) - Fundação Getulio Vargas (FGV)
repository.mail.fl_str_mv
_version_ 1827842558007443456

Registros relacionados