Best ideas: avaliação do desempenho de portfólios de ações de alta convicção no mercado brasileiro

Detalhes bibliográficos
Ano de defesa: 2017
Autor(a) principal: Binsfeld, Tiago de Lima
Orientador(a): Rochman, Ricardo Ratner
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:
Cinco fatores
Seis fatores
Ações
Diversificação
Palavras-chave em Inglês:
Herding
Best ideas
Link de acesso: http://hdl.handle.net/10438/19733
Resumo: This paper searches for evidences that equity portfolio managers hold in their portfolios a finite number of stocks able to generate alpha. Theoretical portfolios are built from the best ideas identified in 2.201 Brazilian equity funds in the period from 2009 to 2016. In order to explain the return determinants, we use the five-factor Fama and French model (2015), as well as an alternate six-factor model, with the inclusion of herding. Results indicate that best ideas portfolios presented returns over the IBX 100 portfolio ranging from 0.69% to 2.33% per quarter, while the aggregate of managers’ ideas yielded a return inferior to the benchmark by 0.20% per quarter. By controlling different specifications of the model, alpha was found to be positive and significant at 5% of level of significance.
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spelling Binsfeld, Tiago de LimaEscolas::EESPRidolfo Neto, ArthurSampaio, Joelson OliveiraRochman, Ricardo Ratner2018-01-16T12:56:35Z2018-01-16T12:56:35Z2017-12-18http://hdl.handle.net/10438/19733This paper searches for evidences that equity portfolio managers hold in their portfolios a finite number of stocks able to generate alpha. Theoretical portfolios are built from the best ideas identified in 2.201 Brazilian equity funds in the period from 2009 to 2016. In order to explain the return determinants, we use the five-factor Fama and French model (2015), as well as an alternate six-factor model, with the inclusion of herding. Results indicate that best ideas portfolios presented returns over the IBX 100 portfolio ranging from 0.69% to 2.33% per quarter, while the aggregate of managers’ ideas yielded a return inferior to the benchmark by 0.20% per quarter. By controlling different specifications of the model, alpha was found to be positive and significant at 5% of level of significance.O trabalho procura evidências de que gestores de fundos de ações possuem um número finito de ações capazes de gerar alfa em suas carteiras. São construídos portfólios teóricos formados pelas best ideas identificadas nos 2.201 fundos de ações brasileiros que compõem a amostra do período de 2009 a 2016. Para explicar o desempenho desses portfólios, utiliza-se o modelo de cinco fatores de Fama e French (2015) e um modelo alternativo com a inclusão do fator herding. Os resultados mostram que os portfólios de best ideas brasileiras apresentaram desempenho superior ao benchmark teórico IBX 100 em no mínimo 0,69% e no máximo 2,33% por trimestre, enquanto o agregado das ideias dos gestores apresenta um retorno inferior ao benchmark em 0,20% por trimestre. 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dc.title.por.fl_str_mv Best ideas: avaliação do desempenho de portfólios de ações de alta convicção no mercado brasileiro
title Best ideas: avaliação do desempenho de portfólios de ações de alta convicção no mercado brasileiro
spellingShingle Best ideas: avaliação do desempenho de portfólios de ações de alta convicção no mercado brasileiro
Binsfeld, Tiago de Lima
Herding
Best ideas
Cinco fatores
Seis fatores
Ações
Diversificação
Economia
Fundos de investimento - Brasil
Ações (Finanças)
Investidores (Finanças)
Desempenho
title_short Best ideas: avaliação do desempenho de portfólios de ações de alta convicção no mercado brasileiro
title_full Best ideas: avaliação do desempenho de portfólios de ações de alta convicção no mercado brasileiro
title_fullStr Best ideas: avaliação do desempenho de portfólios de ações de alta convicção no mercado brasileiro
title_full_unstemmed Best ideas: avaliação do desempenho de portfólios de ações de alta convicção no mercado brasileiro
title_sort Best ideas: avaliação do desempenho de portfólios de ações de alta convicção no mercado brasileiro
author Binsfeld, Tiago de Lima
author_facet Binsfeld, Tiago de Lima
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EESP
dc.contributor.member.none.fl_str_mv Ridolfo Neto, Arthur
Sampaio, Joelson Oliveira
dc.contributor.author.fl_str_mv Binsfeld, Tiago de Lima
dc.contributor.advisor1.fl_str_mv Rochman, Ricardo Ratner
contributor_str_mv Rochman, Ricardo Ratner
dc.subject.eng.fl_str_mv Herding
Best ideas
topic Herding
Best ideas
Cinco fatores
Seis fatores
Ações
Diversificação
Economia
Fundos de investimento - Brasil
Ações (Finanças)
Investidores (Finanças)
Desempenho
dc.subject.por.fl_str_mv Cinco fatores
Seis fatores
Ações
Diversificação
dc.subject.area.por.fl_str_mv Economia
dc.subject.bibliodata.por.fl_str_mv Fundos de investimento - Brasil
Ações (Finanças)
Investidores (Finanças)
Desempenho
description This paper searches for evidences that equity portfolio managers hold in their portfolios a finite number of stocks able to generate alpha. Theoretical portfolios are built from the best ideas identified in 2.201 Brazilian equity funds in the period from 2009 to 2016. In order to explain the return determinants, we use the five-factor Fama and French model (2015), as well as an alternate six-factor model, with the inclusion of herding. Results indicate that best ideas portfolios presented returns over the IBX 100 portfolio ranging from 0.69% to 2.33% per quarter, while the aggregate of managers’ ideas yielded a return inferior to the benchmark by 0.20% per quarter. By controlling different specifications of the model, alpha was found to be positive and significant at 5% of level of significance.
publishDate 2017
dc.date.issued.fl_str_mv 2017-12-18
dc.date.accessioned.fl_str_mv 2018-01-16T12:56:35Z
dc.date.available.fl_str_mv 2018-01-16T12:56:35Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
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