Mercado Financeiro

Author: Daniel Christian Henrique. Advisor: Newton Carneiro Affonso da Costa Júnior. Thesis published in: Institutional Repository of UFSC. This thesis sought to analyze in three essays the formation of this behavioral effect in daily negotiations (considering up to ten working days) for four-month periods in coal, gold and copper exploration companies belonging, respectively, to the stock exchanges of Indonesia, South Africa and Chile from 2012 to 2016 ....

Authors: Lucas Fernando Lovatto, Daniel Christian Henrique and Marcus Vinícius Andrade de Lima. Published in: RCO / USP - Revista de Contabilidade e Organizações - Universidade de São Paulo. The main purpose of this study is to analyze the complementarity of the results of different risk metrics in the composition of an FII Fund. From the literature review, it was decided to adopt the risk variance and Conditional Value-at-Risk metrics, developed in the studies of Markowitz (1952) and Rockafellar and Uryasev (2000, 2002), respectively .....

Authors: Leonardo Boechat Tavares Pereira and Daniel Christian Henrique. Paper published in: IJIE - Iberoamerican Journal of Industrial Engineering. There is a wide variety of investments available on the market, with very different characteristics. The Markowitz (1952) model, configured by quadratic programming, makes it possible to generate portfolios for each level of return expected for the portfolio, minimizing the risk represented by the standard deviation ....

Author: Vinicius Corrêa de Araújo Filho. Advisor: Daniel Christian Henrique. Monograph published in: Institutional Repository of UFSC. The objective of this study is to test three economic-financial indicators (interest, real and Mexican peso) and their relationship with the stock price of companies listed on Latin American exchanges, each with its specific characteristics (indebtedness and exposure foreign currency). Confronting the results with hypotheses adopted by an investment fund manager in the construction of a portfolio ....

Author: Daniel Christian Henrique. Paper published in the XXVI Congresso Brasileiro de Custos. This research, then, had the purpose of studying the formation of the average spread of Brazilian credit operations in the period from 2012 to 2015 through the impact of funding rates, application rates and basic interest rate (Selic) via econometric approaches. Still, it was attempted to analyze which segment had greater influence: individual or legal entity, as well as the expenditure that the bank spread generated in the expenses of Brazilian families with the payment of interest in the referred period .....

Authors: Daniel Christian Henrique and Daniel Gomes Videira. Paper published in the 2014 International Business Congress. This research demonstrated a methodology with the approach of the most significant indicators for analysis of indebtedness, liquidity, profitability and corporate profitability that allows an easy and clear comparison with the situation of your sector through the indexes- pattern. At the end, it can be verified whether a given index of the analyzed company is in a good, satisfactory, reasonable or bad situation ....

Authors: Renan Marcelo de Souza Cadamuro and Daniel Christian Henrique. Paper published in the XXI SIMPEP - Simpósio de Engenharia de Produção. This research applied the Markowitz model for the elaboration of portfolios originating exclusively from shares that make up the IBRX-50 index, as these are highly liquid assets, offering greater attractiveness to investments. Three other strands of this border were created ....

Author: Eugenio Carlos Ventura Nunes da Silva. Advisor: Prof. Dr. Daniel Christian Henrique. Monograph presented to EPS / UFSC. In this investigation, the out-of-sample performance of the portfolio of minimum variance formed by shares in the Ibovespa index was analyzed, from January 2000 to December 2015 ....

Author: Rafael Lopes Monteiro. Advisor: Daniel Christian Henrique Monograph published in EPS / UFSC. The work in question seeks to demystify these fears and present in a simple and direct way the main investment options of the fixed income modality currently available, aiming at reaching the understanding of the small investor, or even the layman who is seeking knowledge to invest in the future ... .

Author: Ebran Augusto Theilacker. Advisor: Daniel Christian Henrique. Monograph presented to EPS / UFSC. The present work sought to compose several efficient investment portfolios in view of the exchange rate fluctuation in the 2014-2015 period. For this purpose, a fundamental analysis was used, in which 254 shares from 19 sectors were analyzed, to compose the initial portfolio with financially sound company assets. Then, the correlations between the levels of exports, imports and the dollar rate were evaluated ....

Authors: Luís Fernando Ghislandi Fretta and Daniel Christian Henrique. Paper published in the Congresso Internacional de Administração 2014. This research aimed to analyze the correlation between the variations in the quotations of companies in the construction industry with their financial performance measured by indicators. Two scenarios were created: correlation for the quarter under analysis and for the quarterly period after the index calculations ....

Authors: Lucas Marinho Falcão Koenig Borges, Eduardo Antônio Marçal, Daniel Christian Henrique and Artur Santa Catarina. Paper published in the I EINEPRO - Econtro Interestadual de Engenharia de Produção. This research aimed to carry out an analysis of the economic and financial situation of a publicly traded industry listed on B3 from 12/31/2006 to 06/30/2014 on 15 financial indicators of a company in the pulp and paper sector, focusing on its comparative performance with four other major industries in the same sector ....