Competição inter familiar: exchange traded funds e fundos de investimentos passivos

With the ETF going to be used for more sophisticated investors and with the possibility to go on to win representation, either for a passive strategy or strategy combined with more specialized and higher risk assets, this paper seeks to explain and justify the coexistence of these vehicles, which ha...

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Detalles Bibliográficos
Autor: Mattos, Igino Zucchi de
Tipo de recurso: tesis de maestría
Estado:Versión publicada
Fecha de publicación:2011
País:Brasil
Institución:Fundação Getulio Vargas (FGV)
Repositorio:Repositório Institucional do FGV (FGV Repositório Digital)
Idioma:portugués
OAI Identifier:oai:repositorio.fgv.br:10438/8532
Acceso en línea:http://hdl.handle.net/10438/8532
Access Level:acceso abierto
Palabra clave:Exchange-Traded Funds
Funds
Performance
Fundos
Tracking error
Economia
Fundos de investimento
Investimentos - Avaliação
Descripción
Sumario:With the ETF going to be used for more sophisticated investors and with the possibility to go on to win representation, either for a passive strategy or strategy combined with more specialized and higher risk assets, this paper seeks to explain and justify the coexistence of these vehicles, which has similar goals, but with different structures. With this objective, the study seeks to analyze the behavior and the effectiveness of passive investment products-funds classified as ETF´s (acronym for Exchange-Traded Fund) and Passive mutual funds in the Brazilian market. Study seeks to benchmark, demonstrating differentiations of products from a technical point of view, validating the behavior of managers and product for final investors. Despite recent academic literature, the study seeks to elucidate potential opportunities and relevant aspects to investors. The objective doesn't include make comparison between active funds and ETF´s in Brazil, only display the figures - returns obtained - in recent periods. Concluding with numeric examples, ETF becomes an attractive to investors as harnessing their potential, the fact this with relevant developments in the markets of Europe and United States, mainly.