Publicação
Decoding the quality factor: quality investing in emerging markets
| datacite.subject.fos | Ciências Sociais::Economia e Gestão | pt_PT |
| dc.contributor.advisor | Ottonello, Giorgio | |
| dc.contributor.author | Ambrosius, Lorenz Paul | |
| dc.date.accessioned | 2022-07-20T15:17:10Z | |
| dc.date.available | 2025-12-17T01:30:21Z | |
| dc.date.issued | 2022-01-12 | |
| dc.date.submitted | 2021-12-17 | |
| dc.description.abstract | This master thesis forms part of a series of papers seeking to provide academic guidance on practical issues encountered by BPI Gestão de Ativos(BPI GA)and test the effectiveness of quality investing strategies in emerging markets. By applying BPI GA’s quality strategy and equity screen to a predominantly Brazilian investment universe and running regression analysis using Fama French emerging market factors, it was confirmed that (1) BPI GA's quality investing strategy creates value in emerging markets, (2) the quality premium exists in Brazil, (3) the Brazilian market has a relative lyl ow number of quality companies, (4) BPI GA's quality strategy is sensitive to the size of the investment universe it is applied to and (5) quality equity screens perform markets. Thus, the final recommendation was to apply BPI GA’s quality investing strategy to a large investment universe spanning multiple emerging markets. | pt_PT |
| dc.identifier.tid | 202997529 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10362/142189 | |
| dc.language.iso | eng | pt_PT |
| dc.relation | Nova School of Business and Economics | |
| dc.subject | Factor investing | pt_PT |
| dc.subject | Quality investing | pt_PT |
| dc.subject | Emerging markets equity | pt_PT |
| dc.subject | Brazilian equity market | pt_PT |
| dc.subject | Asset management | pt_PT |
| dc.title | Decoding the quality factor: quality investing in emerging markets | pt_PT |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| oaire.awardNumber | UID/ECO/00124/2013 | |
| oaire.awardTitle | Nova School of Business and Economics | |
| oaire.awardURI | info:eu-repo/grantAgreement/FCT/6817 - DCRRNI ID/UID%2FECO%2F00124%2F2013/PT | |
| oaire.fundingStream | 6817 - DCRRNI ID | |
| project.funder.identifier | http://doi.org/10.13039/501100001871 | |
| project.funder.name | Fundação para a Ciência e a Tecnologia | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | masterThesis | pt_PT |
| relation.isProjectOfPublication | 644a3f4f-817b-4d0d-aba6-f98cdca28bc7 | |
| relation.isProjectOfPublication.latestForDiscovery | 644a3f4f-817b-4d0d-aba6-f98cdca28bc7 | |
| thesis.degree.name | A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics | pt_PT |