Marcelo Guzella

University of São Paulo (USP)

Rua Luciano Gualberto, 315

São Paulo, São Paulo 14800-901

Brazil

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Scholarly Papers (1)

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Predictive Power of Brazilian Equity Fund Performance Using R2 as a Measure of Selectivity

Accounting & Finance Review, Vol. 28, No. 74, p. 282–296, 2017
Posted: 20 Apr 2017
Marcelo Guzella and Carlos Heitor Campani
University of São Paulo (USP) and The COPPEAD Graduate School of Business - Federal University of Rio de Janeiro (UFRJ)

Abstract:

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Selectivity of Equity Funds, Financial Brazilian Market, Predictive Power, Sharpe Ratio, Jensen's Alpha