Does managing a retirement portfolio via rate of return, Sharpe ratio and social interaction generate good returns? An analysis for the years 2017 to 2020

Motivated by the economic context, the social security reform in Brazil, and the behavior of Brazilian individual investors in the retirement-fund market, this study designs an algorithm to manage a real retirement-fund portfolio. In our model, the theoretical manager of the fund can allocate its r...

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Bibliographic Details
Main Authors: Nicollas Mateus Gomes, Helberte João França Almeida, Rafael Jasper Feltrin, Guilherme de Oliveira
Format: Article
Language:Portuguese
Published: Universidade Federal de Santa Catarina 2024-10-01
Series:Textos de Economia
Subjects:
Online Access:https://periodicos.ufsc.br/index.php/economia/article/view/84889
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