Valor x crescimento: uma análise empírica da relação risco x retorno nas carteiras de ações da Bovespa
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2005-11-24
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This work shows the relationship between the market-to-book ratio and returns in the Brazilian market, using a sample of stocks from the Sao Paulo Stock Exchange (Bovespa). The results shows that, during the period used in this study, it was possible to earn best returns building portfolios based on the greatest market-to-book ratios, without increasing risk.