Papers on Finance, Accounting and Economics

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Title: Framework for Debating Finance with Publications and Films

Author: Marcelo Henriques de Brito

Abstract: The initial goal of this work is to present a new pictorial framework with the body of knowledge for financial analysis and portfolio management, including investment instruments as well as the required fundamental and applied knowledge for financial decision making. An additional objective is to list scenes of films and publications in English sorted according to the suggested framework so as to be used with groups and engage them to discuss financial cases and issues in English, since this language is used in the financial industry worldwide. Such recommendations of films and publications target real, practical situations and circumstances accessible by audiences with various backgrounds. A further purpose of this work is to present a procedure to employ surveys during presentations with debates. Such procedure includes the suggestion of collecting answers from attendees using QR code, which enables on-line feedback of the audience using their smartphones.

Keywords: active learning, finance, corporate finance, investment instruments, portfolio management

:
HENRIQUES-DE-BRITO, MARCELO. Framework for Debating Finance with Publications and Films. In: EnEPQ 2018 ANPAD (Associação Nacional de Pós-Graduação e Pesquisa em Administração), 2018, Porto Alegre. EnEPQ 2018 ANPAD (Associação Nacional de Pós-Graduação e Pesquisa em Administração), 2018.

Also available at SSRN: https://ssrn.com/abstract=3466410

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Title: Group Behavioral Biases Affect Financial Decisions Unlike Individual Behavioral Biases

AuthorMarcelo Henriques de Brito

AbstractThis work presents a new approach to behavioral finance with a theoretical contribution by suggesting and discussing with examples a list of group behavioral biases along with established individual behavioral biases, bringing, hence, an additional outlook on how behavioral biases affect financial decisions. While individual behavioral biases are detected in individuals acting alone, group behavioral biases require the scrutiny of group behavior. This awareness may be particularly important to institutional investors, whose decisions basically stem from a committee or a group that will exhibit behavioral biases depending on how the group members interact between themselves when making a decision, which may include negotiation activities and not necessarily be related to personality or hierarchy…

KeywordsBehavioral Finance, Decision-Making, Investment, Portfolio Management, Communication, Institutional Investors

Suggested Citation:

HENRIQUES-DE-BRITO, MARCELO; JARDIM, P. E. Group Behavioral Biases Affect Financial Decisions Unlike Individual Behavioral Biases. IADIS International Journal on Computer Science and Information Systems. , v.15, p.1-12 – , 2020.

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Title: International Pricing Strategy: Why Prices Rise and How Prices Change

Author: Marcelo Henriques de Brito

Abstract: This work discusses the struggle to readjust local prices throughout the world, particularly considering changes in the exchange rates. Insights are drawn from data that the newspaper “The Economist” uses to calculate “The Big Mac Index” and also from the UBS study “Prices and Earnings around the Globe”. Indeed, prices in US-dollars for the Big Mac and for a basket of goods are not the same around the world basically for three reasons. First, industrialised economies trading more sophisticated goods tend to present higher prices in US-dollars compared to those in developing countries that mostly deal with raw materials and goods with less added-value.

KeywordsPrices; Exchange rates; Law of One Price; Purchasing Power Parity Theory; Big Mac; McDonald’s; Earnings; UBS study; Corporate Finance

Suggested Citation

HENRIQUES DE BRITO, Marcelo. International Pricing Strategy: Why Prices Rise and How Prices Change. In: Oitavo Encontro Brasileiro de Finanças, 2008, Rio de Janeiro. Oitavo Encontro Brasileiro de Finanças, 2008.

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Title: Short-term and Long-term Strategies for Dealing with Financial Risk Exposures

Author: Marcelo Henriques de Brito

AbstractWith a risk-return perspective, this work presents an original framework enfolding several profit & loss diagrams for a variety of option strategies to be employed in the short-term, either for hedging or for speculative purposes. This work also discusses performance evaluation of several diversified portfolios subjected to different rebalancing procedures during a three-year period, using data for securities traded at the Brazilian exchange B3, so as to assess the effectiveness of long-term investment strategies

KeywordsOption Strategies, Diversification, Rebalancing, Portfolio Management, Risk Management

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HENRIQUES-DE-BRITO, MARCELO. Short-term and Long-term Strategies for Dealing with Financial Risk Exposures. In: XLVI Encontro da ANPAD – EnANPAD 2022, 2022. EnANPAD 2022 2177-2576 versão online, 2022.

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Title: The Interaction of the Exchange Rate Variation with Decisions Regarding Monetary Policy and Investments in Brazil

Author: Marcelo Henriques de Brito

AbstractWhen investing abroad, insurance companies and pension funds are concerned about how exchange rates may vary. This work evidences that investors’ decisions in Brazil regarding the investment type (fixed income or equity) should consider the outlook for the exchange rate variation. Such prospect may also influence the decisions of The Monetary Policy Committee (Copom) of Brazil’s Central Bank (BCB) regarding the target for the basic short-term interest rate in Brazil (known as Over-Selic interest rate). A statistical analysis of the daily exchange rate variation short before and after sixty-five Copom’s meetings disclosed the interaction of each Copom’s decision with market expectation and receptiveness.

Keywordsexchange rate; interest rate; inflation rate, monetary policy; investment decision; equity and fixed income analysis; stock market.

:

HENRIQUES DE BRITO, Marcelo. The Interaction of the Exchange Rate Variation with Decisions Regarding Monetary Policy and Investments in Brazil. RBRS International (Fundação Escola Nacional de Seguros. Impresso), v. 3, p. 151-172, 2009.

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