{"id":"https://openalex.org/W1925753769","doi":"https://doi.org/10.12660/rbfin.v12n2.2014.14490","title":"Indexa\u00e7\u00e3o de Fundos de Pens\u00e3o com Fundos de \u00cdndice","display_name":"Indexa\u00e7\u00e3o de Fundos de Pens\u00e3o com Fundos de \u00cdndice","publication_year":2014,"publication_date":"2014-10-06","ids":{"openalex":"https://openalex.org/W1925753769","doi":"https://doi.org/10.12660/rbfin.v12n2.2014.14490","mag":"1925753769"},"language":"pt","primary_location":{"id":"doi:10.12660/rbfin.v12n2.2014.14490","doi":"https://doi.org/10.12660/rbfin.v12n2.2014.14490","is_oa":true,"landing_page_url":"https://doi.org/10.12660/rbfin.v12n2.2014.14490","pdf_url":"http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/download/14490/33952","source":{"id":"https://openalex.org/S2765019445","display_name":"Brazilian Review of Finance","issn_l":"1679-0731","issn":["1679-0731","1984-5146"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310312202","host_organization_name":"Brazilian Society of Finance","host_organization_lineage":["https://openalex.org/P4310312202"],"host_organization_lineage_names":["Brazilian Society of Finance"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Brazilian Review of Finance","raw_type":"journal-article"},"parent_works":[],"lineage":["https://openalex.org/W1925753769"],"child_works_count":0,"type":"paratext","is_traditional":false,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/download/14490/33952","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5091032812","display_name":"Maria Alcina Rodrigues Batista Sanfins","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I161746293","display_name":"Brazilian Development Bank","ror":"https://ror.org/0145x2c32","country_code":"BR","type":"government","lineage":["https://openalex.org/I161746293"]},{"id":"https://openalex.org/I4210130578","display_name":"Funda\u00e7\u00e3o de Amparo \u00e0 Pesquisa do Esp\u00edrito Santo","ror":"https://ror.org/03cen2c33","country_code":"BR","type":"government","lineage":["https://openalex.org/I4210130578"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Maria Alcina Rodrigues Batista Sanfins","raw_affiliation_strings":["FAPES / BNDES"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"FAPES / BNDES","institution_ids":["https://openalex.org/I161746293","https://openalex.org/I4210130578"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5005410189","display_name":"Antonio Marcos Duarte J\u00fanior","orcid":"https://orcid.org/0000-0003-3246-1525","observed_orcids":["https://orcid.org/0000-0003-3246-1525"]},"institutions":[{"id":"https://openalex.org/I40034438","display_name":"Universidade do Estado do Rio de Janeiro","ror":"https://ror.org/0198v2949","country_code":"BR","type":"education","lineage":["https://openalex.org/I40034438"]},{"id":"https://openalex.org/I4392738254","display_name":"Instituto Polit\u00e9cnico do Rio de Janeiro","ror":"https://ror.org/01g0jwx42","country_code":"BR","type":"education","lineage":["https://openalex.org/I40034438","https://openalex.org/I4392738254"]},{"id":"https://openalex.org/I90844405","display_name":"Instituto Brasileiro de Mercado de Capitais","ror":"https://ror.org/0101h5125","country_code":"BR","type":"education","lineage":["https://openalex.org/I90844405"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"Antonio Marcos Duarte J\u00fanior","raw_affiliation_strings":["UERJ & Ibmec/RJ"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"UERJ & Ibmec/RJ","institution_ids":["https://openalex.org/I40034438","https://openalex.org/I4392738254","https://openalex.org/I90844405"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":5,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":1,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":"12","issue":"2","first_page":"201","last_page":"227"},"is_retracted":false,"is_paratext":true,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.8964999914169312,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.8964999914169312,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.06589999794960022,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12123","display_name":"Financial Analysis and Corporate Governance","score":0.007300000172108412,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/index-funds","display_name":"index funds","score":0.9739999771118164},{"id":"https://openalex.org/keywords/pension-fund-portfolios","display_name":"pension fund portfolios","score":0.656000018119812},{"id":"https://openalex.org/keywords/reference-index","display_name":"reference index","score":0.43700000643730164},{"id":"https://openalex.org/keywords/mathematical-programming","display_name":"mathematical programming","score":0.5410000085830688},{"id":"https://openalex.org/keywords/global-optimization","display_name":"global optimization","score":0.8880000114440918},{"id":"https://openalex.org/keywords/ibovespa","display_name":"Bovespa","score":0.7160000205039978},{"id":"https://openalex.org/keywords/brazilian-stock-market","display_name":"Brazilian stock market","score":0.7580000162124634},{"id":"https://openalex.org/keywords/tracking-error","display_name":"tracking error","score":0.7400000095367432},{"id":"https://openalex.org/keywords/pension-fund-regulation","display_name":"pension fund regulation","score":0.6669999957084656}],"concepts":[{"id":"https://openalex.org/C15708023","wikidata":"https://www.wikidata.org/wiki/Q80083","display_name":"Humanities","level":1,"score":0.4784517288208008},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.16959932446479797}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.12660/rbfin.v12n2.2014.14490","doi":"https://doi.org/10.12660/rbfin.v12n2.2014.14490","is_oa":true,"landing_page_url":"https://doi.org/10.12660/rbfin.v12n2.2014.14490","pdf_url":"http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/download/14490/33952","source":{"id":"https://openalex.org/S2765019445","display_name":"Brazilian Review of Finance","issn_l":"1679-0731","issn":["1679-0731","1984-5146"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310312202","host_organization_name":"Brazilian Society of Finance","host_organization_lineage":["https://openalex.org/P4310312202"],"host_organization_lineage_names":["Brazilian Society of Finance"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Brazilian Review of Finance","raw_type":"journal-article"},{"id":"pmh:oai:redalyc.org:305832207003","doi":null,"is_oa":false,"landing_page_url":"https://www.redalyc.org/articulo.oa?id=305832207003","pdf_url":null,"source":{"id":"https://openalex.org/S4377196100","display_name":"Redalyc (Universidad Aut\u00f3noma del Estado de M\u00e9xico)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I179647637","host_organization_name":"Universidad Aut\u00f3noma del Estado de M\u00e9xico","host_organization_lineage":["https://openalex.org/I179647637"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Revista Brasileira de Finan\u00e7as (Brasil) Num.2 Vol.12","raw_type":"art\u00edculo cient\u00edfico"}],"best_oa_location":{"id":"doi:10.12660/rbfin.v12n2.2014.14490","doi":"https://doi.org/10.12660/rbfin.v12n2.2014.14490","is_oa":true,"landing_page_url":"https://doi.org/10.12660/rbfin.v12n2.2014.14490","pdf_url":"http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/download/14490/33952","source":{"id":"https://openalex.org/S2765019445","display_name":"Brazilian Review of Finance","issn_l":"1679-0731","issn":["1679-0731","1984-5146"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310312202","host_organization_name":"Brazilian Society of Finance","host_organization_lineage":["https://openalex.org/P4310312202"],"host_organization_lineage_names":["Brazilian Society of Finance"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Brazilian Review of Finance","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W1925753769.pdf","grobid_xml":"https://content.openalex.org/works/W1925753769.grobid-xml"},"referenced_works_count":11,"referenced_works":["https://openalex.org/W587716324","https://openalex.org/W628126650","https://openalex.org/W1661342906","https://openalex.org/W2001363998","https://openalex.org/W2006182495","https://openalex.org/W2020056553","https://openalex.org/W2074680849","https://openalex.org/W2081450478","https://openalex.org/W2091160140","https://openalex.org/W2317402599","https://openalex.org/W3205785680"],"related_works":["https://openalex.org/W6987507728","https://openalex.org/W4234395171","https://openalex.org/W2950910209","https://openalex.org/W6983503097","https://openalex.org/W2937334872","https://openalex.org/W2739082102","https://openalex.org/W7061746650","https://openalex.org/W2055858056","https://openalex.org/W4253665707"],"abstract_inverted_index":{"Este":[0],"artigo":[1],"considera":[2],"o":[3,36,67],"uso":[4],"de":[5,7,15,17,29,38,47,59,110,112,125],"Fundos":[6],"\u00cdndice":[8],"(FI)":[9],"para":[10,25,66,76,107],"a":[11,26],"indexa\u00e7\u00e3o":[12],"das":[13],"carteiras":[14],"fundos":[16,111],"pens\u00e3o":[18],"no":[19,117],"Brasil.":[20],"Uma":[21],"metodologia":[22,42,101],"\u00e9":[23,64],"apresentada":[24],"utiliza\u00e7\u00e3o":[27],"combinada":[28],"FI":[30],"e":[31,83],"dos":[32],"ativos":[33],"que":[34,118],"comp\u00f5em":[35],"\u00edndice":[37],"refer\u00eancia":[39],"escolhido.":[40],"A":[41,62,100],"est\u00e1":[43],"baseada":[44],"em":[45,93],"modelos":[46],"programa\u00e7\u00e3o":[48],"matem\u00e1tica,":[49],"com":[50,56,73,114],"os":[51,108],"problemas":[52],"resultantes":[53],"resolvidos":[54],"numericamente":[55],"qualquer":[57],"algoritmo":[58],"otimiza\u00e7\u00e3o":[60],"global.":[61],"modelagem":[63],"ilustrada":[65],"caso":[68],"do":[69,123],"mercado":[70],"acion\u00e1rio":[71],"brasileiro":[72],"estudos":[74,98],"simulados":[75],"dois":[77],"FI:":[78],"BOVA11":[79],"(indexado":[80,85],"ao":[81,86,121],"Ibovespa)":[82],"BRAX11":[84],"IBrX-100).":[87],"As":[88],"limita\u00e7\u00f5es":[89],"impostas":[90],"pela":[91],"legisla\u00e7\u00e3o":[92],"vigor":[94],"foram":[95],"incorporadas":[96],"aos":[97],"simulados.":[99],"se":[102,119],"provou":[103],"uma":[104],"alternativa":[105],"eficiente":[106],"gestores":[109],"pens\u00e3o,":[113],"bons":[115],"resultados":[116],"refere":[120],"controle":[122],"erro":[124],"ader\u00eancia.":[126]},"counts_by_year":[{"year":2015,"cited_by_count":1}],"updated_date":"2026-11-14T11:04:58.165337","created_date":"2016-06-24T00:00:00"}
