Mendes-Ribeiro, Mafalda
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Último Nome
Mendes-Ribeiro
Primeiro Nome
Mafalda
Nome
Mafalda Mendes-Ribeiro
Biografia
Luisa Mafalda Matos Ferreira Mendes Ribeiro (Mendes-Ribeiro, M.). Phd in Finance at Universidade Portucalense Infante Dom Henrique (2011). Assistant Professor at Universidade Portucalense, Porto, Portugal. Published 8 papers with blind peer review. Guest Speaker in several Conferences abroad and in Portugal. Researcher in Complex Finantial Instruments (CFI), Financial Supervision in CFI, Gender Enterpreneurship, Nature Tourism, Migrants and Refugies Integration.
Identificadores
821D-14A1-4B4E
P-6826-2017Projetos de investigação
Unidades organizacionais
REMIT – Research on Economics, Management and Information Technologies
Centro de investigação que que tem como objetivo principal produzir e disseminar conhecimento teórico e aplicado que possibilite uma maior compreensão das dinâmicas e tendências económicas, empresariais, territoriais e tecnológicas do mundo contemporâneo e dos seus efeitos socioeconómicos. O REMIT adota uma perspetiva multidisciplinar que integra vários domínios científicos: Economia e Gestão; Ciências e Tecnologia; Turismo, Património e Cultura.
Founded in 2017, REMIT – Research on Economics, Management and Information Technologies is a research unit of Portucalense University. Based on a multidisciplinary and interdisciplinary perspective it aims at responding to social challenges through a holistic approach involving a wide range of scientific fields such as Economics, Management, Science, Technology, Tourism, Heritage and Culture.
Grounded on the production of advanced scientific knowledge, REMIT has a special focus on its application to the resolution of real issues and challenges, having as strategic orientations:
- the understanding of local, national and international environment;
- the development of activities oriented to professional practice, namely in the business world.
6 resultados
Resultados da pesquisa
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Publicação Acesso Aberto Hedge funds strategies: Are they consistent?2011 - Machado-Santos, Carlos; Mendes-Ribeiro, MafaldaAlternative investment has grown considerably, transforming this industry in the forefront of investment innovation. Despite their public acknowledgment and profound influence in the financial market, there is still relative small understanding about hedge funds strategies style. This paper intends to determine whether stylistic characterization exists across hedge fund strategies, by comparing, for the period of 1998 to 2008, the performance of the EDHEC indices with one of the most representative indices of hedge funds, the CSFB/Tremont index, regarding seven main strategies. The results do not reject the hypothesis of equal mean monthly returns on every strategy, comparing the two data sources, showing that there is no significant differences between the strategies analyzed, suggesting that the purity in each style is not as developed and accurate as we may suppose.Publicação Acesso Aberto Portuguese airport efficiency analysis: The case study of Oporto2015-11 - Dos-Santos, Maria José Palma Lampreia; Andrés-Marques, Isabel; Mendes-Ribeiro, MafaldaThe Oporto Airport located in the northern region in Porto city is crucial because is the only one located in the northern region. This airport had an increasing in number of passengers, sales revenue and accumulated investment during the last two decades, principally after the introduction and the operation of the Low Cost Companies since 2004 to the present. In order to determine if the last changes had an impact in the competitiveness of this airport, the main aims is to analise the evolution of values of the technical efficiency and equate the results before and after the introduction of the LCCs in this airport. The methodology uses the Data Envelopment Analysis. Results show that the Oporto Airport efficiency increases highly after the introduction of LCCs since 2004. The main conclusions suggest the importance of the introduction of LCCs in the increasing efficiency of the Oporto Airport and the potential relation with tourism development in this region, but more strong studies are needed.Publicação Acesso Aberto International rating agencies and corporate impact: a case study in Iberian companies2020-02 - Carvalho, Sónia de; Soares, Vasco Salazar; Mendes-Ribeiro, MafaldaThis study intended to analyse the impact of Rating Notation, from four of the major International Credit Rating Agencies, in Iberian private companies. Primary data was collected via SABI Database, with financial relevant data of Iberian private companies, in a time frame from 2003 to 2015. Results were determined by an empirical analysis, through a new econometric model, starting with correlations between leverage and variables Return on Assets, Return on Equity, Dimension, Tangibility, Sales Variation, Political Risk and Critical Political Risk. Critical Political Risk is a dummy variable on notations of the Credit Rating Agencies. Considering the impact of these international notations, we address the issue of how this notation impacts domestic Political Risk and affect companies’ capital structure. Support evidence was found for our hypothesis: as Political Risk increases, Leverage tends to decrease. Further studies interest lays in research how CPR affects each company, measuring that risk by company, and analysing in detail the impact of Rating Notation in the decision of financing in private companies from Iberian Market.Publicação Acesso Aberto O perfil psicosocial do empreendedor: Um estudo da perspectiva de Género em Angola2019-03 - Oliveira, Belkis; Dengue, Paulo; Mendes-Ribeiro, Mafalda; Soares, Vasco SalazarEstudos anteriores em Angola mostraram que a auto-eficácia afeta negativamente a Intenção Empreendedora. Adotando a perspectiva da teoria da ação planificada, analisa-se o efeito diferencial do gênero na intenção de empreender um grupo de estudantes universitários em Angola. Os resultados mostram que não há diferenças de gênero na intenção de emprender dos/das estudantes angolanos/nas, embora as mulheres tenham médias mais elavadas, não foram encontradas diferenças significativas na Atitude, Norma Subjetiva e Auto-eficácia. Numa análise mais detalhada da escala, podemos verificar diferenças significativas em vários dos sub-índices.Publicação Acesso Aberto Market neutral hedge funds strategies: Are they really neutral?2011 - Machado-Santos, Carlos; Mendes-Ribeiro, MafaldaThe objective of this paper is to examine whether Market Neutral hedge funds strategies are exposed to the equity market or if they are in fact Market Neutral. Using two main database hedge funds indexes, EDHEC and CSFB Tremont, and contrasting them to the MSCI World Index, from January 1998 to December 2008, we performed a comparative analysis on the most representative Market Neutral hedge funds strategies. We examine for its neutrality and analyze what kind of strategies consistently perform differently over time, considering four strategies of Market Neutral hedge funds. The results, based on monthly returns, suggest that neutrality in the so-called arbitrage and pure alpha strategies do not perform differently from the traditional capital market, leading to the conclusion that neutrality in hedge funds, given their investment characteristics, is not as accurate as one may suppose. In such a context, mutual funds’ managers should be aware of their hedge funds picking strategies when diversifying portfolios based on the neutrality of these hedge funds.Publicação Acesso Aberto Is Blash possible in Hedge Funds? An approach to Seasonality2010 - Machado-Santos, Carlos; Mendes-Ribeiro, MafaldaSeasonality and behavior patterns are part of our daily life. Several studies have shown that seasonality behavior exists in different financial markets, especially in the spot market of equities and bonds. But, when we consider the monthly returns in hedge funds indexes, thus this occurs also? Many market participants have observed that as year goes by, a December Spike occurs frequently, and that has permeated the financial community to accept this effect as a common occurrence.This paper intends to determine whether seasonality exists across hedge fund strategies, by comparing, for the period of 1998 to 2008, the performance of the EDHEC indexes with another one of the most representative indexes of hedge funds, the CSFB/Tremont index, regarding seven main strategies. The results do not reject the hypothesis of seasonality on every strategy, comparing the two data sources, showing that there are significant higher returns in December, as well as lower and negative returns during the months of August, September and October. These results suggest that BLASH (Buy Low And Sell High) is possible in Hedge Funds management.