Gestão de Ativos e Passivos: Uma Análise Bibliométrica e Modelagem de Temas
DOI:
https://doi.org/10.18041/1900-3803/entramado.1.8242Palavras-chave:
Gerenciamento de Ativos-Passivos, Análise bibliométrica, Análise de conteúdo, Revisão sistemáticaResumo
A Gestão de Ativos e Passivos (ALM) tem sido um tema de interesse para os tomadores de decisão nos setores privado e público. Este estudo mostra uma revisão sistemática de 416 artigos de pesquisa publicados, no índice de citação Scopus, associados à ALM, durante um período de 1983 a 2021. O principal objetivo é identificar as linhas de publicação ao longo do tempo, enfatizando as revistas mais associadas ao tema, assim como os autores relevantes. A ferramenta utilizada foi a Bibliometrix da R, que nos permitiu identificar os indicadores bibliométricos nas publicações. Além disso, o documento propõe uma modelagem de tópicos baseada em metodologias de mineração de texto. Os resultados nos permitem concluir que a pesquisa quantitativa foi amplamente explorada através dos 6 temas: Gerenciamento de risco financeiro, Modelagem estocástica, Fundos de pensão, Mercado de capitais e indústria de seguros, Modelos de média-variância, Modelos de otimização geral. Esta pesquisa nos permite identificar lacunas na literatura para enquadrar futuras pesquisas.
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