Periodicity.: February - May 2014
e-ISSN......: 2236-269X
Cover Image

A critical analysis of quality managment implementation in a small brazilian company

Jonathan Schmitz Rauber, Marco Antonio Viana Borges, Márcio Laênio Manoel Júnior, Diego Augusto de Jesus Pacheco


This project involves identifying major organizational changes occurred in a small company in the printing supplies sector as it implemented the ISO 9001:2000 standard. The case study methodology was used through exploratory research to conduct semi-structured interviews with six employees in addition to participant observation. The desired outcome of this article is the identification of the benefits and difficulties encountered in the implementation process and a comparison between the new and previous practices. The main results of the research relate to the process of professionalization of management practices of the company and the improved internal processes.


ISO 9001; Small company; Organizational changes; Quality Management

Full Text:



AMIHUD, Y.; MENDELSON, H. (1991) Liquidity, Asset Prices and Financial Policy. Financial Analysts Journal, v. 47, n. 6, p. 56-66.

ARNOTT, R. D.; WAGNER, W. H. (1990) The Measurement and Control of Trading Costs. Financial Analysts Journal, v. 46, n. 6, p. 73-80.

BANZ, R. W. (1981) The Relationship between Return and Market Value of Common Stocks. Journal of Financial Economics, v. 9, n. 1, p. 3-18.

BAUERLE, N.; RIEDER, N. (2004) Portfolio Optimization with Markov Modulated Stock Prices and Interest Rates. IEEE Transactions on Automatic Control, v. 49, n. 3, p. 442-447.

BMF&Bovespa. Daily Bulletin of Business. Available: Access: 16 September 2012

CAKMAK, U.; OZEKICI, S. (2006) Portfolio Optimization in Stochastic Markets, Mathematical Methods of Operations Research, v. 63, n. 1, p. 151-168.

COSTA, O. L. V.; ARAUJO, M. V. (2008) A Generalized Multi-period Mean Variance Portfolio Optimization with Markov Switching Parameters. Automatica, v. 44, n. 10, p. 2487-2497.

FAMA, E. F.; FRENCH, K. R. (1992) The Cross-section of Expected Stock Returns. Journal of Finance, v. 47, n. 2, p. 427- 465.

GOYENCO, R. Y.; HOLDEN, C. W.; TRZCINKA, C. A. (2009) Do Liquidity Measures Measure Liquidity? Journal of Financial Economics, v. 92, n. 2, p. 153-181.

HESTON, S. L.; SADKA, R. (2008) Seasonability in the Cross-Section of Stock Returns. Journal of Financial Economics, v. 87, n. 2, p. 418-445.

HILLIER, F. S.; LIEBERMAN, G. J. (2005) Introduction to Operations Research. Columbus: McGraw-Hill.

HOGAN, S. (2004) Testing Market Efficiency using Statistical Arbitrage with Applications to Momentum and Value Strategies. Journal of Financial Economics, v. 73, n. 3, p. 525-564.

HOLLAND, J.H. (1975) Adaptation in Natural and Artificial Systems. Ann Arbor: The University of Michigan Press.

JANA, P.; ROY, T. K.; MAZUMDER, S. K. (2009) Multi-objective possibilistic Model for Portfolio Selection with Transaction Cost. Journal of Computational and Applied Mathematics, v. 228, n. 1, p. 188-196.

KONNO, H.; YAMAZAKI, H. (1991) Mean-absolute Deviation Portfolio Optimization Model and its Applications to Tokio Stock Market. Management Science, v. 37, n. 5, p. 519-531.

LESMOND, D. A. (2005) Liquidity of Emerging Markets. Journal of Financial Economics, v. 77, n. 2, p. 411-452.

LEWELLEN, J. (2006) The Conditional CAPM does not Explain Asset-Pricing Anomalies. Journal of Financial Economics, v. 82, n. 2, p. 289-314.

MARKOWITZ, H. (1952) Portfolio Selection. Journal of Finance, v. 7, n. 1, p. 77-91.

PARRA, M. A.; TEROL, B.; URIA, M. V. R. (2001) A Fuzzy Goal Programming Approach to Portfolio Selection. European Journal of Operational Research, v. 133, n. 2, p. 287-297.

PAULA LEITE, H.; SANVINCENTE, A. Z. (1995) Índice BOVESPA: Um Padrão para os Investimentos Brasileiros. São Paulo: Atlas.

POGUE, G. A. (1970) An Extension of the Markowitz Portfolio Selection Model to Include Variable Transactions’ Costs, Short Sales, Leverage Policies and Taxes. Journal of Finance, v. 25, n. 5, p. 1005-1027.

REBOREDO, J. C. (2002) Bank Solvency Evaluation with a Markov Model. Applied Financial Economics, v. 12, n. 5, p. 337-345.

ROSS, A. S.; WESTERFIELD, R. W.; JAFFE, J. F. (1999) Corporate Finance. Columbus: McGraw-Hill.

SHARPE, W. (1964) Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk. Journal of Finance, v. 19, n. 3, p. 425-442.

TAHA, H. A. (2008) Operations Research: an Introduction. New York: Prentice Hall.

YOUNG, M. R. (1998) A Minimax Portfolio Selection Rule with Linear Programming Solution. Management Science, v. 44, n. 5, p. 673-683.


Article Metrics

Metrics Loading ...

Metrics powered by PLOS ALM


  • There are currently no refbacks.

Copyright (c)


Logo Gaudeamus






Logo Kennedy

Logo Columbia

Logo UCS


Logo OPT

Logo Biblioteca Professor Milton Cabral Moreira

Logo UFL