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Brazilian Review of Finance

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  • » Assessing Day-to-Day Volatility: Does the Trading Time Matter?
    Vicente, José Valentim Machado; Faculdades Ibmec-RJ; Araujo, Gustavo Silva; Central Bank of Brazil; Castro, Paula Baião Fisher de; Faculdades Ibmec-RJ; Tavares, Felipe Noronha; Brazilian Development Bank (BNDES)
    2014-03-09
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  • » The Influence of Emotions on the Endowment Effect
    Cavazotte, Flávia de Souza Costa Neves; Ibmec/RJ; Dias Filho, Paulo Tavares; Ibmec/RJ; Vilas Boas, Otacílio Torres; Ibmec/RJ
    2009-04-27
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  • » Quantitative Portfolio Optimization Techniques Applied to the Brazilian Stock Market
    Santos, André Alves Portela; Universidade Federal de Santa Catarina; Tessari, Cristina; Universidade Federal de Santa Catarina
    2012-08-30
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  • » Internal Model Validation in Brazil: Analysis of VaR Backtesting Methodologies
    Silva, Alan Cosme Rodrigues da; Central Bank of Brazil; Barbedo, Claudio Henrique da Silveira; Central Bank of Brazil; Araújo, Gustavo Silva; Central Bank of Brazil; Neves, Myrian Beatriz Eiras das; Central Bank of Brazil
    2006-06-01
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  • » An Empirical Analysis of the Financing Policies Adopted by Brazilian Public Companies
    Oliveira, Fernando Nascimento; Banco Central do Brasil e IBMEC/RJ; de Oliveira, Pedro Góes Monteiro; Starplan Ltda e IBMEC/RJ
    2009-07-25
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  • » Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy
    Caldeira, João Frois; Universidade Federal do Rio Grande do Sul; Moura, Gulherme Valle; Universidade Federal de Santa Catarina
    2013-05-15
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  • » Modelling conversion options with a mean reversion motion
    Bastian-Pinto, Carlos L.; PUC-Rio, IAG; Brandão, Luiz E. T.; PUC-Rio, IAG
    2007-12-01
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  • » The Determinants of Dividend Payment: the Effect of the Legal and Contractual...
    Vancin, Daniel Francisco; Universidade Federal do Rio Grande do Sul; Procianoy, Jairo Laser; Universidade Federal do Rio Grande do Sul Universidade do Vale do Rio dos Sinos
    2016-04-22
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  • » List of Reviewers
    Leal, Ricardo Pereira Câmara
    2012-01-31
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  • » Liquidity Constraint for Portfolio Selection Models
    Pereira, Gabriel Matos; Sant'Anna, Leonardo Riegel; UFRGS; Filomena, Tiago Pascoal; UFRGS; Becker, João Luiz; UFRGS
    2015-11-05
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  • » Evidence of speculative bubbles on the BOVESPA: an application of the Kalman filter
    de Queiroz, Thiago Bergmann; Universidade de Brasília; de Medeiros, Otávio Ribeiro; Universidade de Brasília; Oliveira Neto, José Carneiro da Cunha; Universidade de Brasília
    2011-02-14
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  • » Lista de Avaliadores - 2014
    Laurini, Marcio Poletti; FEARP
    2014-10-04
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  • » The Clientele Effect in the Brazilian Market: Are Investors Irrational?
    Procianoy, Jairo Laser; EA/UFRGS; Verdi, Rodrigo dos Santos; The Wharton School, University of Pennsilvanya
    2003-12-01
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  • » Electricity Contracts Portfolio Selection Based on the Optimization of the Omega...
    Gomes, Leonardo Lima; PUC-Rio; Brandão, Luiz Eduardo; PUC-Rio; Pinto, Antonio Carlos Figueiredo; PUC-Rio
    2009-11-26
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  • » The researchers, the publications and the journals of Finance in Brazil: An analysis...
    Perlin, Marcelo Scherer; Universidade Federal do Rio Grande do Sul; Santos, André Portela; Universidade Federal de Santa Catarina
    2015-11-05
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  • » Credit Rating and Capital Structure: Evidence from Latin America
    Rogers, Dany; UNIVERSIDADE FEDERAL DE UBERLÂNDIA; Mendes-da-Silva, Wesley; FUNDAÇÃO GETULIO VARGAS; Neder, Henrique Dantas; UNIVERSIDADE FEDERAL DE UBERLÂNDIA; Silva, Pablo Rogers; UNIVERSIDADE FEDERAL DE UBERLÂNDIA
    2013-07-03
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  • » The Effects of Price Stabilization on Short-Term Returns of IPOs
    Pinheiro, Douglas Beserra; Banco Itaú-Unibanco e FGV-EAESP; Carvalho, Antonio Gledson de; FGV-EAESP
    2011-07-27
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  • » Credit Derivatives Pricing in Brazil
    Kapotas, Jorge C.; Octaplus Financial Analytics; Schirmer, Pedro Paulo; Instituto de Matemática e Estatística, Universidade de São Paulo; Taddeo, Marcelo M.; Instituto de Matemática e Estatística, Universidade de São Paulo
    2004-12-01
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  • » Implicit Volatility versus Statistical Volatility: an Exercise Using Options and...
    Gabe, João; Banco do Brasil e UPIS Faculdades Integradas; Portugal, Marcelo Savino; PPGE/UFRGS
    2004-06-01
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  • » Portfolio Optimisation and Endogenous Rebalancing Methods
    Demos, Guilherme; Pires, Thomas; Moura, Guilherme Valle
    2015-10-25
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  • » Sell-side analysts make good predictions in Brazil?
    Lima, Melquiades Pereira; Instituto Federal de Educação, Ciência e Tecnologia do RN; Almeida, Vinicio de Souza; Universidade Federal do Rio Grande do Norte
    2015-11-16
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  • » Effects of Price Stabilization in IPOs on Long-run Liquidity
    Tolentino, Rodrigo Andrade; Banco Itau-Unibanco; De Carvalho, Antonio Gledson; FGV-EAESP
    2010-06-01
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  • » The Out-of-Sample Performance of Robust Portfolio Optimization
    Santos, André Alves Portela; Department of Statistics, Universidad Carlos III de Madrid
    2010-03-22
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  • » Relations Between Serial Correlation and Volatility: Is There a LeBaron Effect in Brazil?
    Ely, Regis Augusto; Universidade Federal de Pelotas (UFPel)
    2014-02-20
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  • » Long Run Estimations for the Volatility of Time Series in the Brazilian Financial Market
    Moraes, Alex Sandro Monteiro de; Pontifícia Universidade Católica do Rio de Janeiro; Pinto, Antonio Carlos Figueiredo; Pontifícia Universidade Católica do Rio de Janeiro; Klotzle, Marcelo Cabus; Pontifícia Universidade Católica do Rio de Janeiro
    2013-12-07
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