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Brazilian Review of Finance

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  • » Estimating Risk and Return Combinations for New Derivatives Funds
    Brito, Ney Roberto Ottoni de; Ney Brito e Associados; Bona, Alexandre; Banco Pátria; Tarciro, Jr., Affonso; Banco Itaú
    2004-12-01
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  • » Non-Linear Transaction Costs Inclusion in Mean-Variance Optimization
    Ferraz, José Euclides de Melo; Banco Itaú; Zimmer, Christian Johannes; Banco Itaú
    2005-12-01
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  • » Heston Model Calibration in the Brazilian Foreign Exchange (FX) Options Market
    Costa, Marcelo Nóbrega da; Dresdner Bank do Brasil; Yoshino, Joe Akira; Departamento de Economia, FEA, USP
    2004-06-01
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  • » Dynamic Value at Risk: A Comparative Study Between Heteroscedastic Models and Monte...
    Oliveira, Marcos Roberto Gois de; Universidade Federal de Pernambuco; Carmona, Charles Ulises de Montreuil; Departamento de Ciências Administrativas, Universidade Federal de Pernambuco (UFPE); Távora Junior, José Lamartine; Departamento de Economia, Universidade Federal de Pernambuco (UFPE)
    2006-12-01
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  • » Determining the Optimum Level of Diversification of Home Brokers Investors
    Oliveira, Fernando Nascimento de; Banco Central do Brasil e Ibmec/RJ; Paula, Eduardo Lana de; Light SA
    2008-01-01
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  • » Country Factors and Dynamic Capital Structure in Latin American Firms
    Bogéa Sobrinho, Leonel Rodrigues; Fundação Getulio Vargas - São Paulo School of Economics (FGV-EESP); Sheng, Hsia Hua; Fundação Getulio Vargas - São Paulo Business Administration School (FGV-EAESP); Lora, Mayra Ivanoff; Fundação Getulio Vargas - São Paulo School of Economics (FGV-EESP)
    2012-04-16
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  • » The Cross-Section of Expected Stock Returns in Brazil
    Varga, Gyorgy; FCE; Brito, Ricardo Dias de Oliveira; Insper
    2016-06-27
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  • » Reserves and Valuation using Multiples for Oil and Gas Companies
    Ribeiro, Eduardo Pontual; Instituto de Economia / UFRJ; Menezes Neto, Luiz Teles; Petrobras; Bröker Bone, Rosemarie; Escola Politécnica - UFRJ
    2011-08-16
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  • » Ratio Versus Regression Analysis: Some Empirical Evidence in Brazil
    Ramos, José Paulo de Lucca; University of Michigan Business School; Costa Jr., Newton Carneiro Affonso da; Departamento de Ciências Econômicas/UFSC
    2004-06-01
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  • » Volume 9 (2011) Indexes
    Leal, Ricardo Pereira Câmara; The Coppead Graduate School of Business at the Federal University of Rio de Janeiro (UFRJ)
    2011-01-01
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  • » The Informational Content of Trades on Foreign Exchange Futures: an Application to the...
    Sulzbach, Vanessa Neumann; Fundação de Economia e Estatística e Escola de Economia de São Paulo-FGV; Mergulhão, João; Escola de Economia de São Paulo - FGV e CEQEF-FGV; Valls Pereira, Pedro L.; Escola de Economia de São Paulo - FGV e CEQEF-FGV
    2016-04-22
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  • » Computing Conditional VaR using Time-varying CopulasComputing Conditional VaR using...
    Mendes, Beatriz Vaz de Melo; IM/UFRJ
    2005-12-01
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  • » Conditional CAPM in the Brazilian Market: a study of the Moment, Size and Book to...
    Flister, Frederico Valle e; CEPEAD-UFMG; Bressan, Aureliano Angel; CEPEAD-UFMG; Amaral, Hudson Fernandes; CEPEAD-UFMG
    2010-10-24
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  • » Overconfidence, turnover, and return: evidence from the Brazilian market
    Prates, Wlademir Ribeiro; Santos, André Alves Portela; Costa Jr., Newton Carneiro Affonso da
    2014-07-10
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  • » Securitization in the Brazilian Banking Industry: An Empirical Study
    Catão, Gustavo Campos; Universidade Federal de Pernambuco; Rodrigues, Raimundo Nonato; Universidade Federal de Pernambuco; Libonati, Jeronymo José; Universidade Federal de Pernambuco; Lagioia, Umbelina Cravo Teixeira; Universidade Federal de Pernambuco
    2009-05-13
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  • » Risk Measures and Contagion Matrix: an Application of CoVaR for the Brazilian Financial...
    Almeida, Aléssio Tony Cavalcanti de; UFPB - Federal University of Paraíba; Frascaroli, Bruno Ferreira; UFPB - Federal University of Paraíba; Cunha, Danilo Regis da; UFPB - Federal University of Paraíba
    2013-01-19
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  • » Asset Pricing Model and the Liquidity Effect: Empirical Evidence in the Brazilian Stock...
    Machado, Márcio André Veras; Universidade Federal da Paraíba; Medeiros, Otávio Ribeiro de; Universidade de Brasília
    2011-05-10
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  • » The Maximum Entropy Principle and the Modern Portfolio Theory
    Cassetari, Ailton; Banco Sudameris-Brasil S/A
    2003-12-01
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  • » Por que as empresas fecham o capital no Brasil?
    Saito, Richard; Padilha, Marco Tulio Clivati; EAESP - Fundação Getulio Vargas
    2015-11-05
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  • » Equity Market Timing: Testing Using Brazilian IPOs
    Rossi Jr., José Luiz; Insper Instituto de Ensino e Pesquisa; Marotta, Marcelo; Insper Instituto de Ensino e Pesquisa
    2009-12-29
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  • » Volatility of Capital Flows to Emerging Economies
    Rocha, Katia; IPEA; Moreira, Ajax; IPEA
    2013-09-12
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  • » Basel II and Capital Requirement for Credit Risk in Brazil
    Holland, Marcio; FGV-EESP; Yanaka, Guilherme; Banco Central do Brasil
    2010-03-22
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  • » On the Linearly Increasing System of Amortization
    de Faro, Clovis Jose Daudt Lyra Darrigue; EPGE/FGV
    2013-12-07
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  • » "Contagion" between the emerging and developed capital markets: empirical evidence and...
    Nogueira, Else Monteiro; Banco Santander; Lamounier, Wagner Moura; Cepead e Cepcon, UFMG
    2008-01-01
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  • » Testing the predict power of VIX: an application of multiplicative error model
    Pereira Azevedo, Luis Fernando; Escola de Economia de São Paulo - FGV e CEQEF - FGV; Valls Pereira, Pedro L.; Escola de Economia de São Paulo - FGV e CEQEF - FGV
    2015-10-25
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