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Applications of nonlinear stochastic discount factors in performance analysis and tail risk
We propose a new class of performance measures for Hedge Fund (HF) returns based on a family of empirically identi able stochastic discount factors (SDFs). These SDF-based measures incorporate no-arbitrage pricing restrictions ...
Essays on economic development and education
This thesis is a collection of three essays in economic development mainly focused on education. In the first two chapters, we study the effects that educational policies may have on a macroeconomic environment where ...
Essays on Education and Labor Economics
Esta tese contém três artigos que investigam problemas relacionados à Economia do Trabalho, Desenvolvimento Econômico e Economia da Educação.
Essays on taxation and regulation: variational approach, couples taxation, and dynamic procurement
Esta tese coleciona 3 dos projetos por mim desenvolvidos durante meu período de doutoramento na Escola de Pós Graduação em Economia da Fundação Getulio Vargas. No primeiro capítulo apresento um artigo que nasce da percepção ...
Three essays on macro-finance: robustness and portfolio theory
This doctoral thesis is composed of three chapters related to portfolio theory and model uncertainty. The first paper investigates how ambiguity averse agents explain the equity premium puzzle for a large group of countries ...
Essays on health care reform, wealth inequality, and demography
This thesis contains three chapters. The first chapter uses a general equilibrium framework to simulate and compare the long run effects of the Patient Protection and Affordable Care Act (PPACA) and of health care costs ...
Essays on household taxation and competition between heterogeneous firms
Essa tese é constituída por três artigos: 'Tax Filing Choices for the Household', 'Optimal Tax for the Household: Collective and Unitary Approaches' e 'Vertical Differentiation and Heterogeneous Firms'.
Essays on structural transformation, growth and education
This thesis aims to study the impact of structural change on the trajectory of development of emerging economies. More speci cally, we seek to understand how the reallocation of labor from less productive sectors of the ...
The macroeconomics of price adjustments under information frictions and menu costs
This thesis studies price-setting models and analyzes their macroeconomic im- plications. In the rst two chapters I study general models in which rms pricing decisions are a¤ected by menu costs and information costs. In ...
Essays in taxation and savings
This dissertation is composed of three articles. Two of them investigate taxation issues and the third is a paper on savings. Although the subject of analysis is different among them, they all share the com- mon feature ...