Investimentos
Is it Worth Investing in Hedge funds? Optimal portfolios with Regime-Switching | |
Alfonso Valdesogo, Andréas Heinen |
Can Chart Patterns Predict Price Movements? A Monte Carlo Analysis in the Brazilian Stock Market | |
Leonardo Riegel Sant'Anna, Daniel Francisco Vancin |
Finanças Corporativas
Os Fatores Determinantes do Pagamento de Dividendos: o Efeito do Obrigatório Mínimo Legal e Contratual nas Empresas Brasileiras | |
Daniel Francisco Vancin, Jairo Laser Procianoy |
Derivativos e Risco
Mitigating Wind Exposure With Zero-Cost Collars Options Insurance | |
Gláucia Fernandes, Leonardo Lima Gomes, Gabriel Filipe Rodrigues Vasconcelos, Luiz Eduardo Teixeira Brandão |
Economically Implied Tail Risk from Equity Returns | |
Caio Almeida, Kym Ardison, Rene Garcia, Jose Valentim, Osmani Guillen |
Mitigating Wind Exposure With Zero-Cost Collars Options Insurance | |
Gláucia Fernandes, Leonardo Lima Gomes, Gabriel Filipe Rodrigues Vasconcelos, Luiz Eduardo Teixeira Brandão |
Econometria e Métodos Numéricos em Finanças
The Brazilian Foreign Exchange Market through the Microstructure Perspective | |
Pedro Valls |
Automatic Model Selection for Forecasting Brazilian Stock Returns | |
Pedro Valls, Ronan Cunha |