Econometria e Métodos Numéricos
| A Generalization of Principal Component Analysis for Non-Observable Term Structures in Emerging Markets | |
| Antonio M. Duarte Junior, Cristiano Augusto C. Fernandes, Caio Ibsen Rodrigues de Almeida |
| Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy | |
| Hans Dewachter, Marco Lyrio, Konstantijn Maes |
Gestão e Avaliação de Investimentos
| Optimal Portfolio Structuring in Emerging Stock Markets Using Robust Statistics | |
| Antonio M. Duarte Duarte Junior, Beatriz Vaz de Melo Mendes, Oscar Porto, Fernando R.Q. Reyna |
| Retornos Anormais e Estratégicas Contrárias | |
| Marco Antônio Cesar Bonomo, Ivana Dall'Agnol |