Browsing FGV EPGE - Seminários de Pesquisa Econômica by Author "Leal, Ricardo Pereira Câmara"

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    • Ownership, control and corporate valuation of Brazilian companies 

      Leal, Ricardo Pereira Câmara
      2000-05-18
      We study the direct and indirect ownership structure of Brazilian corporations and their market value and risk by the end of 1996 and 1998. Ownership is quite concentrated with most companies being controlled by a single ...

    • Robust statistical modeling of portfolios 

      Leal, Ricardo Pereira Câmara
      2002-03-14
      Atypical points in the data may result in meaningless e±cient frontiers. This follows since portfolios constructed using classical estimates may re°ect neither the usual nor the unusual days patterns. On the other hand, ...