Browsing Documentos Indexados pela Web of Science by Issue Date
Now showing items 141-160 of 875
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Sampled control for mean-variance hedging in a jump diffusion financial market
2009In this paper we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that ... -
Vortex pairs on surfaces
2009A pair of infinitesimally close opposite vortices moving on a curved surface moves along a geodesic, according to a conjecture by Kimura. We outline a proof. Numerical simulations are presented for a pair of opposite ... -
Common currency and economic integration in Mercosul
2009Latin America has a long history of attempts to achieve regional integration, yet success has been modest. This paper contends that this is essentially due not so much to protectionist practices in the various countries, ... -
Challenges and prospects of fisheries co-management under a marine extractive reserve framework in Northeastern Brazil
2009In Brazil, Marine Extractive Reserves-MERs (Reservas Extrativistas Marinhas) represent the most significant government-supported effort to protect the common property resources upon which traditional small-scale fishers ... -
Mapping railway development prospects in Brazil
2009This paper reports on what appears to be the first attempt to map the perceived holistic dynamics at work in contemporary Brazilian railway development. The published perspectives of recognized experts in the Brazilian ... -
Affine skeletons and monge-ampere equations
2009An important question about a. ne skeletons is the existence of differential equations that are related to the 'affine distance' and the 'area distance' (hence to a. ne skeletons) in the same way the Eikonal equation is ... -
The evolution of the returns to education and wage differentials in Brazil: a quantile approach
2009This paper uses quantile regression techniques to analyze the returns to education across the conditional distribution of wages from individuals separated both by gender and skin color, while accounting for the endogeneity ... -
Decision theory applied to a linear panel data model
2009-01This paper applies some general concepts in decision theory to a linear panel data model. A simple version of the model is an autoregression with a separate intercept for each unit in the cross section, with errors that ... -
Pure strategy equilibria of single and double auctions with interdependent values
2009-01We prove the existence of monotonic pure strategy equilibrium for many kinds of asymmetric auctions with n bidders and unitary demands, interdependent values and independent types. The assumptions require monotonicity only ... -
Transparency to reduce corruption?
2009-02Corruption within the private sector has often not been dealt with in Brazil. Organizations may find corrupt acts in its operations or practices, but specific concepts and programs to avoid them are neither concrete nor ... -
The determinants of currency risk management in Latin American nonfinancial firms
2009-02This paper investigates the determinants of currency risk management in nonfinancial firms in Argentina, Brazil, Chile, and Mexico, based on a panel data sample of firms that list as American depositary receipts from 2001 ... -
Large economies with differential information and without free disposal
2009-02We consider exchange economies with a continuum of agents and differential information about finitely many states of nature. It was proved in Einy et al. (Econ Theory 18, 321-332, 2001) that if we allow for free disposal ... -
Fiscal conservatism in a new democracy: 'sophisticated' versus 'naive' voters
2009-02We use data from gubernatorial elections in Brazil to test the electoral reactions of 'sophisticated' and ''naive' voters to fiscal surpluses. Our results complement Brender and Drazen [Brender, Adi, and Drazen, A., (2005b), ... -
Estratégias de marketing: marcas próprias como um diferencial competitivo no setor de supermercado
2009-03The objective of this work is to study marketing strategies and customer is perception in relation to the own-brand offered by the supermarket sector. The research had an exploratory and descriptive feature. In the exploratory ... -
Portugal's semi-presidentialism (re)considered: an assessment of the president's role in the policy process, 1976-2006
2009-03This article analyses the policy-making role of Portugal's heads of state in the period 1976-2006. Not only is Portugal rarely studied in the English language comparative literature, but there is no consensus concerning ... -
Taylorism in the socialism that really existed
2009-03The principal objective of the present paper is to analyse the introduction of Taylorism, understood as a capitalist way of managing production and labour, in the former Soviet Union. The application of this capitalist ... -
Custos ocultos nas operações de exportações brasileiras de carne
2009-04Neste trabalho são apresentados os custos ocultos recorrentes no processo de exportação brasileiras de carne bovina. Destaca-se que embora este tipo de custos não apareça explicitamente nos registros contábeis, dificultando ... -
Identifying volatility risk premia from fixed income Asian options
2009-04Fixed income options are frequently adopted by companies to hedge interest rate risk. Their payoff dependence on the cumulative short-term rate makes them particularly informative about interest rate volatility risk. Based ... -
La administración pública en los estados y reflexiones sobre el federalismo
2009-04Federalism in Mexico from its original conception in the Constitution of 1824, has undergone transformations and adaptations to the new demands from States and Municipalities in order to change from centralization to ... -
Measuring market conduct in the Brazilian cement industry: a dynamic econometric investigation
2009-05Indirect assessments of market conduct have become widespread in the New Empirical Industrial Organization-NEIO literature. Recently, Steen and Salvanes (1999, Int J Ind Organ 17:147-177) provided a flexible dynamic ...
