Search Results - person:"Guerra, João"

A maturity model for supply chain risk management

Guerra, João Henrique Lopes; Souza, Fernando Bernardi de; … - In: Supply chain management 29 (2024) 1, pp. 114-136

Persistent link: https://www.econbiz.de/10014491794

VIX pricing in the rBergomi model under a regime switching change of measure

Guerreiro, Henrique; Guerra, João - In: Quantitative finance 23 (2023) 5, pp. 721-738

Persistent link: https://www.econbiz.de/10014304326

Uma investigação sobre a minero-dependência em Brumadinho-MG: as metáforas do processo de formação e da dinâmica econômica local

Costa, Marco Aurélio; Almeida, Luiz Felype Gomes de; … - 2020

This paper investigates the dependency relations that intertwine the mining activity and the economy of the municipality of Brumadinho (MG). Based on the theoretical framework of the Dependency Theory, the text addresses different socio-economic dimensions such as aggregate production,...

Persistent link: https://www.econbiz.de/10012308521

Option pricing in exponential Lévy models with transaction cost

Cantarutti, Nicola; Guerra, Manuel; Guerra, João; … - In: The journal of computational finance 23 (2020) 5, pp. 1-31

Persistent link: https://www.econbiz.de/10012295860

Least squares Monte Carlo methods in stochastic Volterra rough volatility models

Guerreiro, Henrique; Guerra, João - In: The journal of computational finance 26 (2022) 3, pp. 73-101

Persistent link: https://www.econbiz.de/10014314563

Risk-neutral densities : advanced methods of estimating nonnormal options underlying asset prices and returns

Santos, André; Guerra, João - In: The journal of risk model validation 14 (2020) 2, pp. 41-64

Persistent link: https://www.econbiz.de/10014335959

Drivers and deterrents of music streaming services purchase intention

Fernandes, Teresa; Guerra, João - In: International journal of electronic business : IJEB 15 (2019) 1, pp. 21-42

Persistent link: https://www.econbiz.de/10012251166

Sustentabilidade : primeiro grande inquérito em Portugal

Schmidt, Luísa; Truninger, Mónica; Guerra, João; … - 2018 - 1a edição

Persistent link: https://www.econbiz.de/10011943494

Implied risk neutral densities from option prices : hypergeometric, spline, lognormal, and edgeworth functions

Santos, André; Guerra, João - In: The journal of futures markets 35 (2015) 7, pp. 655-678

Persistent link: https://www.econbiz.de/10011405462

Recent Performance Analysis of Mutual Funds in Brazil (Analise Do Desempenho Recente De Fundos De Investimento No Brasil)

Fonseca, Nelson Ferreira - 2008

This study analyzes the performance of Brazilian Investment Funds between May 2001 and May 2006, using as a guideline the division in fixed-income funds and equity funds. The performance is evaluated in terms of risk and return, using Sharpe and Sortino indexes, with the returns and volatilities...

Persistent link: https://www.econbiz.de/10012771409