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Asset pricing under quantile utility maximization
Giovannetti, Bruno
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2012
Persistent link: https://www.econbiz.de/10009697994
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2
Nonlinear forecasting using factor-augmented models
Giovannetti, Bruno
- In:
Journal of forecasting
32
(
2013
)
1
,
pp. 32-40
Persistent link: https://www.econbiz.de/10009758729
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Essays on asset pricing and downside risk
Giovannetti, Bruno
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2011
Persistent link: https://www.econbiz.de/10011949356
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4
Asset pricing under quantile utility maximization
Giovannetti, Bruno
- In:
Review of financial economics : RFE
22
(
2013
)
4
,
pp. 169-179
Persistent link: https://www.econbiz.de/10010442730
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Trade liberalization and the demand for skilled labor in Brazil
Giovannetti, Bruno
;
Menezes-Filho, Naérico
- In:
Economia : journal of the Latin American and Caribbean …
7
(
2006/07
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10003507120
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6
Testing the effects of short-selling restrictions on asset prices
De-Losso, Rodrigo
;
Genaro, Alan de
;
Giovannetti, Bruno
-
2012
Persistent link: https://www.econbiz.de/10009697988
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7
Why do different shortsellers pay different loan fees? : a market-wide analysis
Chague, Fernando
;
De-Losso, Rodrigo
;
Genaro, Alan de
; …
-
2015
Persistent link: https://www.econbiz.de/10011522005
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8
Central Bank communication affects the term-structure of interest rates
Chague, Fernando
;
De-Losso, Rodrigo
;
Giovannetti, Bruno
; …
- In:
Revista brasileira de economia : RBE ; revista da …
69
(
2015
)
2
,
pp. 147-162
Persistent link: https://www.econbiz.de/10011447131
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9
Variance premium and implied volatility in a low-liquidity option market
Astorino, Eduardo
;
Chague, Fernando
;
Giovannetti, Bruno
; …
-
2015
Persistent link: https://www.econbiz.de/10011495543
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10
Short-sellers : informed but restricted
Chague, Fernando
;
De-Losso, Rodrigo
;
Genaro, Alan de
; …
- In:
Journal of international money and finance
47
(
2014
),
pp. 56-70
Persistent link: https://www.econbiz.de/10010464042
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