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Oliveira, André Barbosa
Pereira, Pedro L. Valls
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Estratégias de investimento em portfólioscom estimativas de alta e baixa domercado financeiro
Pereira, Pedro L. Valls
;
Oliveira, André Barbosa
- In:
Revista Brasileira de Finanças : RBFin
19
(
2021
)
4
,
pp. 160-185
Persistent link: https://www.econbiz.de/10012804851
Saved in:
2
Asset allocation with Markovian regime switching : efficient frontier and tangent portfolio with regime switching
Oliveira, André Barbosa
;
Pereira, Pedro L. Valls
- In:
Brazilian review of econometrics : BRE ; the review of …
38
(
2018
)
1
,
pp. 97-127
Persistent link: https://www.econbiz.de/10012129068
Saved in:
3
Mudança de regime e efeito ARCH em volatilidade : um estudo dos choques das cotações do petróleo
Oliveira, André Barbosa
;
Pereira, Pedro L. Valls
- In:
Revista Brasileira de Finanças : RBFin
15
(
2017
)
2
,
pp. 197-225
Persistent link: https://www.econbiz.de/10011896829
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