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Combining equilibrium, resampling, and analyst’s views in portfolio optimization
Barros Fernandes, José Luiz; Haas Ornelas, José Renato; … - In: Journal of banking & finance 36 (2012) 5, pp. 1354-1362
Persistent link: https://www.econbiz.de/10009843633
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Minimising operational risk in portfolio allocation decisions
Barros Fernandes, José Luiz; Haas Ornelas, José Renato - In: Journal of risk management in financial institutions 2 (2008/09) 4, pp. 438-450
Persistent link: https://www.econbiz.de/10009883643
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Estimating Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options
Fajardo, José; Ornelas, José Renato Haas; Farias, … - In: Economia aplicada : EA 16 (2012) 4, pp. 567-579
Persistent link: https://www.econbiz.de/10010167766
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Goodness-of-fit tests focus on value-at-risk estimation
Barbachan, José Santiago Fajardo; Ornelas, José … - In: Brazilian review of econometrics : the review of the … 26 (2006) 2, pp. 309-326
Persistent link: https://www.econbiz.de/10009075479
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Yes, the choice of performance measure does matter for ranking of us mutual funds
Ornelas, José Renato Haas; Silva Júnior, Antônio … - In: International journal of finance & economics : IJFE 17 (2012) 1, pp. 61-73
Persistent link: https://www.econbiz.de/10009820947