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Dynamic hedging with stochastic differential utility
De-Losso, Rodrigo - In: Brazilian review of econometrics : the review of the … 26 (2006) 2, pp. 257-289
Persistent link: https://www.econbiz.de/10003590621
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Unskilled fund managers : replicating active fund performance with few ETFs
Moraes, Fernando Tassinari; Cavalcante Júnior, Elias; … - In: International review of financial analysis 78 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10013253524
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What are the risk factors relevant to investors? : evidence from the Brazilian funds market
Cavalcante Filho, Elias; De-Losso, Rodrigo; Souza … - 2019
Persistent link: https://www.econbiz.de/10012240974
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Machine learning applied to accounting variables yields the risk-return metrics of private company portfolios
Cavalcante-Filho, Elias; Abdenur, Flavio; De-Losso, Rodrigo - 2018
Persistent link: https://www.econbiz.de/10012030233
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Risk premia estimation in Brazil : wait until 2041
Giovannetti, Bruno; Cavalcante Filho, Elias; Chague, … - 2016
Persistent link: https://www.econbiz.de/10011863859
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Unskilled fund managers: replicating active fund performance with few ETFs
Cavalcante Júnior, Elias; De-Losso, Rodrigo; Moraes, … - 2020
Persistent link: https://www.econbiz.de/10012432495
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Risk factors' CPDAG roots and the cross-section of expected returns
Moraes, Fernando Tassinari; De-Losso, Rodrigo - 2020
Persistent link: https://www.econbiz.de/10012432536