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~subject:"Portfolio selection"
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Portfolio selection
Yield curve
33
Zinsstruktur
33
Option pricing theory
28
Optionspreistheorie
28
Risikoprämie
27
Risk premium
27
Theorie
27
Theory
27
Brasilien
26
Brazil
26
Capital income
23
Kapitaleinkommen
23
Risiko
19
Risk
19
Forecasting model
17
Prognoseverfahren
17
CAPM
16
Volatility
16
Volatilität
16
Estimation
13
Schätzung
13
Börsenkurs
12
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Share price
12
Risikomaß
11
Risk measure
11
Estimation theory
9
Interest rate derivative
9
Schätztheorie
9
Zinsderivat
9
Hedge fund
8
Hedgefonds
8
Interest rate
8
Portfolio-Management
8
Zins
8
Capital market returns
7
Kapitalmarktrendite
7
Inflation expectations
6
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8
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English
8
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Almeida, Caio
8
Fague, Jeremy
1
Faria, Adriano
1
Fernandes, Marcelo
1
Garcia, René
1
Leal, Laura Simonsen
1
Lund, Bruno
1
Ornelas, Rafael
1
Ricca, Bernardo
1
Tessari, Cristina
1
Valente, Joao Paulo
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
5
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Revista Brasileira de Finanças : RBFin
1
The journal of fixed income
1
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ECONIS (ZBW)
8
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1
Immunization of fixed-income portfolios using an exponential parametric model
Lund, Bruno
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
34
(
2014
)
2
,
pp. 155-201
Persistent link: https://www.econbiz.de/10011538795
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2
Empirical selection of optimal portfolios and its influence in the estimation of Kreps-Porteus utility function parameters
Faria, Adriano
;
Ornelas, Rafael
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
1
,
pp. 43-62
Persistent link: https://www.econbiz.de/10011538973
Saved in:
3
Credit spread arbitrage in emerging Eurobond markets
Almeida, Caio
(
contributor
)
- In:
The journal of fixed income
10
(
2000
)
3
,
pp. 100-110
Persistent link: https://www.econbiz.de/10001549805
Saved in:
4
Robust optimization of time series momentum portfolios
Fague, Jeremy
;
Almeida, Caio
- In:
Revista Brasileira de Finanças : RBFin
19
(
2021
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10012616154
Saved in:
5
Idiosyncratic moments and the cross-section of stock returns in Brazil
Ricca, Bernardo
;
Almeida, Caio
;
Tessari, Cristina
- In:
Brazilian review of econometrics : BRE ; the review of …
36
(
2016
)
2
,
pp. 255-286
Persistent link: https://www.econbiz.de/10011644511
Saved in:
6
An SDF approach to hedge funds' tail risk : evidence from Brazilian funds
Leal, Laura Simonsen
;
Almeida, Caio
- In:
Brazilian review of econometrics : BRE ; the review of …
37
(
2017
)
1
,
pp. 61-88
Persistent link: https://www.econbiz.de/10011860505
Saved in:
7
Economic implications of nonlinear pricing kernels
Almeida, Caio
;
Garcia, René
- In:
Management science : journal of the Institute for …
63
(
2017
)
10
,
pp. 3361-3380
Persistent link: https://www.econbiz.de/10011760496
Saved in:
8
Tail risk exposures of hedge funds : evidence from unique Brazilian data
Almeida, Caio
;
Fernandes, Marcelo
;
Valente, Joao Paulo
- In:
Brazilian review of econometrics : BRE ; the review of …
41
(
2021
)
1
,
pp. 151-175
Persistent link: https://www.econbiz.de/10013382026
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