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Stock fund returns and macroeconomic variables in Brazil
Rebeschini, Amabile Millani; Leal, Ricardo Pereira Câmara - In: Latin American business review : journal of the … 17 (2016) 2, pp. 139-161
Persistent link: https://www.econbiz.de/10011533037
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The risk-return relationship of pension funds with investments in hedge funds
Leal, Ricardo Pereira Câmara; Mendes, Beatriz Vaz de Melo - In: Latin American business review : journal of the … 11 (2010) 2, pp. 141-169
Persistent link: https://www.econbiz.de/10008748651
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Risk Parity in the Brazilian Market
de Souza, Pierre - 2017
Using sectorial indices of the Brazilian market, we compare the portfolio optimization approach known as risk parity with minimum variance and equally weighted approaches. We apply various estimators for the covariance matrix to each portfolio strategy, since portfolio variance is considered as...
Persistent link: https://www.econbiz.de/10012952118
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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
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Investment strategy in Brazil's financial market : wide possibilities of choice between risk and return
Feijó, Ricardo - In: International journal of economics and finance 12 (2020) 8, pp. 40-51
Persistent link: https://www.econbiz.de/10012425900
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Machine learning portfolios with equal risk contributions : evidence from the Brazilian market
Rubesam, Alexandre - In: Emerging markets review 51 (2022) 2, pp. 1-31
Persistent link: https://www.econbiz.de/10013418822
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Are women more risk averse in investments? : Brazilian evidence
De Sá, Rachel Borges Cyrino; Tessmann, Mathias Schneid; … - In: Review of behavioral finance : RBF 16 (2024) 5, pp. 958-969
Persistent link: https://www.econbiz.de/10015069868
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Risk in Emerging Stock Markets from Brazil and Mexico : Extreme Value Theory and Alternative Value at Risk Models
De Jesús, Raúl - 2012
markets from Latin America, Brazil and Mexico; a conditional VaR (CVaR) model is applied to determine risk exposure from …
Persistent link: https://www.econbiz.de/10013110045
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Capital flight and unemployment in the presence of production uncertainty and capital market liberalization
Basu, Arnab K.; Chau, Nancy H.; Willumsen, Maria José … - In: Regional competition under transformation conditions, (pp. 35-48). 2005
Persistent link: https://www.econbiz.de/10003322681
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Risk measurement and management during new product development : an exploratory study
Szwejczewski, Marek; Mitchell, Rick; Lemke, Fred - In: International journal of risk assessment and management … 9 (2008) 3, pp. 277-287
Persistent link: https://www.econbiz.de/10003806856