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Well-connected short-sellers pay lower loan fees : a market-wide analysis
Chague, Fernando; De-Losso, Rodrigo; Genaro, Alan de; … - In: Journal of financial economics 123 (2017) 3, pp. 646-670
Persistent link: https://www.econbiz.de/10011751402
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US risk premia under emerging markets constraints
Cavalcante Júnior, Elias; Chague, Fernando; De-Losso, … - In: Journal of empirical finance 67 (2022), pp. 217-230
Persistent link: https://www.econbiz.de/10013464392
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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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Ainda os modelos GARCH
De-Losso, Rodrigo - In: Economia aplicada : EA 6 (2002) 2, pp. 367-409
Persistent link: https://www.econbiz.de/10001715785
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Deep Haar scattering network in unidimensional pattern recognition problems
Fernandes Neto, Fernando; Garcia, Claudio; De-Losso, Rodrigo - 2019
Persistent link: https://www.econbiz.de/10012031141
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Autopsy of a myth: dissecting the anatocism fallacy in amortization systems
De-Losso, Rodrigo; Souza Santos, José Carlos de - 2023
Persistent link: https://www.econbiz.de/10014372612
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Nonlinear forecasting using factor-augmented models
Giovannetti, Bruno - In: Journal of forecasting 32 (2013) 1, pp. 32-40
Persistent link: https://www.econbiz.de/10009758729
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Essays on asset pricing and downside risk
Giovannetti, Bruno - 2011
Persistent link: https://www.econbiz.de/10011949356
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Asset pricing under quantile utility maximization
Giovannetti, Bruno - In: Review of financial economics : RFE 22 (2013) 4, pp. 169-179
Persistent link: https://www.econbiz.de/10010442730
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Investment grade, asset prices and changes in the source of systematic risk
Giovannetti, Bruno; Rodrigues, Mauro; Ros, Eduardo - 2014
Persistent link: https://www.econbiz.de/10010443090