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11
Yes, the choice of performance measure does matter for ranking of USs mutual funds
Ornelas, José Renato Haas
;
Silva Júnior, Antônio …
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 61-72
Persistent link: https://www.econbiz.de/10009507854
Saved in:
12
Estimating relative risk aversion, risk-neutral and Real-world densities using Brazilian Real currency options
Ornelas, José Renato Haas
;
Barbachan, José Santiago …
-
2012
Persistent link: https://www.econbiz.de/10009532137
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13
The cost of shorting, asymmetric performance reaction and the price response to economic shocks
Ornelas, José Renato Haas
;
Carvalho, Pablo José Campos de
-
2015
Persistent link: https://www.econbiz.de/10011303587
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14
Testing the liquidity preference hypothesis using survey forecasts
Ornelas, José Renato Haas
;
Silva Júnior, Antônio …
- In:
Emerging markets review
23
(
2015
),
pp. 173-185
Persistent link: https://www.econbiz.de/10011304139
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15
Testing the liquidity preference hypothesis using survey forecasts
Ornelas, José Renato Haas
;
Silva Júnior, Antônio …
-
2014
Persistent link: https://www.econbiz.de/10010408294
Saved in:
16
Combining equilibrium, resampling, and analysts' views in portfolio optimization
Fernandes, José Luis Barros
;
Ornelas, José Renato Haas
; …
- In:
Portfolio and risk management for central banks and …
,
(pp. 75-84)
.
2011
Persistent link: https://www.econbiz.de/10009405187
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17
Accounting for skewness in performance evaluation of Brazilian mutual funds
Ornelas, José Renato Haas
;
Farias, Aquiles Rocha de
; …
- In:
Banking and finance review
1
(
2009
)
1
,
pp. 119-131
Persistent link: https://www.econbiz.de/10008936744
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18
Combining equilibrium, resampling, and analyst's views in portfolio optimization
Fernandes, José Luiz Barros
;
Ornelas, José Renato Haas
; …
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1354-1361
Persistent link: https://www.econbiz.de/10009614531
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19
Estimating risk aversion, risk-neutral and real-world densities using Brazilian real currency options
Barbachan, José Santiago Fajardo
;
Ornelas, José …
- In:
Economia aplicada : EA
16
(
2012
)
4
,
pp. 567-577
Persistent link: https://www.econbiz.de/10011447980
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20
Apreçamento de opçoes de IDI usando distribuiçoes hiperbólicas generalizadas
Barbachan, José Santiago Fajardo
;
Ornelas, José …
- In:
Economia aplicada : EA
7
(
2003
)
4
,
pp. 767-794
Persistent link: https://www.econbiz.de/10002080861
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