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Using hierarchical risk parity in the Brazilian market : an out-of-sample analysis

Reis, Felipe; Sobreira, Anderson; Trucíos, Carlos; … - In: Revista Brasileira de Finanças : RBFin 21 (2023) 4, pp. 81-103

Persistent link: https://www.econbiz.de/10014442599

Us Commodity Indices’ Diversification and Inflation Hedging Benefits : Evidence from Brazil

Bernardo, Marcio; Campani, Carlos Heitor; Roquete, … - 2023

We analyze the impact of two leading international commodity indices (Bloomberg Commodity Index and S&P Goldman Sachs Commodity Index) on a Brazilian portfolio composed of stock index, government bond index, and inflation- linked government bond index. Our results show that international...

Persistent link: https://www.econbiz.de/10014256717

Brazilian stock market performance and investor sentiment on Twitter

Souza, Dyliane Mouri Silva de; Martins, Orleans Silva - In: REGE revista de gestão 31 (2024) 1, pp. 18-33

Persistent link: https://www.econbiz.de/10014528506

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

An analysis of shock and volatility spillovers among Vietnamese and BRICS equity markets

Al Hajj, Fadia; Duc Nguyen Nguyen; Omran, Sara; Çagin, … - In: International journal of economics and business … 28 (2024) 3/4, pp. 255-271

Persistent link: https://www.econbiz.de/10015074567

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

Socially Responsible Investments (SRI) in Brasilien : Nutzen und Grenzen von Investitionen in Wasser und Ethanol

Peier, Daniel - 2008 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003785399

Environmental sustainability and product portfolio management in biodiversity firms : a comparative analysis between Portugal and Brazil

Jugend, Daniel; Figueiredo, José; Pinheiro, Marco … - In: Contemporary economics 11 (2017) 4, pp. 431-442

product portfolio through a cross-country case study on leading biodiversity companies located in Portugal and Brazil. The …

Persistent link: https://www.econbiz.de/10011888985

Portfolio turnover and flow of resources in Brazilian equity funds

Malaquias, Rodrigo Fernandes; Sobrinho, Erica Juvercina; … - In: Latin American business review 25 (2024) 1, pp. 23-45

Persistent link: https://www.econbiz.de/10014566854

Bubble thy neighbor : portfolio effects and externalities from capital controls ; conference paper

Forbes, Kristin; Fratzscher, Marcel; Kostka, Thomas; … - 2013

We use changes in Brazil s tax on capital inflows from 2006 to 2011 to test for direct portfolio effects and …. We find that an increase in Brazil s tax on foreign investment in bonds causes investors to significantly decrease their … portfolio allocations to Brazil in both bonds and equities. Investors simultaneously increase allocations to other countries …

Persistent link: https://www.econbiz.de/10010341669