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Toward convergence? The Brazilian stock market concentration and the role of private equity in its diversification
(2010)
Using quantitative data obtained from public available database, this paper discusses the difference between of the Brazilian GDP and the Brazilian Stock Exchange industry breakdown. I examined if, and to what extent, the ...
Asymmetric preferences in investment decisions in the Brazilian financial market
(SSRN, 2007)
The main objective of this article is to test the hypothesis that utility preferences that incorporate asymmetric reactions between gains and losses generate better results than the classic Von Neumann-Morgenstern utility ...
Automatic model selection for forecasting Brazilian stock returns
(2015-08-07)
This study aims to contribute on the forecasting literature in stock return for emerging markets. We use Autometrics to select relevant predictors among macroeconomic, microeconomic and technical variables. We develop ...
A Random-Matrix-Theory-Based Analysis of the Brazilian Stock Market During the 2008 Financial Crisis and Asian Crisis and Temporal Neighborhoods
(World Scientific Publ Co Pte Ltd, 2022-09-14)
Several approaches and concepts of physics, such as Random Matrix Theory, have been used to investigate the complexity of financial time series. This study aims to analyze the spectrum of stock correlation in the Brazilian ...
Portfolio selection models: comparative analysis and applications to the brazilian stock market.
(Revista de Economia e Agronegócio, 2018)
Automatic model selection for forecasting Brazilian stock returns
(2015-03-27)
This study aims to contribute on the forecasting literature in stock return for emerging markets. We use Autometrics to select relevant predictors among macroeconomic, microeconomic and technical variables. We develop ...