In this paper we construct common-factor portfolios using a novel linear transformation of standard factor models extracted from large data sets of asset returns. The simple transformation proposed here keeps the basic ...

To estimate the prevalence of common mental disorders (CMD) and factors associated with these disorders among pregnant women of low socio-economic status (SES) in Sao Paulo. We performed a cross-sectional study with 831 ...

This study aimed to verify the existence of commonality in liquidity in the Brazilian market by delivering common factors of liquidity with an innovative technique (dynamic factor analysis). Also sought to examine the ...

Using the Pricing Equation, in a panel-data framework, we construct a novel consistent estimator of the stochastic discount factor (SDF) mimicking portfolio which relies on the fact that its logarithm is the ìcommon ...

This paper studies the importance of global common factors in the evolution of sovereign credit risk in a group of emerging economies (15 countries in Latin America for which daily data are available on sovereign credit ...

Prion-related disorders (PrDs) are caused by the accumulation of a misfolded and protease-resistant form of the cellular prion, leading to neuronal dysfunction and massive neuronal loss. In humans, PrDs have distinct ...