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Risk Measures Theory: a comprehensive surveyTeoria de Medidas de Risco: uma revisão abrangente
(Lociedade Brasileira de Finanças, 2014)
Brazil's middle classes
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2014-12-23)
This paper discusses the Brazilian middle class, its definition, evolution, profile, attitudes and durability. It describes the methodology that uses per capita household income derived from household surveys to determine ...
An investigation into whether cardiac risk stratification protocols actually predict complications in cardiac rehabilitation programs?
(2021-05-01)
Objectives: This study evaluated the capacity of cardiac risk stratification protocols on simple complications that occur during activities of a cardiovascular rehabilitation program. Design: Observational longitudinal ...
Microinsurance and the new middle class: income risk, social insurance and the demand for private insurance by low-income population
(2009-09-01)
The Center for Social Policies at the Getulio Vargas Foundation (CPS/FGV) has shown in successive studies the emergence of a new middle class in Brazil: from 2003 to 2008, 27 million people have ascended to classes ABC. ...
Measuring the level of social support using latent class analysis
(Elsevier, 2018)
Reality check for volatility models
(Escola de Pós-Graduação em Economia da FGV, 2001-09-27)
Asset allocation decisions and value at risk calculations rely strongly on volatility estimates. Volatility measures such as rolling window, EWMA, GARCH and stochastic volatility are used in practice. GARCH and EWMA type ...
Applications of nonlinear stochastic discount factors in performance analysis and tail risk
(2018-04-12)
We propose a new class of performance measures for Hedge Fund (HF) returns based on a family of empirically identi able stochastic discount factors (SDFs). These SDF-based measures incorporate no-arbitrage pricing restrictions ...
Use of Individual-level Covariates to Improve Latent Class Analysis of Trypanosoma cruzi Diagnostic Tests
(De Gruyter, 2012)
Statistical methods such as latent class analysis can estimate the sensitivity and specificity of diagnostic tests when no perfect reference test exists. Traditional latent class methods assume a constant disease prevalence ...
Measuring the level of social support using latent class analysis
(Academic Press, 2015-03)
Different instruments have been used to measure social support in epidemiological studies of which the most widely used is the Medical Outcomes Study Social Support Scale (SSSMOS). However, these studies lack measures of ...
Tail risk exposures of hedge funds: Evidence from unique Brazilian data
(Sociedade Brasileira de Econometria, 2022)