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Dinamicity and unpredictability of emerging markets: an implementation of Goetzamnn and Jorion (1999)
(2015-02-27)
This research is to be considered as an implementation of Goetzmann and Jorion (1999). In order to provide a more realistic scenario, we have implemented a Garch (1,1) approach for the residuals of returns and a multifactor ...
Real options with priced regime-switching risk
(World Scientific, 2013-08)
We develop a model of regime-switching risk premia as well as regime-dependent factor risk premia to price real options. The model incorporates the observation that the underlying risky income streams of real options are ...
Improved tools and strategies for the prevention and control of arboviral diseases: A research-to-policy forum
(Public Library of Science, 2018)
BACKGROUND: Research has been conducted on interventions to control dengue transmission and respond to outbreaks. A summary of the available evidence will help inform disease control policy decisions and research directions, ...
Idiosyncratic volatility and stock returns: Evidence from the MILA
(Elsevier, 2016-01-01)
This paper examines the association between idiosyncratic volatility and stock returns in the MILA from 2001 to 2014. Based on portfolio strategies that rely on one- or two-way sorts, we find that idiosyncratic risk is not ...
Avaliação de risco e retorno de uma carteira de ações da IBrX50 pela visão de Markowitz e Sharpe
(Universidade Federal do PampaUNIPAMPABrasilCampus Alegrete, 2017)
Idiosyncratic volatility and stock returns: Evidence from the MILA
(Elsevier LtdFacultad de Ciencias Administrativas y EconómicasDepartamento de Gestión Organizacional, 2016-05-01)
This paper examines the association between idiosyncratic volatility and stock returns in the MILA from 2001 to 2014. Based on portfolio strategies that rely on one- or two-way sorts, we find that idiosyncratic risk is not ...
Desenvolvimento local e desempenho do cooperativismo de crédito: um estudo da Sicoob Credichapada
(Universidade Federal de Minas GeraisBrasilFACE - FACULDADE DE CIENCIAS ECONOMICASPrograma de Pós-graduação em Controladoria e ContabilidadeUFMG, 2020-02-17)
Among the institutions that can induce local development are cooperatives. Credit
unions are non-profit financial institutions that have goals and principles that can
contribute to the development of the locality in which ...
Los detectives salvajes y el problema del sujeto: hacia una descripción de la experiencia en el sistema-mundo
(2011)
Este trabajo constituye una descripción densa que interpreta el problema del sujeto en diálogo con la novela hispanoamericana Los detectives salvajes. Se trata de un experimento inter-disciplinario que señala en una dirección ...
Modelo de Markowitz con metodología EWMA para construir un portafolio diversificado en acciones en la Bolsa de Valores de Lima
(Universidad Nacional Mayor de San MarcosPE, 2015)
Para la toma de decisiones al invertir en el mercado bursátil, un inversionista debe contemplar no solo la rentabilidad que espera obtener de su inversión sino también el riesgo asociado a ésta, como consecuencia de ello, ...
Táticas de enfrentamento a fatores estressores no cotidiano de trabalho de profissionais de saúde de uma Unidade de Pronto Atendimento
(Universidade Federal de Minas GeraisBrasilENF - DEPARTAMENTO DE ENFERMAGEM APLICADAPrograma de Pós-Graduação em EnfermagemUFMG, 2022-03-16)
The difficulties faced in the daily work of an Emergency Care Unit (UPA) are risk factors for occupational stress. However, some workers manage to minimize it by adopting individual or collective coping measures as defense ...