Fund of hedge funds : implementation and operation

von Duarte Júnior, Antonio Marcos
Veröffentlicht in Economia aplicada (2002)

A framework for the active management of a global currency fund

von Duarte Júnior, Antonio Marcos
Veröffentlicht in Revista de econometria (1997)

An optimization model for currency allocation

von Duarte Júnior, Antonio Marcos
Veröffentlicht in Revista brasileira de mercado de capitais (1994)

Mean-variance analysis applied to portfolio insurance

von Duarte Júnior, Antonio Marcos
Veröffentlicht in Revista brasileira de mercado de capitais (1993)

Uma metodologia para o gerenciamento de modelos de escoragem em operações de crédito de varejo no Brasil

von Landa Lecumberri, Luis Fernando
Veröffentlicht in Economia aplicada (2003)

A model to estimate the US term structure of interest rates

von Duarte Júnior, Antonio Marcos
Veröffentlicht in Revista de econometria (1996)

A generalization of principal component analysis for non-observable term structures in emerging markets

von Almeida, Caio
Veröffentlicht in International journal of theoretical and applied finance (2003)

Decomposing and simulating the movements of term structures of interest rates in emerging Eurobond markets

von Almeida, Caio
Veröffentlicht in The journal of fixed income (1998)

Interest rate risk measurement in Brazilian sovereign markets

von Almeida, Caio
Veröffentlicht in Estudos econômicos (2004)

Extreme market events in Latin American stock markets

von Ferreira, Rita Rodrigues
Veröffentlicht in Journal of emerging markets (2000)

Optimal portfolio structuring in emerging stock markets using robust statistics

Veröffentlicht in Brazilian review of econometrics (2005)