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GND: 170028143


Click on a term to reduce result list Information symbol The result list below will be reduced to the selected search terms. The terms are generated from the titles, abstracts and STW thesaurus of publications by the respective author.

variance premiumpremium impliedimplied volatilityvolatility lowlow liquidityliquidity optionoption marketperformance mutualmutual equityfunds brazilrisk aversionoption tradingoption pricing theoryindex futuresmonte carlo simulationmarket variancemarket performanceequity fundsbrazil bootstrapbootstrap analysisanalysis quasiquasi montemonte carlocarlo financefinance extendingextending problemsproblems effectiveeffective dimensiondimension possibilidadepossibilidade saltossaltos câmbiocâmbio implícitaimplícita nosnos prêmiosprêmios opçõesopções conceitoconceito moedamoeda emem keyneskeynes circulaçãocirculação financeirafinanceira aspectosaspectos financiamentfinanciament setorsetor siderúrgicosiderúrgico brasilbrasil inovaçãoinovação tecnológicatecnológica estudoestudo casocaso articlearticle reportsreports studystudy performancebrazil januaryjanuary analysesanalyses carhartcarhart factorfactor model
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Years of publications: 1400 - 2022


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Publishing years

1
  2017
1
  2015
1
  2014
1
  2005
1
  2002
1
  1987
1
  1985
1
  1984

Series

  1. Working papers / Department of Economics, University of São Paulo (FEA-USP) (1)
  2. Série Ensaios econômicos (1)