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8 records from EconBiz based on author GND ID
1. Variance premium and implied volatility in a low-liquidity option market
Astorino, Eduardo Sanchez; Chague, Fernando; Giovannetti, Bruno; Silva, Marcos Eugênio da;2017
Type: Aufsatz in Zeitschrift; Article in journal;
Availability:
Link Citations: 6 (based on OpenCitations)
2. Variance premium and implied volatility in a low-liquidity option market
Astorino, Eduardo; Chague, Fernando; Giovannetti, Bruno; Silva, Marcos Eugênio da;2015
Type: Arbeitspapier; Working Paper; Graue Literatur; Non-commercial literature;
Availability: Link
3. Performance of mutual equity funds in Brazil : a bootstrap analysis
abstractThis article reports a study on the performance of mutual equity funds in Brazil from January 2002 to August 2012. For the analyses, Carhart's four-factor model is used as the benchmark for performance, and bootstrap procedures are applied to separate skill from luck. The results show that returns of the best performers are more due to luck than skill of their managers. For the bottom ranked funds, on the contrary, there is statistical evidence that their poor performance is caused mainly by bad management, rather than by bad luck. It is also showed that the largest funds perform better than the small or middle-sized funds.
Laes, Marco Antonio; Silva, Marcos Eugênio da;2014
Type: Aufsatz in Zeitschrift; Article in journal;
Availability: Link Link
Citations: 7 (based on OpenCitations)
4. Quasi-Monte Carlo in finance : extending for problems of high effective dimension
Silva, Marcos Eugênio da; Barbe, Thierry;2005
Type: Aufsatz in Zeitschrift; Article in journal;
5. A possibilidade de saltos no câmbio implícita nos prêmios das opções
Vasconcellos Guimarães, Bernardo de; Silva, Marcos Eugênio da;2002
Type: Aufsatz in Zeitschrift; Article in journal;
6. O conceito de moeda em Keynes e a circulação financeira
Silva, Marcos Eugênio da;1987
Type: Aufsatz in Zeitschrift; Article in journal;
7. Aspectos do financiament do setor siderúrgico no Brasil
Silva, Marcos Eugênio da; Azzoni, Carlos Roberto; Rangel Filardo, Maria L.; Braga, Carlos Alberto Primo;1985
Type: Aufsatz in Zeitschrift; Article in journal;
8. Inovação tecnológica : um estudo de caso
Silva, Marcos Eugênio da;1984
Type: Hochschulschrift; Thesis;