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Liability driven investment with alternative assets : evidence from Brazil

Bernardo, Márcio R.; Campani, Carlos Heitor - In: Emerging markets review 41 (2019), pp. 1-15

Persistent link: https://www.econbiz.de/10012315119

Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon

Campani, Carlos Heitor; Garcia, René - In: The North American journal of economics and finance : a … 48 (2019), pp. 364-384

Persistent link: https://www.econbiz.de/10012120271

Optimal portfolio strategies in the presence of regimes in asset returns

Campani, Carlos Heitor; Garcia, René; Lewin, Marcelo - In: Journal of banking & finance 123 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012662395

Asset allocation under regimes in European economies

Berujon, Sebastien; Lewin, Marcelo; Campani, Carlos Heitor - In: International journal of accounting and finance 12 (2024) 1/2, pp. 47-70

Persistent link: https://www.econbiz.de/10015376411

Constrained portfolio strategies in a regime-switching economy

Lewin, Marcelo; Campani, Carlos Heitor - In: Financial markets and portfolio management 37 (2023) 1, pp. 27-59

Persistent link: https://www.econbiz.de/10014252601

Us Commodity Indices’ Diversification and Inflation Hedging Benefits : Evidence from Brazil

Bernardo, Marcio; Campani, Carlos Heitor; Roquete, … - 2023

We analyze the impact of two leading international commodity indices (Bloomberg Commodity Index and S&P Goldman Sachs Commodity Index) on a Brazilian portfolio composed of stock index, government bond index, and inflation- linked government bond index. Our results show that international...

Persistent link: https://www.econbiz.de/10014256717