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Índices Valor-Coppead, carteiras de ponderação igualitária e de mínima variância

Leal, Ricardo Pereira Câmara; Campani, Carlos Heitor - In: Revista Brasileira de Finanças : RBFin 14 (2016) 1, pp. 45-64

Persistent link: https://www.econbiz.de/10011586079

Volatility Smiles When Information is Lagged in Prices

Marcato, Gianluca - 2018

This study explores volatility smiles when stock market information is lagged, specifically in the REIT industry. A usual requirement is that REITs can only disseminate information relating to their property valuations once per year; therefore, this leads to the lagging effect. Within the...

Persistent link: https://www.econbiz.de/10012938282

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

Volatility smiles when information is lagged in prices

Marcato, Gianluca; Sebehela, Tumellano; Campani, Carlos … - In: The North American journal of economics and finance : a … 46 (2018), pp. 151-165

Persistent link: https://www.econbiz.de/10012036614

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

Gestão de carteiras sob múltiplos regimes : performance fora da amostra no mercado brasileiro

Lewin, Marcelo; Campani, Carlos Heitor - In: Revista Brasileira de Finanças : RBFin 18 (2020) 3, pp. 52-79

Persistent link: https://www.econbiz.de/10012306253

The heuristic of representativeness and overconfidence bias in entrepreneurs

Dias, Natália; Avila, Marcos; Campani, Carlos Heitor; … - In: Latin American business review 20 (2019) 4, pp. 317-340

Persistent link: https://www.econbiz.de/10012179269

Forecasting USD-BRL currency rate volatility using realized and implied volatilities data

Campani, Carlos Heitor; Durães, Assis Gustavo da Silva - In: Estudos econômicos : publicação trimestral do … 48 (2018) 4, pp. 687-719

Persistent link: https://www.econbiz.de/10012056878

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