Author Search Results

1

Scenario analysis in the BNDES experience: integrating operational risk management with the measurement of capital

by Macelly Oliveira Morais, Antonio Carlos Figueiredo Pinto, Marcelo Cabus Klotzle

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2

Effects of Idiosyncratic Volatility in Asset Pricing

by André Luís Leite, Antonio Carlos Figueiredo Pinto, Marcelo Cabus Klotzle
Published 2016-04-01

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3

Volatilidade e Previsão de Retorno com Modelos de Alta Frequência e GARCH: Evidências para o Mercado Brasileiro

by Flávio de Freitas Val, Antonio Carlos Figueiredo Pinto, Marcelo Cabus Klotzle
Published 2014-05-01

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4

Uma avaliação da volatilidade dos preços da soja no mercado internacional com dados de alta frequência An evaluation of the volatility of soybeans prices in the international marke...

by Mario Domingues Simões, Marcelo Cabus Klotzle, Antonio Carlos Figueiredo Pinto, Gabriel Levrini
Published 2012-01-01

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5

Long Run Estimations for the Volatility of Time Series in the Brazilian Financial Market

by Alex Sandro Monteiro de Moraes, Antonio Carlos Figueiredo Pinto, Marcelo Cabus Klotzle
Published 2014-03-01

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6

Modelo de previsão de value at risk utilizando volatilidade de longo prazo = Value at Risk prediction model using long term volatility

by Vinicius Mothé Maia, Igor Swinerd Monteiro, Antonio Carlos Figueiredo Pinto, Marcelo Cabus Klotzle
Published 2016-07-01

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7

Hedge Effectiveness in the Brazilian US Dollar Futures Market

by Leonardo Lima Gomes, Mario Domingues Simões, Antonio Carlos Figueiredo Pinto, Marcelo Cabus Klotzle
Published 2011-09-01

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8

Higher-order co-moments in asset pricing on the stock exchange in Brazil

by Paulo Vitor Jordão da Gama Silva, Marcelo Cabus Klotzle, Antonio Carlos Figueiredo Pinto
Published 2015-12-01

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9

Development of a Behavioral Performance Measure

by Marcelo Cabus Klotzle, Leonardo Lima Gomes, Luiz Eduardo Teixeira Brandão, Antonio Carlos Figueiredo Pinto
Published 2012-09-01

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10

Teoria do Prospecto: fatores determinantes nas preferências ao risco no Brasil

by Robert Eugene Lobel, Marcelo Cabus Klotzle, Paulo Vitor Jordão da Gama Silva, Antonio Carlos Figueiredo Pinto
Published 2018-08-01

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11

A relação entre risco idiossincrático e retorno no mercado acionário brasileiro

by Fernanda Primo de Mendonça, Marcelo Cabus Klotzle, Antonio Carlos Figueiredo Pinto, Roberto Marcos da Silva Montezano
Published 2012-12-01

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12

Water: The Only Factor Influencing the Price of Energy in the Spot Market?

by Vinicius Mothé Maia, Bruno Lessa Meireles, Marcelo Cabús Klötzle, Antonio Carlos Figueiredo Pinto, Leonardo Lima Gomes
Published 2016-04-01

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13

Prospect theory: A parametric analysis of functional forms in Brazil

by Robert Eugene Lobel, Marcelo Cabus Klotzle, Paulo Vitor Jordão da Gama Silva, Antonio Carlos Figueiredo Pinto
Published 2017-10-01

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14

Assessment of Market Efficiency in Argentina, Brazil and Chile: an Event Study of Mergers and Acquisitions

by Mario Domingues Simões, T. Diana L. van Aduard de Macedo-Soares, Marcelo Cabus Klotzle, Antonio Carlos Figueiredo Pinto
Published 2012-04-01

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15

Análise da utilização de um modelo de quatro fatores como ferramenta auxiliar para gestão de carteiras baseadas no IBrX

by Luiz Eduardo Carvalho Terra de Faria, Walter Lee Ness Jr., Marcelo Cabus Klotzle, Antonio Carlos Figueiredo Pinto
Published 2011-01-01

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16

ESTIMAÇÃO DO PRÊMIO DE OPÇÕES ASIÁTICAS POR MONTE CARLO E QUASI-MONTE CARLO

by Rafael Igrejas da Silva, Marcio Almeida de Assis, Antonio Carlos Figueiredo Pinto, Marcelo Cabus Klotzle, Leonardo Lima Gomes
Published 2012-12-01

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17

[en] SKEWNESS AND KURTOSIS CONES ON BRAZILIAN STOCK CALL OPTIONS MARKET: AN ANALYSIS OF VOLATILITY CONES BEYOND IMPLIED VOLATILITY CALCULATED BY CORRADO-SU AND BLACK-SCHOLES MODELS

by HENRIQUE BAUER
Published 2012

Other Authors: “...ANTONIO CARLOS FIGUEIREDO PINTO...”

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18

[en] OPTION PRICING USING THE IMPLIED TRINOMIAL TREES MODEL: APPLIED TO THE BRAZILLIAN STOCK MARKET

by PAULO ROBERTO LIMA DIAS FILHO
Published 2012

Other Authors: “...ANTONIO CARLOS FIGUEIREDO PINTO...”

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19

[en] ANALYZING BMFEFBOVESPA REFERENCE OPTION PREMIUM: DOLLAR OPTIONS AND IBOVESPA FUTURES OPTIONS

by ANDRE GIUDICE DE OLIVEIRA
Published 2012

Other Authors: “...ANTONIO CARLOS FIGUEIREDO PINTO...”

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20

[en] PREDICTION OF FUTURE VOLATILITY MODELS: BRAZILIAN MARKET ANALYSIS

by BERNARDO HALLAK AMARAL
Published 2012

Other Authors: “...ANTONIO CARLOS FIGUEIREDO PINTO...”

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