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The Brazilian Stock Market in the Pre-IBOVESPA era

ID: 31301

Authors: Antonio Zoratto Sanvicente.

Source: Revista Brasileira de Finanças, v. 12, n. 1, p. 1-1, January-March, 2014. 1 page(s).

Keyword: Brazilian securities markets indices , historical equity risk premium , holding period returns , S-N average

Document type: Article (Portuguese) Show Abstract

Relations between serial correlation and volatility: is there a LeBaron Effect in Brazil?

ID: 31302

Authors: Regis Augusto Ely.

Source: Revista Brasileira de Finanças, v. 12, n. 1, p. 13-13, January-March, 2014. 1 page(s).

Keyword: LeBaron effect , serial correlation , volatility

Document type: Article (Portuguese) Show Abstract

Assessing day-to-day volatility: does the trading time matter?

ID: 31303

Authors: José Valentim Machado Vicente, Gustavo Silva Araújo, Paula Baião Fisher de Castro, Felipe Noronha Tavares.

Source: Revista Brasileira de Finanças, v. 12, n. 1, p. 41-66, January-March, 2014. 26 page(s).

Keyword: risk , uncertainty , volatility

Document type: Article (English) Show Abstract

Mean-Variance efficiency of the market portfolio

ID: 31304

Authors: Rafael Falcão Noda, Roy Martelanc, José Roberto Securato.

Source: Revista Brasileira de Finanças, v. 12, n. 1, p. 67-88, January-March, 2014. 22 page(s).

Keyword: CAPM , cost of capital , portfolio management

Document type: Article (Portuguese) Show Abstract

Index tracking with control on the number of assets

ID: 31305

Authors: Leonardo Riegel Sant’Anna, Tiago Pascoal Filomena, Denis Borenstein.

Source: Revista Brasileira de Finanças, v. 12, n. 1, p. 89-119, January-March, 2014. 31 page(s).

Keyword: index tracking , portfolio optimization , quadratic integer programming

Document type: Article (Portuguese) Show Abstract

Brazilian Review of Finance 2013 Editorial Report

ID: 31306

Authors: Ricardo P. Câmara Leal.

Source: Revista Brasileira de Finanças, v. 12, n. 1, p. 121-129, January-March, 2014. 9 page(s).

Keyword: Brazilian Review of Finance , editorial report , editorial statistics

Document type: Bibliographical Note (English) Show Abstract

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