Results 81 to 90 of about 1,540 (110)
Delegated Portfolio Management and Risk Taking Behavior [PDF]
Standard models of moral hazard predict a negative relationship between risk and incentives; however empirical studies on mutual funds present mixed results.
Benjamin Miranda Tabak +2 more
core
Foreign Exchange Market Volatility Information: An Investigation of Real-Dollar Exchange Rate [PDF]
Price distributions estimation has become a relevant subject for risk and pricing literature. Special concern resides on tail probabilities, which usually presents more severe observations than those predicted by Normal distributions.
Frederico Pechir Gomes +2 more
core
Aplicações de programação não-linear ao apreçamento de apólices de seguro
Paulo Henrique Ramos de Oliveira Machado
semanticscholar +1 more source
Is Inflation Persistence Over? [PDF]
We analyze inflation persistence in several industrial and emerging countries in the recent past by estimating reduced-form models of inflation dynamics. We select a very representative group of 23 industrial and 17 emerging economies.
Fernando N. de Oliveira, Myrian Petrassi
core
Apreçamento e hedging de opções com barreira: incorporação do sorriso de volatilidade
Carlos Eduardo de Souza Lara
semanticscholar +1 more source
Uma metodologia de apreçamento de swaps exóticos para derivativos multivariados
Renato Annoni
semanticscholar +1 more source