Center for Research in Financial Economics of the University of São Paulo

NEFIN is the Brazilian Center for Research in Financial Economics of the University of São Paulo. The Center was created by researchers of the Department of Economics.

Our area of research is Financial Economics: asset pricing, derivative pricing, corporate finance, risk management and portfolio allocation.

We make available for free download data sets and variables that are typically used by academics and practitioners, such as Brazilian risk factors and stock portfolios. The data are updated on a regular basis.

Highlights

Our Latest Publications

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Dez 01, 2021

No-arbitrage matrices of exchange rates: Some characterizations

International Journal of Economic Theory
Wilfredo L. Maldonado, Juan José Egozcue, Vera Pawlowsky-Glahn
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Oct 06, 2021

Unskilled fund managers: Replicating active fund performance with few ETFs

International Review of Financial Analysis
CAVALCANTE FILHO, E., DE-LOSSO, R. and MOREIRA, F.
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Aug 19, 2021

Long-term stock returns in Brazil: Volatile equity returns for U.S.-like investors

International Journal of Finance & Economics
ARAÚJO, EURILTON ; BRITO, Ricardo ; SANVICENTE, ANTONIO Z.
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May 11, 2021

Price Transparency in OTC Equity Lending Markets: Evidence From a Loan Fee Benchmark

Journal of Financial Economics
CEREDA, F., CHAGUE, F., DE-LOSSO, R., GENARO, A. and GIOVANNETTI, B.
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Apr 08, 2021

Which Factors Matter to Investors? Evidence from Brazilian Mutual Funds

Revista Brasileira de Gestão de Negócios
CAVALCANTE FILHO, E., DE-LOSSO, R. and SANTOS, J.
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Jan 29, 2021

An international reserves variation threshold to increase loan funding

International Economics and Economic Policy
Wilfredo L. Maldonado, Jorge Guillén & Jussara Ribeiro
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