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
Short-selling, the supply side: Are lenders price makers?
Leading Article in The Brazilian Review of Finance
Daniel de Sales Casula, Rodrigo De-Losso
Read now
No-arbitrage matrices of exchange rates: Some characterizations
International Journal of Economic Theory
Wilfredo L. Maldonado, Juan José Egozcue, Vera Pawlowsky-Glahn
Read now
Unskilled fund managers: Replicating active fund performance with few ETFs
International Review of Financial Analysis
CAVALCANTE FILHO, E., DE-LOSSO, R. and MOREIRA, F.
Read now
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.
Read now
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.
Read now
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.
Read now
