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.
Our Latest Publications
Does Private Means Better? A Water and Sanitation Quasi-Experimental Design
Emerging Markets Finance and Trade
Arthur Dassan, Joelson Oliveira Sampaio, Vinícius AB Silva, Rodrigo De-Losso
Read now
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
