Research

Gestão de Investimentos

Matemática Financeira Moderna

Derivativos e Renda Fixa: Teoria e Aplicações ao Mercado Financeiro Brasileiro

Econometria de Séries Temporais

Short-selling, the supply side: Are lenders price makers?

On the optimality of the deposit insurance premium

Does Private Means Better? A Water and Sanitation Quasi-Experimental Design

No-arbitrage matrices of exchange rates: Some characterizations

Day Trading for a Living?

Risk factor centrality and the cross-section of expected returns

Risk factors' CPDAG roots and the cross-section of expected returns

Dotcom Extreme Underpricing