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Paulo Sergio Ceretta

SSRN Author Rank: 28,112 by Downloads

 Professor
 

Universidade Federal de Santa Maria


 Santa Maria
 Brazil
 email address

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. Paulo Sergio Ceretta's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,147
Total
Citations
1
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Individual and Flexible Expected Shortfall Backtesting | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Risk Model Validation, 7 (3), 3-20, 2013.
Number of Pages in PDF File: 12
Righi, Marcelo Brutti
Federal University of Rio Grande do Sul
Ceretta, Paulo Sergio
Universidade Federal de Santa Maria
Posted:
04 Oct 12
Last Revised:
02 May 14
231
(77,753)
 

2.  
Barba, Fernanda
Federal University of Santa Maria (UFSM)
Ceretta, Paulo Sergio
Universidade Federal de Santa Maria
Posted:
26 Oct 10
Last Revised:
06 Nov 10
131
(161,379)
1

3.  
A Comparison of Expected Shortfall Estimation Models | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Economics and Business, Vol. 78, 2015
Number of Pages in PDF File: 41
Righi, Marcelo Brutti
Federal University of Rio Grande do Sul
Ceretta, Paulo Sergio
Universidade Federal de Santa Maria
Posted:
06 Jun 13
Last Revised:
02 Dec 14
102
(154,956)
 

4.  
Barba, Fernanda
Federal University of Santa Maria (UFSM)
Ceretta, Paulo Sergio
Universidade Federal de Santa Maria
Posted:
18 Feb 11
83
(221,373)
 

5.  
Righi, Marcelo Brutti
Federal University of Rio Grande do Sul
Ceretta, Paulo Sergio
Universidade Federal de Santa Maria
Posted:
19 Dec 14
Last Revised:
11 May 16
71
(216,670)
 

6.  
Do Brazilian REITs Depend on Real Estate Sector Companies or Overall Market? | Show Abstract | Download This Paper | Open PDF in Browser |
Economics Bulletin, v. 33, i. 4, pp. 2948-2957, 2013
Number of Pages in PDF File: 9
Milani, Bruno
Federal University of Santa Maria
Ceretta, Paulo Sergio
Universidade Federal de Santa Maria
Posted:
01 Jan 14
60
(228,020)
 

7.  
Righi, Marcelo Brutti
Federal University of Rio Grande do Sul
Ceretta, Paulo Sergio
Universidade Federal de Santa Maria
Posted:
28 Apr 13
Last Revised:
16 May 15
60
(242,336)
 

8.  
Brazilian REITs Performance: An Analysis of Higher Moments and Time Scales Influence | Show Abstract | Download This Paper | Open PDF in Browser |
WSEAS Transactions on Business and Economics, ISSN / E-ISSN: 1109-9526 / E-ISSN: 2224-2899, Volume 13, 2016, Art. #19, pp. 193-206.
Number of Pages in PDF File: 14
Milani, Bruno
Federal University of Santa Maria
Ceretta, Paulo Sergio
Universidade Federal de Santa Maria
Machado, Mari Eldionara Rosa
Federal University of Santa Maria (UFSM)
Posted:
23 Jan 15
Last Revised:
07 Apr 16
40
(264,653)
 

9.  
Emerging Market Return Pricing: An Intertemporal and Interquantile Approach | Show Abstract | Download This Paper | Open PDF in Browser |
Engineering Economics, v. 25, i. 4, pp. 387-394, 2014.
Number of Pages in PDF File: 14
Milani, Bruno
Federal University of Santa Maria
Fernanda
Universidade Federal de Santa Maria
Ceretta, Paulo Sergio
Universidade Federal de Santa Maria
Righi, Marcelo Brutti
Federal University of Rio Grande do Sul
Posted:
03 Dec 12
Last Revised:
23 Jan 15
30
(327,035)
 

10.  
Machado, Mari Eldionara Rosa
Federal University of Santa Maria (UFSM)
Ceretta, Paulo Sergio
Universidade Federal de Santa Maria
Costa, Alexandre
Federal University of Santa Maria (UFSM)
Posted:
10 Apr 15
21
(213,645)
 

11.  
Comparison between Brazilian Exchange-Traded Funds and Mutual Funds Performance: A Multiscale Approach | Show Abstract | Download This Paper | Open PDF in Browser |
WSEAS Transactions on Business and Economics, ISSN / E-ISSN: 1109-9526 / E-ISSN: 2224-2899, Volume 13, 2016, Art. #18, pp. 175-192.
Number of Pages in PDF File: 18
Milani, Bruno
Federal University of Santa Maria
Ceretta, Paulo Sergio
Universidade Federal de Santa Maria
Posted:
23 Jan 15
Last Revised:
07 Apr 16
21
(354,388)
 

12.  
Milani, Bruno
Federal University of Santa Maria
Ceretta, Paulo Sergio
Universidade Federal de Santa Maria
Posted:
24 Jan 15
16
(350,630)
 

13.  
A Multiscale Approach to Emerging Market Pricing | Show Abstract | Download This Paper | Open PDF in Browser |
Economics Bulletin, v. 34, i.2, 2014.
Number of Pages in PDF File: 9
Milani, Bruno
Federal University of Santa Maria
Ceretta, Paulo Sergio
Universidade Federal de Santa Maria
Posted:
24 Jan 15
6
(462,580)
 

14.  
Cavalheiro, Everton Anger
affiliation not provided to SSRN
Vieira, Kelmara Mendes
Federal University of Santa Maria (UFSM)
Ceretta, Paulo Sergio
Universidade Federal de Santa Maria
Tavares, Carlos Eduardo Moreira
Universidade de Cruz Alta
Posted:
08 Oct 12
 

15.  
Misattribution Bias: The Role of Emotion in Risk Tolerance | Show Abstract |
The IUP Journal of Behavioral Finance, Vol. VIII, No. 3, pp. 25-44, September 2011
Cavalheiro, Everton Anger
affiliation not provided to SSRN
Vieira, Kelmara Mendes
Federal University of Santa Maria (UFSM)
Ceretta, Paulo Sergio
Universidade Federal de Santa Maria
Trindade, Larissa de Lima
Universidade Tecnológica Federal do Paraná
Tavares, Carlos Eduardo Moreira
Universidade de Cruz Alta
Posted:
03 Jul 12
 


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