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Ornelas, Jose Renato Haas's
Scholarly Papers
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Total
Downloads
4,226 |
Total
Citations
11 |
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1.
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Silva Jr., Antonio F. A.
Government of the Federative Republic of Brazil - Central Bank of Brazil de Carvalho, Pablo Jose Campos
Government of the Federative Republic of Brazil - Central Bank of Brazil Ornelas, Jose Renato Haas
Central Bank of Brazil
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21 Dec 09
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Last Revised:
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24 Mar 11
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717
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Performance, Attributtion, Fixed Income, Central Bank
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2.
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Ornelas, Jose Renato Haas
Central Bank of Brazil Alemanni, Barbara
affiliation not provided to SSRN
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423
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1
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Herding, Behaviour, Emerging Markets
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3.
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Fernandes, Jose L. B.
Universidade Católica de Brasília Ornelas, Jose Renato Haas
Central Bank of Brazil
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11 Jan 07
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Last Revised:
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20 Jan 09
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360
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1
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Model risk; Estimation risk, Portfolio Optimisation
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4.
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Fernandes, Jose L. B.
Universidade Católica de Brasília Ornelas, Jose Renato Haas
Central Bank of Brazil
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26 Nov 08
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Last Revised:
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02 Oct 10
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279
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Integrated Risk Measure, Skewness, Credit Risk
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5.
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Momentum and Reversal Puzzle in Emerging Markets
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Ornelas, Jose Renato Haas
Central Bank of Brazil Fernandes, Jose L. B.
Universidade Católica de Brasília
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Posted:
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04 Mar 05
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Last Revised:
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13 Jun 08
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267
(55,066)
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Ornelas, Jose Renato Haas
Central Bank of Brazil Fernandes, Jose L. B.
Universidade Católica de Brasília
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0
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Emerging Markets, Reversal, Momentum
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Ornelas, Jose Renato Haas
Central Bank of Brazil Fernandes, Jose L. B.
Universidade Católica de Brasília
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04 Mar 05
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Last Revised:
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24 Mar 08
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267
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Emerging Markets, Reversal, Momentum
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6.
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Adabag, Can
Bocconi University Ornelas, Jose Renato Haas
Central Bank of Brazil
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238
(62,429)
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2
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Foreign investors, feedback trading, price pressure, base broadening
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7.
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Ornelas, Jose Renato Haas
Central Bank of Brazil Fernandes, Jose L. B.
Universidade Católica de Brasília
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231
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Diversification, Numeraire, Resampling, Risk Aversion
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8.
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Ornelas, Jose Renato Haas
Central Bank of Brazil Silva Jr., Antonio F. A.
Government of the Federative Republic of Brazil - Central Bank of Brazil Fernandes, Jose L. B.
Universidade Católica de Brasília
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13 May 09
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Last Revised:
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18 Dec 09
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222
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3
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Performance Measure, Rank Correlation, Sharpe Ratio
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9.
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Alemanni, Barbara
affiliation not provided to SSRN Ornelas, Jose Renato Haas
Central Bank of Brazil
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205
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1
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Feedback Trading, Portfolio Flows, Emerging Markets, Foreign Investors
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10.
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Fajardo, José
Getulio Vargas Foundation Farias, Aquiles
Government of the Federative Republic of Brazil - Central Bank of Brazil Ornelas, Jose Renato Haas
Central Bank of Brazil
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195
(76,692)
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2
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Generalized Hyperbolic, Value at Risk
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11.
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Silva Jr., Antonio F. A.
Government of the Federative Republic of Brazil - Central Bank of Brazil de Carvalho, Pablo Jose Campos
Government of the Federative Republic of Brazil - Central Bank of Brazil Ornelas, Jose Renato Haas
Central Bank of Brazil
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184
(81,164)
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Risk Management, Crisis, Historical Simulation, RiskMetrics, Misture of Normals, EVT
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12.
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Fajardo, José
Getulio Vargas Foundation Farias, Aquiles
Government of the Federative Republic of Brazil - Central Bank of Brazil Ornelas, Jose Renato Haas
Central Bank of Brazil
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04 May 07
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Last Revised:
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04 Dec 08
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149
(98,568)
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Goodness-of-Fit, Conditional Value at Risk, Risk Management
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13.
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Fernandes, Jose L. B.
Universidade Católica de Brasília Peña, Juan Ignacio
Universidad Carlos III de Madrid - Department of Business Administration Tabak, Benjamin M.
Government of the Federative Republic of Brazil - Central Bank of Brazil Ornelas, Jose Renato Haas
Central Bank of Brazil
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07 Feb 07
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Last Revised:
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30 Jul 08
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148
(99,168)
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1
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Momentum, Agency Theory, Prospect Theory
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14.
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Ornelas, Jose Renato Haas
Central Bank of Brazil Farias, Aquiles
Government of the Federative Republic of Brazil - Central Bank of Brazil Silva Jr., Antonio F. A.
Government of the Federative Republic of Brazil - Central Bank of Brazil
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147
(99,703)
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Perfornance Evaluation, Hedge Funds, Mutual Funds
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15.
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Farias, Aquiles
Government of the Federative Republic of Brazil - Central Bank of Brazil Ornelas, Jose Renato Haas
Central Bank of Brazil Silva Jr., Antonio F. A.
Government of the Federative Republic of Brazil - Central Bank of Brazil
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13 May 09
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Last Revised:
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20 Jun 11
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146
(100,312)
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Sharpe Ratio, Skewness, Performance Evaluation
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16.
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Fajardo, José
Getulio Vargas Foundation Farias, Aquiles
Government of the Federative Republic of Brazil - Central Bank of Brazil Ornelas, Jose Renato Haas
Central Bank of Brazil
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139
(104,610)
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Value-at-Risk, Distance, Goodness-of-fit
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17.
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Ornelas, Jose Renato Haas
Central Bank of Brazil Takami, Marcelo Yoshio
Government of the Federative Republic of Brazil - Central Bank of Brazil
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| Posted: |
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01 May 09
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Last Revised:
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20 Jun 11
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129
(111,356)
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Risk-Neutral Density, Interest Rate Options, Generalized Beta, Mixture of Log-Normals
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18.
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Ornelas, Jose Renato Haas
Central Bank of Brazil Fajardo, José
Getulio Vargas Foundation Farias, Aquiles
Government of the Federative Republic of Brazil - Central Bank of Brazil
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47
(206,083)
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Risk-Neutral Densities, Relative Risk Aversion, Currency Options
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