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Fernandes, Jose L. B.'s
Scholarly Papers
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Total Downloads
3,607 |
Total
Citations
7 |
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1.
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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
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18 Jan 07
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Last Revised:
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05 May 08
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791
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Behavior, Portfolio Optimization, Resampling
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2.
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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
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18 May 06
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04 Jan 08
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383
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Agency Model, Delegated Portfolio Management, Loss Aversion
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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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20 Jan 09
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360
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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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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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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
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31 May 06
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Last Revised:
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05 May 08
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278
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House Money, Myopic Loss Aversion, Behavioral Biases
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6.
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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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04 Mar 05
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13 Jun 08
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267
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Ornelas, Jose Renato Haas Central Bank of Brazil Fernandes, Jose L. B. Universidade Católica de Brasília
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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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24 Mar 08
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267
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Emerging Markets, Reversal, Momentum
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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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221
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Performance Measure, Rank Correlation, Sharpe Ratio
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9.
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Cacella, Paulo M. F. Government of the Federative Republic of Brazil - Central Bank of Brazil Fernandes, Jose L. B. Universidade Católica de Brasília
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26 Oct 09
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31 Oct 09
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211
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Dynamic Portfolio Optimization, Multi-Objective Optimization, Behavioral Finance
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10.
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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
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Momentum, Agency Theory, Prospect Theory
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11.
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Santos, William Catholic University of Brazil (UCB) Tabak, Benjamin M. Government of the Federative Republic of Brazil - Central Bank of Brazil Fernandes, Jose L. B. Universidade Católica de Brasília Matsumoto, Alberto S. Universidade Católica de Brasília Chagas, Paulo César Catholic University of Brazil (UCB)
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99
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Behavioral Finance, Cognitive Biases, Overconfidence
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12.
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Fernandes, Jose L. B. Universidade Católica de Brasília Araújo, Paulo Henrique Catholic University of Brazil (UCB) Fernandes, Ernani Luiz Secretaria de Orçamento Federal
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95
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ERM, corporate governance, risk management
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13.
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Fernandes, Jose L. B. Universidade Católica de Brasília Matsumoto, Alberto S. Universidade Católica de Brasília Chagas, Paulo César Catholic University of Brazil (UCB) Oliveira, Nathália A. B. Catholic University of Brazil (UCB)
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82
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Behavioral finance, Overconfidence, Herding behavior
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14.
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Lucia, Danielle Catholic University of Brazil (UCB) Tabak, Benjamin M. Government of the Federative Republic of Brazil - Central Bank of Brazil Fernandes, Jose L. B. Universidade Católica de Brasília Matsumoto, Alberto S. Universidade Católica de Brasília Chagas, Paulo César Catholic University of Brazil (UCB)
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73
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Behavioral Finance, Illusion of Control, Irrationality
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15.
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Cardoso, João Paulo Catholic University of Brazil (UCB) Matsumoto, Alberto S. Universidade Católica de Brasília Fernandes, Jose L. B. Universidade Católica de Brasília Tabak, Benjamin M. Government of the Federative Republic of Brazil - Central Bank of Brazil Chagas, Paulo César Catholic University of Brazil (UCB)
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47
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Crediting Rating, Default, Credit Risk
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16.
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Fernandes, Jose L. B. Universidade Católica de Brasília Matsumoto, Alberto S. Universidade Católica de Brasília Chagas, Paulo César Catholic University of Brazil (UCB) Rocha, Simone Muller affiliation not provided to SSRN
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42
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Behavioral finance, credit risk, market risk, risk preference
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17.
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Risk Premium: Insights over the Threshold
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Fernandes, Jose L. B. Universidade Católica de Brasília Peña, Juan Ignacio Universidad Carlos III de Madrid - Department of Business Administration Hasman, Augusto Universidad Carlos III de Madrid - Department of Business Administration
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Posted:
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18 May 06
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Last Revised:
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07 Jan 08
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Fernandes, Jose L. B. Universidade Católica de Brasília Peña, Juan Ignacio Universidad Carlos III de Madrid - Department of Business Administration Hasman, Augusto Universidad Carlos III de Madrid - Department of Business Administration
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Expected Shortfall, Tail Risk, Pareto Distribution, Value at Risk
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Fernandes, Jose L. B. Universidade Católica de Brasília Peña, Juan Ignacio Universidad Carlos III de Madrid - Department of Business Administration Hasman, Augusto Universidad Carlos III de Madrid - Department of Business Administration
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Expected Shortfall, Tail Risk, Pareto Distribution, Value at Risk
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