Rodrigo De-Losso

University of São Paulo (USP) - Department of Economics

Full Professor

Av. Prof. Luciano Gualberto 908

Sao Paulo SP, 05508-010

Brazil

SCHOLARLY PAPERS

18

DOWNLOADS
Rank 2,243

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Top 2,243

in Total Papers Downloads

16,100

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (18)

1.

Day Trading for a Living?

Number of pages: 9 Posted: 22 Jul 2019 Last Revised: 15 Jun 2020
Fernando Chague, Rodrigo De-Losso and Bruno Giovannetti
Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, University of São Paulo (USP) - Department of Economics and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Downloads 14,983 (230)

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day trade, day trading for a living, retail investors, HFT, course providers, futures market

2.

Dynamic Hedging with Stochastic Differential Utility

EFMA 2003 Helsinki Meetings
Number of pages: 49 Posted: 08 Jun 2003
Rodrigo De-Losso
University of São Paulo (USP) - Department of Economics
Downloads 242 (137,811)

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Stochastic Control, Recursive Utility, Hedging, Bellman Equation

3.

Deep Haar Scattering Networks in Pattern Recognition: A Promising Approach

Number of pages: 16 Posted: 03 Dec 2018
University of São Paulo, Rutgers, The State University of New Jersey - Department of Physics and Astronomy, Escola Politécnica, University of São Paulo (USP) - Department of Economics and Rio de Janeiro State University - Department of Physics and Astronomy
Downloads 215 (153,769)

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Haar Scattering Networks, Convolutional Neural Networks (CNNs), Wavelets, Pattern Recognition, Classi cation, Regression, ARIMA, ETS, SVMs, Random Forests, Conditional Trees, Deep Learning

4.

Attention and Biases: Evidence from Tax-Inattentive Investors

Fisher College of Business Working Paper No. 2019-03-022, Charles A. Dice Center Working Paper No. 2019-22
Number of pages: 65 Posted: 27 Sep 2019 Last Revised: 18 May 2020
Ohio State University (OSU) - Department of Finance, Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, University of São Paulo (USP) - Department of Economics and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Downloads 119 (255,091)
Citation 1

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retail investors, behavioral inattention, stock-picking performance, behavioral biases, heuristics, bunching, financial mistakes

5.

Did the Taylor Rule Stabilize Inflation in Brazil?

Number of pages: 43 Posted: 28 Sep 2012
Rodrigo De-Losso
University of São Paulo (USP) - Department of Economics
Downloads 92 (302,092)

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Taylor Rule, inflation targeting, inflation stability

6.

Price Transparency in OTC Equity Lending Markets: Evidence From a Loan Fee Benchmark

Number of pages: 53 Posted: 27 Mar 2020
University of Sao Paulo (USP), Faculty of Economics, Administration and Accounting (FEA), Students, Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, University of São Paulo (USP) - Department of Economics, Getulio Vargas Foundation (FGV) - Sao Paulo School of Business Administration and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Downloads 79 (331,554)

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price transparency, OTC markets, benchmarks, equity lending, search costs

7.

What if Fi rms Adjust Their Debt-Equity Ratios Toward a Target Range?

Number of pages: 57 Posted: 02 Oct 2012 Last Revised: 14 Oct 2012
Ricardo Buscariolli and Rodrigo De-Losso
Sao Paulo School of Economics-FGV and University of São Paulo (USP) - Department of Economics
Downloads 63 (375,254)

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Capital Structure, Target, Leverage, Dynamic Ordered Probit

8.

How Land Title Affects Child Labor?

World Bank Policy Research Working Paper No. 5010
Number of pages: 33 Posted: 20 Apr 2016
Mauricio Moura, Rodrigo De-Losso and Larissa Leony
affiliation not provided to SSRN, University of São Paulo (USP) - Department of Economics and International Monetary Fund (IMF)
Downloads 56 (397,554)

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Labor Policies, Access to Finance, Debt Markets, Gender and Law

9.

Confidence in the Judicial System and Court Experience: Evidence from Brazil

Number of pages: 19 Posted: 22 Jul 2014
Getulio Vargas Foundation (FGV), Sao Paulo School of Economics, Students, University of São Paulo (USP) - Department of Economics and São Paulo Law School of Fundação Getulio Vargas FGV DIREITO SP
Downloads 55 (400,985)

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Confidence, Judicial System, Institutions, Judiciary

Does the Concern About Local Crime Affect Trust in the Police?

Number of pages: 16 Posted: 08 Oct 2015
Getulio Vargas Foundation (FGV), Sao Paulo School of Economics, Students, University of São Paulo (USP) - Department of Economics, São Paulo Law School of Fundação Getulio Vargas FGV DIREITO SP and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Downloads 31 (511,241)
Citation 2

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Trust in the Police, Institutions, Criminality

Does the Concern About Local Crime Affect Trust in the Police?

Number of pages: 16 Posted: 23 Jun 2017
Getulio Vargas Foundation (FGV), Sao Paulo School of Economics, Students, São Paulo Law School of Fundação Getulio Vargas FGV DIREITO SP, University of São Paulo (USP) - Department of Economics and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Downloads 10 (653,855)

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Trust in the Police, Institutions, Criminality

11.

Confidence in the Judicial System: Evidence from Brazil

Number of pages: 19 Posted: 22 Jul 2014
Getulio Vargas Foundation (FGV), Sao Paulo School of Economics, Students, University of São Paulo (USP) - Department of Economics and São Paulo Law School of Fundação Getulio Vargas FGV DIREITO SP
Downloads 37 (470,196)

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Confidence in the judicial System, Institutions, Judiciary

12.

Questioning the Taylor Rule

Number of pages: 47 Posted: 28 Jan 2009 Last Revised: 28 Sep 2012
Rodrigo De-Losso
University of São Paulo (USP) - Department of Economics
Downloads 36 (474,647)

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Taylor rule, Kalman Filter, Hidden variables, GMM

13.

Confidence in Justice: Evidence from Brazil

Number of pages: 15 Posted: 03 Mar 2014
Getulio Vargas Foundation (FGV), Sao Paulo School of Economics, Students, University of São Paulo (USP) - Department of Economics and São Paulo Law School of Fundação Getulio Vargas FGV DIREITO SP
Downloads 27 (519,630)

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Confidence in Justice, Institutions, Judiciary

14.

Unskilled fund managers: replicating active fund performance with few ETFs

Number of pages: 34
Elias Cavalcante Filho, Fernando Moraes and Rodrigo De-Losso
University of São Paulo (USP) - Department of Economics, Insper and University of São Paulo (USP) - Department of Economics
Downloads 19

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Mutual funds, performance measures, ETF, risk factors.

15.

US Risk Premia under Emerging Markets Constraints

Number of pages: 22 Posted: 09 Jun 2020
University of São Paulo (USP) - Department of Economics, Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, University of São Paulo (USP) - Department of Economics and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Downloads 18 (574,827)

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Equity Risk premia, Asset pricing, Multi-factor model

16.

Quais os Fatores de Risco Relevantes aos Investidores? Evidências no Mercado de Fundos Brasileiro (Which Factors Matter to Investors? Evidence from Brazilian Mutual Funds)

Number of pages: 27 Posted: 10 Jun 2020
University of São Paulo (USP) - Department of Economics, University of São Paulo (USP) - Department of Economics and affiliation not provided to SSRN
Downloads 11 (621,183)

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Mutual funds, performance measures, Multi-factor model

17.

Perceptions About Compliance with Law and Vulnerable Groups in Brazil

Number of pages: 26 Posted: 01 Jul 2019
Fundação Getulio Vargas FGV DIREITO SP - São Paulo Law School, Getulio Vargas Foundation (FGV), Sao Paulo School of Economics, Students, University of São Paulo (USP) - Department of Economics and São Paulo Law School of Fundação Getulio Vargas FGV DIREITO SP
Downloads 7 (648,867)

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Confidence in Justice, Compliance with Law, Institutions, Judiciary

18.

Building a Confidence Index for Brazil’s Judicial System

5th Annual Conference on Empirical Legal Studies Paper
Posted: 17 Jul 2010
UFSCar, São Paulo Law School of Fundação Getulio Vargas FGV DIREITO SP, University of São Paulo (USP) - Department of Economics, Unaffiliated Authors and affiliation not provided to SSRN

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Other Papers (1)

Total Downloads: 222
1.

Well-Connected Short-Sellers Pay Lower Loan Fees: A Market-Wide Analysis

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 75 Posted: 29 Jul 2015 Last Revised: 19 Sep 2019
Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, University of São Paulo (USP) - Department of Economics, Getulio Vargas Foundation (FGV) - Sao Paulo School of Business Administration and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Downloads 222 (119,790)

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loan fees, search-costs, lending market, short-selling restrictions