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

25

DOWNLOADS
Rank 1,445

SSRN RANKINGS

Top 1,445

in Total Papers Downloads

39,615

TOTAL CITATIONS

17

Scholarly Papers (25)

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 34,580 (127)
Citation 6

Abstract:

Loading...

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

2.

Unskilled Fund Managers: Replicating Active Fund Performance With Few ETFs

International Review of Financial Analysis, 78 (2021)
Number of pages: 50 Posted: 17 Jul 2020 Last Revised: 14 Oct 2021
Elias Cavalcante Filho, Fernando Moraes and Rodrigo De-Losso
University of São Paulo (USP), Insper and University of São Paulo (USP) - Department of Economics
Downloads 931 (54,332)
Citation 1

Abstract:

Loading...

Mutual funds, performance measures, ETF, risk factors.

3.

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: 64 Posted: 27 Sep 2019 Last Revised: 26 Jul 2021
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 522 (115,298)

Abstract:

Loading...

retail investors, sub-optimal decisions, behavioral biases, financial mistakes

4.

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

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 63 Posted: 27 Mar 2020 Last Revised: 11 May 2021
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 493 (123,559)
Citation 7

Abstract:

Loading...

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

5.

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 411 (153,305)

Abstract:

Loading...

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

6.

Dynamic Hedging with Stochastic Differential Utility

Number of pages: 49 Posted: 08 Jun 2003
Rodrigo De-Losso
University of São Paulo (USP) - Department of Economics
Downloads 292 (222,644)

Abstract:

Loading...

Stochastic Control, Recursive Utility, Hedging, Bellman Equation

7.

Saving Markowitz: A Risk Parity Approach Based on the Cauchy Interlacing Theorem

Number of pages: 25 Posted: 19 Aug 2020
University of São Paulo, Constância Investimentos, University of São Paulo (USP) - Department of Economics, affiliation not provided to SSRN, Rio de Janeiro State University - Department of Physics and Astronomy and affiliation not provided to SSRN
Downloads 286 (227,463)

Abstract:

Loading...

Markowitz, Cauchy Interlacing Theorem, NRP, CIRP

8.

Risk Factor Centrality and the Cross-Section of Expected Returns

Number of pages: 51 Posted: 02 Nov 2020 Last Revised: 21 Jan 2021
Fernando Moraes and Rodrigo De-Losso
Insper and University of São Paulo (USP) - Department of Economics
Downloads 271 (240,497)

Abstract:

Loading...

Risk factors, factor zoo, graph lasso, network analysis

9.

Custo de Capital Próprio: uma análise crítica às adaptações do modelo CAPM para estimação em economias emergentes (Cost of Equity: A Critical Analysis of CAPM Adaptations for Estimation in Emerging Economies)

Number of pages: 21 Posted: 08 Oct 2024
Elias Cavalcante Filho, Rodrigo De-Losso and Felipe Sande
University of São Paulo (USP), University of São Paulo (USP) - Department of Economics and University of São Paulo (USP)
Downloads 218 (298,100)

Abstract:

Loading...

Cost of Equity, CAPM, Emerging Economies, Risk-Free Rate, Beta, Market Risk Premium

10.

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

Number of pages: 31 Posted: 17 Sep 2021 Last Revised: 28 Mar 2023
Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, Fundação Escola de Comércio Álvares Penteado (FECAP) and University of São Paulo (USP) - Department of Economics
Downloads 176 (363,217)

Abstract:

Loading...

Water and Sanitation; Private sector management; Treatment Effect.

11.

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 160 (394,706)

Abstract:

Loading...

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

12.

US Risk Premia under Emerging Markets Constraints

Number of pages: 22 Posted: 09 Jun 2020
University of São Paulo (USP), 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 147 (423,448)
Citation 1

Abstract:

Loading...

Equity Risk premia, Asset pricing, Multi-factor model

13.

Confidence in Justice: Evidence from Brazil

Number of pages: 15 Posted: 03 Mar 2014
Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, University of São Paulo (USP) - Department of Economics and São Paulo Law School of Fundação Getulio Vargas FGV DIREITO SP
Downloads 137 (447,994)

Abstract:

Loading...

Confidence in Justice, Institutions, Judiciary

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, 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 69 (722,057)

Abstract:

Loading...

Trust in the Police, Institutions, Criminality

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, 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 64 (752,253)
Citation 2

Abstract:

Loading...

Trust in the Police, Institutions, Criminality

15.

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 127 (476,012)

Abstract:

Loading...

Taylor Rule, inflation targeting, inflation stability

16.

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 114 (517,192)

Abstract:

Loading...

Taylor rule, Kalman Filter, Hidden variables, GMM

17.

Risk Factors’ Cpdag Roots and the Cross-Section of Expected Returns

Number of pages: 44 Posted: 02 Nov 2020 Last Revised: 13 Oct 2021
Fernando Moraes and Rodrigo De-Losso
Insper and University of São Paulo (USP) - Department of Economics
Downloads 112 (524,204)

Abstract:

Loading...

Risk factors, factor zoo, DAG, CPDAG

18.

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 109 (534,748)

Abstract:

Loading...

Capital Structure, Target, Leverage, Dynamic Ordered Probit

19.

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, University of São Paulo (USP) - Department of Economics and São Paulo Law School of Fundação Getulio Vargas FGV DIREITO SP
Downloads 91 (605,166)

Abstract:

Loading...

Confidence, Judicial System, Institutions, Judiciary

20.

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), University of São Paulo (USP) - Department of Economics and affiliation not provided to SSRN
Downloads 85 (631,117)

Abstract:

Loading...

Mutual funds, performance measures, Multi-factor model

21.

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, University of São Paulo (USP) - Department of Economics and São Paulo Law School of Fundação Getulio Vargas FGV DIREITO SP
Downloads 79 (658,684)

Abstract:

Loading...

Confidence in the judicial System, Institutions, Judiciary

22.

Estimating the Employment and Educational Effects of Vocational Training: the Role of School Quality

Number of pages: 40 Posted: 22 Mar 2021
Cristiano Carvalho, Raphael B. Corbi and Rodrigo De-Losso
University of Michigan at Ann Arbor, University of Sao Paulo and University of São Paulo (USP) - Department of Economics
Downloads 68 (715,430)

Abstract:

Loading...

Vocational education, short and long-run labor market outcomes, higher education.

23.

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, University of São Paulo (USP) - Department of Economics and São Paulo Law School of Fundação Getulio Vargas FGV DIREITO SP
Downloads 57 (783,094)

Abstract:

Loading...

Confidence in Justice, Compliance with Law, Institutions, Judiciary

24.

Cross-Sectoral Regulatory Influences on Systemic Risk: Lessons from Brazil

Number of pages: 24 Posted: 23 May 2024
University of São Paulo (USP), University of São Paulo (USP) - Department of Economics, University of São Paulo (USP) and FEA-USP
Downloads 16 (1,191,753)

Abstract:

Loading...

Regulatory impact, policy evaluation, contagion effect, Synthetic Control, Difference-in-differences, Cross-sectoral impact

25.

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, Independent and affiliation not provided to SSRN

Abstract:

Loading...

Other Papers (2)

Total Downloads: 603
1.

Identificação e mensuração de eventos extraordinários: boas práticas em contratos de concessão e PPP

Number of pages: 23 Posted: 04 Dec 2023
University of São Paulo (USP), University of São Paulo (USP) - Department of Economics, Instituto de Ensino e Pesquisa (INSPER) and University of São Paulo (USP)
Downloads 330

Abstract:

Loading...

eventos extraordinários, reequilíbrio econômico-financeiro, mensuração

2.

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 273 (119,790)

Abstract:

Loading...

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