Sao Paulo
BRAZIL
Getulio Vargas Foundation (FGV) - Sao Paulo School of Business Administration
SSRN RANKINGS
in Total Papers Downloads
Structured products; retail investors; conflict of interest
Retail Liquidity Provider, Brazil, microstructure, regulatory changes
Machine Learning Forecasting, LASSO, Ridge Regression, Emerging Markets, Outof- Sample Forecasting
Machine Learning Forecasting, LASSO, Ridge Regression, Emerging Markets, Out-of-Sample Forecasting
price transparency, OTC markets, benchmarks, equity lending, search costs
Interest rate derivatives, Scheduled events, Monetary Policy
Market Impact, Liquidity Risk, Emerging Markets, False Discovery Rate
Multi-asset option pricing, Multivariate Risk Management, Edgeworth Expansion, Higher-order Moments
Hard-to-borrow, Short-selling
Robust Optimization; Stress Scenarios, Discrete Optimization, Monte Carlo Simulation, CCP, Maximum block-entropy
Financial Innovation, Financial Literacy, Structured Products, Product Design, Shrouding, Monitoring, Complexity
Model Risk, Credit Risk, Credit Scoring, big data, Machine Learning.
Stress Testing, Plausible stress scenarios, Copula, EVT, CCPs
loan fees, search-costs, lending market, short-selling restrictions
