Elias Cavalcante Filho

Av. Prof. Luciano Gualberto 908

Sao Paulo SP, 05508-900

Brazil

SCHOLARLY PAPERS

3

DOWNLOADS

289

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Unskilled Fund Managers: Replicating Active Fund Performance With Few ETFs

Number of pages: 50 Posted: 17 Jul 2020 Last Revised: 13 Jul 2021
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 213 (178,240)

Abstract:

Loading...

Mutual funds, performance measures, ETF, risk factors.

2.

US Risk Premia under Emerging Markets Constraints

Number of pages: 22 Posted: 09 Jun 2020
Elias Cavalcante Filho, Fernando Chague, Rodrigo De-Losso and Bruno Giovannetti
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 39 (523,537)
Citation 1

Abstract:

Loading...

Equity Risk premia, Asset pricing, Multi-factor model

3.

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
Elias Cavalcante Filho, Rodrigo De-Losso and Jose Carlos Santos
University of São Paulo (USP) - Department of Economics, University of São Paulo (USP) - Department of Economics and affiliation not provided to SSRN
Downloads 37 (533,238)

Abstract:

Loading...

Mutual funds, performance measures, Multi-factor model