Elias Cavalcante Filho

University of São Paulo (USP)

Rua Luciano Gualberto, 315

São Paulo, São Paulo 14800-901

Brazil

  • University of São Paulo (USP)

SCHOLARLY PAPERS

5

DOWNLOADS

1,397

TOTAL CITATIONS

2

Scholarly Papers (5)

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1.

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

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Mutual funds, performance measures, ETF, risk factors.

2.

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)

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

3.

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), 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

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Equity Risk premia, Asset pricing, Multi-factor model

4.

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

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Mutual funds, performance measures, Multi-factor model

5.

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

Number of pages: 24 Posted: 23 May 2024
Elias Cavalcante Filho, Rodrigo De-Losso, Felipe Sande and José Savoia
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)

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

Other Papers (1)

Total Downloads: 330
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1.

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

Number of pages: 23 Posted: 04 Dec 2023
Elias Cavalcante Filho, Rodrigo De-Losso, Bruno Palialol and Felipe Sande
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

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eventos extraordinários, reequilíbrio econômico-financeiro, mensuração