Tiago Filomena

Universidade Federal do Rio Grande do Sul (UFRGS)

Av. Carlos Gomes 1111

Porto Alegre, Rio Grande do Sul 90480-004

Brazil

  • Universidade Federal do Rio Grande do Sul (UFRGS)

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

A Consumer Credit Risk Structural Model Based on Affordability: Balance at Risk

Number of pages: 18 Posted: 26 Mar 2016 Last Revised: 05 Apr 2016
Marcelo Perlin, Marcelo Righi and Tiago Filomena
Escola de Administração - UFRGS, Universidade Federal do Rio Grande do Sul (UFRGS) and Universidade Federal do Rio Grande do Sul (UFRGS)
Downloads 333 (175,833)

Abstract:

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balance at risk, credit risk, personal finance

2.

Risk Parity in the Brazilian Market

Economics Bulletin, Volume 37, Issue 3, pages 1555-1566
Number of pages: 13 Posted: 19 Jul 2017
Pierre de Souza, Tiago Filomena, João Caldeira, Denis Borenstein and Marcelo Righi
Getulio Vargas Foundation (FGV), Sao Paulo School of Business Administration, Students, Universidade Federal do Rio Grande do Sul (UFRGS), Universidade Federal de Santa Catarina & CNPq, Federal University of Rio Grande do Sul (UFRGS/PPGA), Management School and Universidade Federal do Rio Grande do Sul (UFRGS)
Downloads 265 (223,899)

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risk parity, brazilian market, covariance matrix