Fernando Moraes

Insper

PhD Candidate

R Quata 300

Sao Paulo, 04542-030

Brazil

SCHOLARLY PAPERS

3

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254

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0

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Scholarly Papers (3)

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1.

Unskilled Fund Managers: Replicating Active Fund Performance With Few ETFs

Number of pages: 43 Posted: 17 Jul 2020 Last Revised: 16 Jan 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 150 (227,234)

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Mutual funds, performance measures, ETF, risk factors.

2.

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 68 (386,299)

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Risk factors, factor zoo, graph lasso, network analysis

3.

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

Number of pages: 44 Posted: 02 Nov 2020 Last Revised: 25 Jan 2021
Fernando Moraes and Rodrigo De-Losso
Insper and University of São Paulo (USP) - Department of Economics
Downloads 36 (512,941)

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Risk factors, factor zoo, DAG, CPDAG