Rogerio Oliveira

Constancia Invest

Rua Joaquim Floriano 100

sala 141

São Paulo, São Paulo 04662-002

Brazil

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Saving Markowitz: A Risk Parity Approach Based on the Cauchy Interlacing Theorem

Number of pages: 25 Posted: 19 Aug 2020
University of São Paulo, Constancia Invest, University of São Paulo (USP) - Department of Economics, affiliation not provided to SSRN, Rio de Janeiro State University - Department of Physics and Astronomy and affiliation not provided to SSRN
Downloads 107 (311,471)

Abstract:

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Markowitz, Cauchy Interlacing Theorem, NRP, CIRP

2.

Corporate Bond Risk in the Brazilian Capital Market (Risco de Crédito e Alocação Ótima para uma Carteira de Debêntures) (Portuguese)

Est. Economics, Vol. 38, No. 2, pp. 349-372, 2008
Number of pages: 24 Posted: 11 Sep 2010 Last Revised: 15 Sep 2010
André Cadme Godoy, Rogerio Oliveira and Joe Akira Yoshino
affiliation not provided to SSRN, Constancia Invest and University of São Paulo (USP) - Department of Economics
Downloads 97 (332,256)

Abstract:

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credit risk, corporate bonds, maximum loss, Merton’s Asset Pricing Model