Antonio F. A. Silva Jr.

Federal University of Bahia - UFBA

Av. Reitor Miguel Calmon, s/n

Vale do Canela

Salvador, Bahia

Brazil

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 16,702

SSRN RANKINGS

Top 16,702

in Total Papers Downloads

2,985

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (9)

1.

A Performance Attribution Methodology for Fixed Income Portfolios

PORTFOLIO AND RISK MANAGEMENT FOR CENTRAL BANKS AND SOVEREIGN WEALTH FUNDS, Ken Nyholm, Joachim Coche, and Gabriel Petre, eds.
Number of pages: 16 Posted: 21 Dec 2009 Last Revised: 24 Mar 2011
Federal University of Bahia - UFBA, Banco Central do Brasil and Banco Central do Brasil
Downloads 1,826 (8,862)

Abstract:

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Performance, Attributtion, Fixed Income, Central Bank

2.

Yes, the Choice of Performance Measure Does Matter for Ranking of US Mutual Funds

Number of pages: 17 Posted: 13 May 2009 Last Revised: 18 Dec 2009
Jose Renato Haas Ornelas, Antonio F. A. Silva Jr. and Jose L. B. Fernandes
Banco Central do Brasil, Federal University of Bahia - UFBA and Universidade de Brasília
Downloads 345 (89,861)
Citation 4

Abstract:

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Performance Measure, Rank Correlation, Sharpe Ratio

3.

Accounting for Skewness in Performance Evaluation of Brazilian Mutual Funds

Banking and Finance Review, Vol. 1, pp. 119-132, 2009
Number of pages: 14 Posted: 13 May 2009 Last Revised: 20 Jun 2011
Aquiles Farias, Jose Renato Haas Ornelas and Antonio F. A. Silva Jr.
Government of the Federative Republic of Brazil - Central Bank of Brazil, Banco Central do Brasil and Federal University of Bahia - UFBA
Downloads 234 (135,762)

Abstract:

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Sharpe Ratio, Skewness, Performance Evaluation

4.

Best Practices in Measuring and Managing Market Risks after 2008 Crisis

Number of pages: 12 Posted: 26 Dec 2009
Federal University of Bahia - UFBA, Banco Central do Brasil and Banco Central do Brasil
Downloads 209 (151,277)

Abstract:

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Risk Management, Crisis, Historical Simulation, RiskMetrics, Misture of Normals, EVT

5.

Manipulation-Proof Performance Evaluation of Brazilian Fixed Income and Multimarket Funds

Number of pages: 14 Posted: 23 Jul 2008
Jose Renato Haas Ornelas, Aquiles Farias and Antonio F. A. Silva Jr.
Banco Central do Brasil, Government of the Federative Republic of Brazil - Central Bank of Brazil and Federal University of Bahia - UFBA
Downloads 202 (156,159)

Abstract:

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Perfornance Evaluation, Hedge Funds, Mutual Funds

6.

The Brazilian Strategy and the Interventions to Manage Risk of Foreign Currency Exposure During Crisis

Number of pages: 23 Posted: 04 Mar 2010
Antonio F. A. Silva Jr.
Federal University of Bahia - UFBA
Downloads 95 (284,309)

Abstract:

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foreign exchange rate, intervention, central bank

7.

The Self-Insurance Role of International Reserves and the 2008-2010 Crisis

Central Bank of Brazil Working Paper
Number of pages: 26 Posted: 09 Nov 2011
Antonio F. A. Silva Jr.
Federal University of Bahia - UFBA
Downloads 43 (428,094)
Citation 2

Abstract:

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international reserves, crisis, central banks

8.

Evaluation of Brazilian Auctions for Photovoltaic Projects Using Traditional and Real Option Approaches

Number of pages: 13 Posted: 09 Mar 2018
Antonio F. A. Silva Jr., Sameque Santos Ribeiro and Vitor M. Quintella
Federal University of Bahia - UFBA, Independent and Independent
Downloads 23 (522,973)

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photovoltaic projects; real options; renewable energy

9.

The Inflationary Effects in a Crisis and the Risk Management Strategy with International Reserves

Number of pages: 17 Posted: 14 Nov 2019
Antonio F. A. Silva Jr.
Federal University of Bahia - UFBA
Downloads 8 (617,584)

Abstract:

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international reserves, inflation, monetary policy, risk management