Gyorgy Varga

FCE Consulting

Partner

Brazil

http://www.fce.com.br

SCHOLARLY PAPERS

10

DOWNLOADS

337

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Ideas:
“  Fixed income modellingInvestment fund performance  ”

Scholarly Papers (10)

1.

The Growth and Size of the Brazilian Mutual Fund Industry

Number of pages: 34 Posted: 22 Mar 2010
Gyorgy Varga and Maxim Wengert
FCE Consulting and Quantum
Downloads 265 (129,112)
Citation 1

Abstract:

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emerging markets, Brazilian financial market, hedge funds, mutual funds, international asset allocation

2.

The Cross-Section of Expected Stock Returns in Brazil

Revista Brasileira de Finanças, 2016
Number of pages: 38 Posted: 25 Jun 2016 Last Revised: 19 Dec 2019
Gyorgy Varga and Ricardo D. Brito
FCE Consulting and FEA-USP
Downloads 37 (483,489)

Abstract:

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book-to-market, momentum and size characteristics, emerging markets

3.

Preço e Estratégias para Contrato Futuro de DI (Price and Strategies for Brazilian (DI) Interest Rate Futures Contract)

Resenha da BM&F, 2004
Number of pages: 13 Posted: 24 Feb 2020
Gyorgy Varga
FCE Consulting
Downloads 22 (565,019)

Abstract:

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interest rate derivatives

4.

Movimentos da Estrutura a Termo Brasileira e Imunização (Term Structure Movements and Imunization)

Economia Aplicada, 2001
Number of pages: 21 Posted: 24 Feb 2020
Gyorgy Varga and Marcos Valli
FCE Consulting and affiliation not provided to SSRN
Downloads 5 (682,791)

Abstract:

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Term structure, asset pricing

5.

Estrutura a Termo Baseada em Títulos com Pagamentos Intermediários (Term Structure Fitting with Coupon Bonds)

Resenha da BM&F, 2006
Number of pages: 13 Posted: 24 Feb 2020
Gyorgy Varga
FCE Consulting
Downloads 4 (690,427)

Abstract:

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term structure, bond pricing

6.

Teste de Modelos Estatísticos para a Estrutura a Termo no Brasil (Testing Term Structure Fitting Models)

Revista Brasileira de Economia, 2009
Number of pages: 34 Posted: 24 Feb 2020
Gyorgy Varga
FCE Consulting
Downloads 4 (690,427)

Abstract:

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Asset pricing; Term structure fitting; Bond pricing

7.

Subprime Crisis and Its Impact on the Brazilian Mutual Fund Industry

In: Jonathan A. Batten and Peter G. Szilagyi. (Org.). The Impact of the Global Financial Crisis on Emerging Financial Markets, Contemporary Studies in Economic and Financial Analysis, 2011
Posted: 09 Jan 2020
Gyorgy Varga and Maxim Wengert
FCE Consulting and QuantumFinance

Abstract:

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Mutual funds; Brazilian financial market; hedge funds; emerging markets; risk management; financial crises

8.

Tax Benefits of Open Individual Private Pension Plans

Latin American Business Review, 2018
Posted: 09 Jan 2020
Gyorgy Varga
FCE Consulting

Abstract:

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emerging markets; financial market taxation; investment decision; investment fund; personal finance; private pension plan; retirement systems

9.

International versus Local Credit Ratings Agencies: The Case of Brazilian ABS

The Journal of Structured Finance, 2018
Posted: 09 Jan 2020
Gyorgy Varga and Leonardo Alvarenga
FCE Consulting and QuantumFinance

Abstract:

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asset backed securities, credit risk, rating, rating agencies, rating inflation, conflict of interest

10.

Persistence in Equity Fund Performance in Brazil

EMERGING MARKETS FINANCE AND TRADE, v. 50, p. 16-33, 2014.
Posted: 09 Jan 2020
FCE Consulting, CESA, Universidad del Bío-Bío and Instituto Tecnologico y de Estudios Superiores de Monterrey (ITESM)

Abstract:

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equity fund performance, Latin America, persistence