Artigos Publicados

  1. "Liability Driven Investment with Alternative Assets: Evidence from Brazil" com Márcio R. Bernardo: aceito na Emerging Markets Review.

  2. PGBL and VGBL Private Pension Plans: An Analysis of the Brazilian Market” com Thiago Roberto Dias Costa, Fábio Garrido Leal Martins e Sandro Azambuja: aceito na Revista Sociedade, Contabilidade e Gestão.

  3. The Heuristics of Representativeness and the Bias of Overconfidence on Entrepreneurs” com Natália Dias, Marcos Ávila and Flávia Maranho: aceito na Latin American Business Review.

  4. Exchange Options in the REIT Industry” com Gianluca Marcato e Tumellano Sebehela: aceito no Advances in Investment Analysis and Portfolio Management.  

  5. Quantifying the Value of Information: The Case Study of a Natural Gas Field Exploration and Production Project” com Renato Silveira Guimarães e Rafael Cardoso do Nascimento: Revista Economia & Gestão, Vol. 19, No. 53,  73 - 87, 2019.

  6. Use Test Application of Capital Internal Models in the Brazilian Insurance Market” com Rafael Calzavara: Revista Brasileira de Risco e Seguros, Vol. 15, No. 25, 51 - 84, 2019.

  7. Regime de Capitalização na Previdência Pública: Uma Análise de Experiências Internacionais” com André Pereira: The CFA Society Brazil, 1 - 58, 2019.

  8. Approximate Analytical Solutions for Consumption/Investment Problems under Recursive Utility and Finite Horizon” com René Garcia: The North American Journal of Economics and Finance, Vol. 48, 364 - 384, 2019.

  9. Administrative Costs of Pension Funds: The Impact of Fund Characteristics” com Ian Richard de Ridder: Economics Bulletin, Vol. 39, No. 2, 1361 - 1370, 2019.

  10. Who Loses and Who Wins with the PEC 287/2016? An Analysis of the Pension Wealth Variation for the Urban Beneficiary of the Brazilian Social Security System” com Fábio Garrido Leal Martins: Revista de Administração Pública (RAP), Vol. 53, No. 2, 432 - 460, 2019.

  11. Investor Segmentation: How to Improve Current Techniques by incorporating Behavioral Finance Concepts?” com Ronaldo Andrade Deccax: International Journal of Economics and Business Research, Vol. 18, No. 1, 31 - 48, 2019.

  12. Formulation of Brazilian Sugar Basis Forecasting using Time Series Models: Comparison between the Northeast and Southeast Spot and Ice Futures Markets” com Felipe Araujo de Oliveira, Márcio Rodrigues Bernardo e Waldemar Antônio da Rocha de Souza: International Research Journal of Finance and Economics, Vol. 172, 20 - 34, 2019.

  13. Investing in Real Estate: Is It Worth? A Square Meter Valuation Analysis in the Real Estate Market of Great Vitória” com Emmanuel Marques Silva: Revista de Ciências da Administração, Vol. 20, No. 52, 8 - 22, 2018.  

  14. Pensando na Aposentadoria: PGBL, VGBL ou Autoprevidência?” com Thiago Roberto Dias Costa: Revista Brasileira de Risco e Seguros, Vol. 14, No. 24, 19 - 46, 2018.

  15. Forecasting Dollar-Real Currency Rate Using Realized and Implied Volatility Data” com Assis Gustavo da Silva Durães: Revista Estudos Econômicos, Vol. 48, No. 4, 687 – 719, 2018.

  16. Volatility Smiles When Information is Lagged in Prices” com Gianluca Marcato e Tumellano Sebehela: The North American Journal of Economics and Finance, Vol. 46, 151 – 165, 2018.  

  17. Corporate Governance and Fundamental Indexation in Brazil” com Raphael Moses Roquete e Ricardo Pereira Câmara Leal: Economics Bulletin, Vol. 38, N. 3, 141 – 152, 2018.  

  18. Fundamental Indexation in Brazil: A Competitive Strategy?” com Raphael Moses Roquete e Ricardo Pereira Câmara Leal: Review of Business Management, Vol. 20, N. 3, 361 – 377, 2018.  

  19. Private Pension Funds: Passivity at Active Fund Prices” com Leonardo Mesquita de Brito: Revista Contabilidade & Finanças, Vol. 29, N. 76, 148 – 163, 2018.

  20. Effects of Exchange Rate Volatility on Brazilian Exports” com Osmar José Bertholini Pianca e Rafael Cardoso do Nascimento: Contextus - Revista Contemporânea de Economia e Gestão, Vol. 15, N. 2, 188 – 210, 2017.

  21. Predictive Power of Brazilian Equity Fund Performance Using R2 as a Measure of Selectivity” com Marcelo Guzella: Revista Contabilidade & Finanças, Vol. 28, N. 74, 282 – 296, 2017.

  22. Stock Fund Selection and the Individual Investor” com João Antonio de Mendonça Junior e Ricardo Pereira Câmara Leal: RAC – Revista de Administração Contemporânea, Vol. 21, Special Edition FCG, 41 – 62, 2017.

  23. Term Structure Analysis of Option Implied Volatility in the Brazilian Market” com Carlos Eduardo Fucci: Applied Mathematical Sciences, Vol. 11, N. 14, 651 – 664, 2017.

  24. Case Study: Antera Asset Management – The Challenges of VC Management” com Henrique Alvarenga, Max Borges, Renato Guimarães e Flavia Maranho: RAEP – Administração: Ensino e Pesquisa, Vol. 17, N. 3, 1 – 14, 2016.

  25. Valor-Coppead Indices, Equally Weighed and Minimum Variance Portfolios” com Ricardo Pereira Câmara Leal: Revista Brasileira de Finanças, Vol. 14, N. 1, 45 – 64, 2016.

  26. On The Correct Evaluation of Cost of Capital for Project Valuation”: Applied Mathematical Sciences, Vol. 9, N. 132, 6583 – 6604, 2015.

  27. On the Rate of Return and Valuation of Non-Conventional Projects”: Business and Management Review, Vol. 3, N. 12, 1-6, November 2014.

  28. A Review of Corporate Bond Indices: Assessing Fluctuations in Risk Exposures” com Saad Badaoui e Felix Goltz: Bankers, Markets and Investors, 124, May-June 2013.

  29. Essays in Asset Allocation with Recursive Utility and Regimes in Asset Returns”: Ph.D. Thesis, January 2013.

  30. A Review of Corporate Bond Indices: Construction Principles, Return Heterogeneity and Fluctuations in Risk Exposures” com Felix Goltz:  EDHEC-Risk Publication, June 2011.

  31. Are Currently Available Corporate Bond Indices Optimal for Investors?” com Felix Goltz: IPE - Investment & Pensions Europe, Winter 2010/11.

  32. Option Valuation in the Brazilian Financial Market: The Hyperbolic Sine Model vs. The Black and Scholes Model”: M.Sc. Dissertation, 2004.

  33. The Two Factor Model Illustration – Risk Premium Brazil and Global Risk Premium – as Applied to the Brazilian Stock Market” com Luiz Cláudio Valmont e Roberto Koeler Lira: COPPEAD Publication, 2003.