Details about Jose Renato Haas Ornelas

Access statistics for papers by Jose Renato Haas Ornelas.

Last updated 2013-03-01. Update your information in the RePEc Author Service.

Short-id: por69

Working Papers

2012

1. Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options
   Working Papers Series, Central Bank of Brazil, Research Department
   Also in EBAPE Working Papers, School of Public and Business Administration, Getulio Vargas Foundation (Brazil) (2012) View citations (3)

2008

2. Behavior and Effects of Equity Foreign Investors on Emerging Markets
   Working Papers Series, Central Bank of Brazil, Research Department

2006

3. Herding Behavior by Equity Foreign Investors on Emerging Markets
   Working Papers Series, Central Bank of Brazil, Research Department View citations (1)

2004

4. Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates
   Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa

2003

5. Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations
   Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa View citations (2)
6. Goodness-of-fit Tests focus on VaR Estimation
   Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa View citations (2)

Journal Articles

2012

1. Combining equilibrium, resampling, and analyst’s views in portfolio optimization
   Journal of Banking & Finance, 2012, 36, (5), 1354-1361 View citations (1)
   See also Chapter (2011)
2. Yes, the choice of performance measure does matter for ranking of us mutual funds
   International Journal of Finance & Economics, 2012, 17, (1), 61-72

Chapters

2011

1. Combining equilibrium, resampling, and analysts' views in portfolio optimization
   A chapter in Portfolio and risk management for central banks and sovereign wealth funds, 2011, vol. 58, pp 75-84
   See also Journal Article in Journal of Banking & Finance (2012)