Details about Robert Aldo Iquiapaza

Access statistics for papers by Robert Aldo Iquiapaza.

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Short-id: piq6

Working Papers

2008

1. Governança corporativa e divulgação de relatórios financeiros anuais
   (Corporate governance and release of annual financial statements)
   MPRA Paper, University Library of Munich, Germany

2007

2. Análise do Desempenho Recente de Fundos de Investimento no Brasil
   (Recent Performance Analysis of Mutual Funds in Brazil)
   MPRA Paper, University Library of Munich, Germany View citations (2)
3. MODELAGEM MULTIFATORIAL DA ESTRUTURA A TERMO DE JUROS DE LTN'S UTILIZANDO ANÁLISE DE COMPONENTES PRINCIPAIS
   Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] View citations (1)
4. Reflexões do Impacto da Corrupção no Desenvolvimento Econômico: Uma Revisão na Economia Brasileira
   (Reflections on the Impact of Corruption on Economic Development: a literature review in the Brazilian Economy)
   MPRA Paper, University Library of Munich, Germany

2006

5. Assimetria de Informações e Pagamento de Proventos na Bovespa
   (Asymmetric Information and Dividends Payment at Bovespa)
   MPRA Paper, University Library of Munich, Germany View citations (1)

Journal Articles

2023

1. Diversification with international assets and cryptocurrencies using Black-Litterman
   Revista de Gestão, 2023, 31, (2), 166-185

2018

2. Investment Funds: Performance using Carhart Model and Data Envelopment Analysis
   RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2018, 22, (3), 355-379

2017

3. Dual class shares, board of directors’ effectiveness and firm’s market value: an empirical study
   Journal of Management & Governance, 2017, 21, (4), 1053-1092

2014

4. Analysis of the Exposure to Losses of Brazilian ETFs According to the Value at Risk (VAR) and Expected Shortfall (ES) Market Risk Assessment Techniques
   Brazilian Business Review, 2014, 11, (4), 84-106
5. Pyramidal Ownership Structure, Dual Class Shares and Firms’ Financial Performance in Brazilian Market
   Brazilian Review of Finance, 2014, 12, (4), 555-595 View citations (1)

2013

6. Determinants of the inclusion in the BM&FBOVESPA Corporate Sustainability Index and its relationship with firm value
   Brazilian Review of Finance, 2013, 11, (2), 181-213

2012

7. Latent Fundamentals Arbitrage with a Mixed Effects Factor Model
   Brazilian Review of Finance, 2012, 10, (3), 317-335

2010

8. Non-linear forecast of returns at BOVESPA: trading volume in a smooth transition auto regressive model
   RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2010, 14, (1), 149-171