Details about Herbert Kimura

Access statistics for papers by Herbert Kimura.

Last updated 2023-09-09. Update your information in the RePEc Author Service.

Short-id: pki561

Working Papers

2020

1. Regulatory Banking Leverage: what do you know?
   Working Papers Series, Central Bank of Brazil, Research Department
2. The Implications of Tail Dependency Measures for Counterparty Credit Risk Pricing
   Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth

2014

3. Monte Carlo Approximate Tensor Moment Simulations
   ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading View citations (3)

2004

4. CRIAÇÃO DE VALOR ATRAVÉS DA ESTRATÉGIA DE PROCRASTINAÇÃO
   Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]
5. IDENTIFICANDO BOLHAS ESPECULATIVAS RACIONAIS NO IBOVESPA (PÓS-PLANO REAL), A PARTIR DE REGIMES MARKOVIANOS DE CONVERSÃO
   Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] View citations (2)
   See also Journal Article Identificando Bolhas Especulativas Racionais no IBOVESPA (Pós-Plano Real), a partir de Regimes Markovianos de Conversão, Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] (2004) View citations (2) (2004)
6. O ALTRUÍSMO NAS ORGANIZAÇÕES: INTERAÇÃO E SELEÇÃO NATURAL
   Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics]

Journal Articles

2023

1. Artificial intelligence in portfolio formation and forecast: Using different variance-covariance matrices
   Communications in Statistics - Theory and Methods, 2023, 52, (12), 4229-4246
2. Early warning system for preventing bank distress in Brazil
   International Journal of Business and Systems Research, 2023, 17, (3), 326-346
3. Panic buying and fake news in urban vs. rural England: A case study of twitter during COVID-19
   Technological Forecasting and Social Change, 2023, 193, (C)

2022

4. Eco-Efficiency of Agriculture in the Amazon Biome: Robust Indices and Determinants
   World, 2022, 3, (4), 1-19
5. The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing
   Journal of Financial Stability, 2022, 58, (C) View citations (1)

2021

6. Economic Evaluation of Wind Power Projects in a Mix of Free and Regulated Market Environments in Brazil
   Energies, 2021, 14, (11), 1-18 View citations (1)

2020

7. Machine learning predictivity applied to consumer creditworthiness
   Future Business Journal, 2020, 6, (1), 1-14 View citations (3)

2019

8. What is going on with studies on banking efficiency?
   Research in International Business and Finance, 2019, 47, (C), 195-219 View citations (9)

2018

9. A Inclusão do ORCID nas Submissões para a RAC
   RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2018, 22, (2), 1-1
10. Building direct citation networks
    Scientometrics, 2018, 115, (2), 817-832 View citations (3)
11. Do small caps generate above average returns in the Brazilian stock market?
    Review of Development Finance Journal, 2018, 8, (1), 18-24 View citations (1)
12. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2018, 22, (1), 1-3 View citations (1)
13. Editorial: O Aprendizado em Editoração Científica
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2018, 22, (3), 1-3
14. Examination of the profitability of technical analysis based on moving average strategies in BRICS
    Financial Innovation, 2018, 4, (1), 1-18 View citations (15)
15. Prepurchase financing pool: Revealing the IRR problem
    The Engineering Economist, 2018, 63, (2), 158-170 View citations (4)
16. Science and technology park: Future challenges
    Technology in Society, 2018, 53, (C), 144-160 View citations (7)
17. The trajectory of the ability to innovate and the financial performance of the Brazilian industry
    Technological Forecasting and Social Change, 2018, 127, (C), 258-270 View citations (1)

2017

18. A literature review of technical analysis on stock markets
    The Quarterly Review of Economics and Finance, 2017, 66, (C), 115-126 View citations (26)
19. An analysis of the literature on systemic financial risk: A survey
    Journal of Financial Stability, 2017, 28, (C), 91-114 View citations (90)
20. Eco-innovation and financial performance at companies established in Brazil
    International Journal of Business and Emerging Markets, 2017, 9, (1), 68-89 View citations (1)
21. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2017, 21, (6), 1-3
22. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2017, 21, (spe), I-II
23. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2017, 21, (5), 1-3
24. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2017, 21, (4), 1-3
25. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2017, 21, (1), 0-0
26. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2017, 21, (3), 1-3
27. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2017, 21, (2), 1-3

2016

28. A systematic review of literature about finance and sustainability
    Journal of Sustainable Finance & Investment, 2016, 6, (2), 112-147 View citations (24)
29. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2016, 20, (2), 1-3 View citations (1)
30. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2016, 20, (1), 0-0 View citations (1)
31. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2016, 20, (3), 1-3 View citations (1)
32. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2016, 20, (4), 1-3 View citations (1)
33. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2016, 20, (6), 1-3 View citations (1)
34. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2016, 20, (5), 1-3 View citations (1)
35. The profitability of moving average trading rules in BRICS and emerging stock markets
    The North American Journal of Economics and Finance, 2016, 38, (C), 86-101 View citations (4)
36. Validation of default probability models: A stress testing approach
    International Review of Financial Analysis, 2016, 47, (C), 70-85 View citations (2)

2015

37. Desafios da Editoração de Periódicos Científicos no Brasil
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2015, 19, (1), 0-0
38. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2015, 19, (2), 1-4
39. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2015, 19, (spe3), 1-3
40. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2015, 19, (4), 1-1
41. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2015, 19, (5), 1-3
42. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2015, 19, (spe1), 0-0
43. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2015, 19, (3), 1-1
44. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2015, 19, (spe2), 1-1
45. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2015, 19, (1), 0-0
46. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2015, 19, (6), 1-3
47. THE IMPACT OF INTANGIBLES ON VALUE CREATION: COMPARATIVE ANALYSIS OF THE GU AND LEV METHODOLOGY FOR THE UNITED STATES SOFTWARE AND HARDWARE SECTOR / IMPACTO DE LOS INTANGIBLES SOBRE LA CREACIÓN DE VALOR: ANÁLISIS COMPARATIVO DE LA METODOLOGÍA DE GU Y LEV EN EL SECTOR DE SOFTWARE Y HARDWARE DE ESTADOS UNIDOS
    Investigaciones Europeas de Dirección y Economía de la Empresa (IEDEE), 2015, 21, (2), 73-83 View citations (1)
48. Trading System based on the use of technical analysis: A computational experiment
    Journal of Behavioral and Experimental Finance, 2015, 6, (C), 42-55 View citations (6)

2014

49. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2014, 18, (3), 1-2
50. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2014, 18, (4), 1-3
51. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2014, 18, (5), 1-2
52. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2014, 18, (6), 1-1
53. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2014, 18, (spe), 1-1
54. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2014, 18, (2), 1-2
55. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2014, 18, (1), 1-2
56. Innovation efforts and performances of Brazilian firms
    Journal of Business Research, 2014, 67, (4), 527-535 View citations (31)
57. O Processo de Internacionalização de Periódicos Nacionais
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2014, 18, (6), 2-4

2013

58. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2013, 17, (6), 1-1
59. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2013, 17, (5), 1-1
60. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2013, 17, (4), 1-2
61. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2013, 17, (1), 1-2
62. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2013, 17, (2), 1-2
63. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2013, 17, (3), 1-2
64. Lean Manufacturing and Business Performance in Brazilian Firms
    Journal of Operations and Supply Chain Management (JOSCM), 2013, 06, (01) View citations (2)

2012

65. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2012, 16, (2), 1-3
66. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2012, 16, (4), 1-2
67. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2012, 16, (6), 763-764
68. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2012, 16, (3), 1-2
69. Editorial
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2012, 16, (5), 644-645
70. Multidimensional assessment of organizational performance: Integrating BSC and AHP
    Journal of Business Research, 2012, 65, (12), 1790-1799 View citations (24)

2011

71. Hierarchical determinants of capital structure
    Journal of Banking & Finance, 2011, 35, (2), 358-371 View citations (129)

2010

72. Investing in Clean Development Mechanism (CDM) Projects in Brazil
    Journal of Operations and Supply Chain Management (JOSCM), 2010, 03, (01) View citations (1)

2009

73. PRICING METHODOLOGY FOR CREDIT DEFAULT SWAPS
    Revista de Economia Mackenzie (REM), 2009, 7, (3), 4-23

2008

74. CONSTRUCTION OF COINTEGRATION INDEX AND UTILIZATION OF MARKOV SWITCHING MODELS TO IDENTIFY RISK AND RETURN: EVIDENCE BASED ON BRAZIL’S STOCK MARKET (BOVESPA)
    Revista de Economia Mackenzie (REM), 2008, 6, (6), 41-65

2006

75. Ativos intangíveis, ciclo de vida e criação de valor
    RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), 2006, 10, (3), 73-90 View citations (1)
76. Paradoxos em finanças: teoria moderna versus finanças comportamentais
    RAE - Revista de Administração de Empresas, 2006, 46, (1) View citations (1)
77. Redes sociais, valores e competências: simulação de conexões
    RAE - Revista de Administração de Empresas, 2006, 46, (3)

2005

78. Análise da difusão tecnológica usando algoritmos genéticos
    RAE - Revista de Administração de Empresas, 2005, 45, (3)
79. O mercado financeiro sob a óptica dos fractais
    RAE - Revista de Administração de Empresas, 2005, 45, (4)

2004

80. ASSET PRICES, BOOMS AND RECESSIONS
    Revista de Economia Mackenzie (REM), 2004, 2, (2), 229-234
81. Identificando Bolhas Especulativas Racionais no IBOVESPA (Pós-Plano Real), a partir de Regimes Markovianos de Conversão
    Economia, 2004, 5, (3), 219-252 View citations (2)
    See also Working Paper IDENTIFICANDO BOLHAS ESPECULATIVAS RACIONAIS NO IBOVESPA (PÓS-PLANO REAL), A PARTIR DE REGIMES MARKOVIANOS DE CONVERSÃO, Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting] (2004) View citations (2) (2004)