Skip to contents Finta, Marinela Adriana [Author] ; Ornelas, Jose Renato Haas [Other] Commodity Return Predictability : Evidence from Implied Variance, Skewness and their Risk Premia Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Published in: 31st Australasian Finance and Banking Conference 2018 Fernandes, Jose L. B. [Author] ; Ornelas, Jose Renato Haas [Other] Hidden Risks in Mean-Variance Optimization : An Intergrated-Risk Asset Allocation Proposal Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Alemanni, Barbara [Author] ; Ornelas, Jose Renato Haas [Other] Behavior and Effects of Equity Foreign Investors on Emerging Markets Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Adabag, Can [Author] ; Ornelas, Jose Renato Haas [Other] Behavior and Effects of Foreign Investors on Istanbul Stock Exchange Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Fernandes, Jose L. B. [Author] ; Ornelas, Jose Renato Haas [Other] Minimising Operational Risk in Portfolio Allocation Decisions Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009] Ornelas, Jose Renato Haas [Author] ; Fernandes, Jose L. B. [Other] The Benefits of International Portfolio Diversification Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010] Ornelas, Jose Renato Haas [Author] ; Fajardo, José [Other]; Farias, Aquiles [Other] Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities Using Brazilian Real Currency Options Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Ornelas, Jose Renato Haas [Author] ; Fernandes, Jose L. B. [Other] Momentum and Reversal Puzzle in Emerging Markets Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Ornelas, Jose Renato Haas [Author] ; de Carvalho, Pablo Jose Campos [Other] The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015] Ornelas, Jose Renato Haas [Author] ; Pedraza, Alvaro [Other]; Ruiz Ortega, Claudia [Other]; Silva, Thiago [Other] Winners and Losers When Private Banks Distribute Government Loans : Evidence from Earmarked Credit in Brazil Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: World Bank Policy Research Working Paper ; No. 8952 Ornelas, José Renato Haas [Author] Expected currency returns and volatility risk premia Books View online Schließen > Access ... to E-book (Volltext ; PDF document ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Brasília, DF, Brazil: Banco Central do Brasil, January, 2017 Published in: Banco Central do Brasil: Série de trabalhos para discussão ; 45400 Ornelas, Jose Renato Haas [Author] Expected Currency Returns and Volatility Risk Premia Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Ornelas, José Renato Haas [Author] Risco, dívida e elavancagem soberana Books View online Schließen > Access ... to E-book (Volltext ; PDF document ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Brasília, DF, Brazil: Banco Central do Brasil, julho de 2017 Published in: Banco Central do Brasil: Série de trabalhos para discussão ; 45700 Ornelas, Jose Renato Haas [Author] ; Mauad, Roberto [Other] Volatility Risk Premia and Future Commodities Returns Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Published in: BIS Working Paper ; No. 619 Ornelas, Jose Renato Haas [Author] ; Takami, Marcelo Yoshio [Other] Recovering Risk-Neutral Densities from Brazilian Interest Rate Options Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011] Ornelas, Jose Renato Haas [Author] ; Alemanni, Barbara [Other] Herding Behaviour by Equity Foreign Investors on Emerging Markets Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Ornelas, Jose Renato Haas [Author] ; Farias, Aquiles [Other]; Silva Jr., Antonio F. A. [Other] Manipulation-Proof Performance Evaluation of Brazilian Fixed Income and Multimarket Funds Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009] Ornelas, Jose Renato Haas [Author] ; Silva Jr., Antonio F. A. [Other]; Fernandes, Jose L. B. [Other] Yes, the Choice of Performance Measure Does Matter for Ranking of US Mutual Funds Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009] Fajardo, José [Author] ; Farias, Aquiles [Other]; Ornelas, Jose Renato Haas [Other] Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Fajardo, José [Author] ; Farias, Aquiles [Other]; Ornelas, Jose Renato Haas [Other] A Goodness-of-Fit Test with Focus on Conditional Value at Risk Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: Brazilian Finance Review ; Vol. 6, No. 2, pp. 139-155, 2008
Finta, Marinela Adriana [Author] ; Ornelas, Jose Renato Haas [Other] Commodity Return Predictability : Evidence from Implied Variance, Skewness and their Risk Premia Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2019] Published in: 31st Australasian Finance and Banking Conference 2018
Fernandes, Jose L. B. [Author] ; Ornelas, Jose Renato Haas [Other] Hidden Risks in Mean-Variance Optimization : An Intergrated-Risk Asset Allocation Proposal Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010]
Alemanni, Barbara [Author] ; Ornelas, Jose Renato Haas [Other] Behavior and Effects of Equity Foreign Investors on Emerging Markets Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008]
Adabag, Can [Author] ; Ornelas, Jose Renato Haas [Other] Behavior and Effects of Foreign Investors on Istanbul Stock Exchange Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008]
Fernandes, Jose L. B. [Author] ; Ornelas, Jose Renato Haas [Other] Minimising Operational Risk in Portfolio Allocation Decisions Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009]
Ornelas, Jose Renato Haas [Author] ; Fernandes, Jose L. B. [Other] The Benefits of International Portfolio Diversification Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2010]
Ornelas, Jose Renato Haas [Author] ; Fajardo, José [Other]; Farias, Aquiles [Other] Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities Using Brazilian Real Currency Options Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011]
Ornelas, Jose Renato Haas [Author] ; Fernandes, Jose L. B. [Other] Momentum and Reversal Puzzle in Emerging Markets Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008]
Ornelas, Jose Renato Haas [Author] ; de Carvalho, Pablo Jose Campos [Other] The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2015]
Ornelas, Jose Renato Haas [Author] ; Pedraza, Alvaro [Other]; Ruiz Ortega, Claudia [Other]; Silva, Thiago [Other] Winners and Losers When Private Banks Distribute Government Loans : Evidence from Earmarked Credit in Brazil Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: World Bank Policy Research Working Paper ; No. 8952
Ornelas, José Renato Haas [Author] Expected currency returns and volatility risk premia Books View online Schließen > Access ... to E-book (Volltext ; PDF document ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Brasília, DF, Brazil: Banco Central do Brasil, January, 2017 Published in: Banco Central do Brasil: Série de trabalhos para discussão ; 45400
Ornelas, Jose Renato Haas [Author] Expected Currency Returns and Volatility Risk Premia Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017]
Ornelas, José Renato Haas [Author] Risco, dívida e elavancagem soberana Books View online Schließen > Access ... to E-book (Volltext ; PDF document ; freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Brasília, DF, Brazil: Banco Central do Brasil, julho de 2017 Published in: Banco Central do Brasil: Série de trabalhos para discussão ; 45700
Ornelas, Jose Renato Haas [Author] ; Mauad, Roberto [Other] Volatility Risk Premia and Future Commodities Returns Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2017] Published in: BIS Working Paper ; No. 619
Ornelas, Jose Renato Haas [Author] ; Takami, Marcelo Yoshio [Other] Recovering Risk-Neutral Densities from Brazilian Interest Rate Options Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2011]
Ornelas, Jose Renato Haas [Author] ; Alemanni, Barbara [Other] Herding Behaviour by Equity Foreign Investors on Emerging Markets Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008]
Ornelas, Jose Renato Haas [Author] ; Farias, Aquiles [Other]; Silva Jr., Antonio F. A. [Other] Manipulation-Proof Performance Evaluation of Brazilian Fixed Income and Multimarket Funds Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009]
Ornelas, Jose Renato Haas [Author] ; Silva Jr., Antonio F. A. [Other]; Fernandes, Jose L. B. [Other] Yes, the Choice of Performance Measure Does Matter for Ranking of US Mutual Funds Books View online Schließen > Access ... to E-book via DOI (freely accessible) ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2009]
Fajardo, José [Author] ; Farias, Aquiles [Other]; Ornelas, Jose Renato Haas [Other] Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations Books View online Schließen > Access ... to E-book (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008]
Fajardo, José [Author] ; Farias, Aquiles [Other]; Ornelas, Jose Renato Haas [Other] A Goodness-of-Fit Test with Focus on Conditional Value at Risk Books View online Schließen > Access ... to E-book (freely accessible) ... to E-book via DOI (freely accessible) Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2008] Published in: Brazilian Finance Review ; Vol. 6, No. 2, pp. 139-155, 2008
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