João Caldeira

João Caldeira

Universidade Federal do Rio Grande do Sul UFRGS - Porto Alegre / Brazil
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1088254
Federal University of Rio Grande do Sul UFRGS
person_outline João Caldeira's MOST POPULAR ARTICLES
1-) Selection of a portfolio of pairs based on cointegration: A statistical arbitrage strategy Revista Brasileira de Finanças 11 (1), 49-80, 2013
2-) Capital structure, cash holdings and firm value: a study of Brazilian listed firms Revista Contabilidade & Finanças 25, 46-59, 2014
3-) Bond portfolio optimization using dynamic factor models Journal of Empirical Finance 37, 128-158, 2016
4-) Seleção de carteiras utilizando o modelo Fama-French-Carhart Revista Brasileira de Economia 67, 45-65, 2013
5-) Efficient Yield Curve Estimation and Forecasting in Brazil Revista EconomiA 8 (1), 2010