Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models
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Published in Journal of econometrics (01.08.2023)
Published in Journal of econometrics (01.08.2023)
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ArCo: An R package to Estimate Artificial Counterfactuals
Fonseca, Yuri,R., Masini, Ricardo,P., Medeiros, Marcelo,C., Vasconcelos, Gabriel,F.,R.
Published in The R journal (01.07.2018)
Published in The R journal (01.07.2018)
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Journal Article
Parametric portfolio selection: evaluating and comparing to Markowitz portfolios/Selecao parametrica de portfolios: avaliacao e comparacao com portfolios de Markowitz
Medeiros, Marcelo C, Passos, Artur M, Vasconcelos, Gabriel F.R
Published in Revista Brasileira de Financas (01.06.2014)
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Published in Revista Brasileira de Financas (01.06.2014)
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