Effects of Idiosyncratic Volatility in Asset Pricing

12.26.2016

André Luis Leite, Antono Figueiredo Pinto &  Marcelo Klotzle(2016). Revista Contabilidade & Finanças, 27, 98-112.  http://dx.doi.org/10.1590/1808-057×201501940

A model for valuing new technologies under a pull incentives environment

12.26.2016

Glaucia Fernandes, Fernada Perobelli & Luiz Brandão (2016). Renewable and Sustainable Energy Reviews, 59, 482-493. doi: http://dx.doi.org/10.1016/j.rser.2016.01.007

Mitigating wind exposure with zero-cost collar insurance

12.26.2016

Glaucia Fernandes, Leonardo Gomes, Gabriel Vasconcelos & Luiz Brandão (2016). Renewable Energy, 99, 336-346. doi: http://dx.doi.org/10.1016/j.renene.2016.07.016

Managing Uncertainty in Product Innovation using Marketing Strategies.

12.26.2016

Glaucia Fernandes, & Luiz Brandão. (2016). JISTEM – Journal of Information Systems and Technology Management, 13(2), 219-240. doi: 10.4301/S1807-17752016000200004

Evidence of risk premiums in emerging market carry trade currencies.

12.26.2016

Marcelo Coelho dos Santos, Marcelo Klotzle & Antonio Carlos Figueiredo (2016). Journal of International Financial Markets, Institutions and Money, 44, 103-115. doi: http://dx.doi.org/10.1016/j.intfin.2016.04.012

Valuing flexibility in electro-intensive industries: the case of an aluminum smelter.

12.26.2016

Carlos Bastian-Pinto, Luiz Brandão, & Luiz Ozório (2016). Production, 26(1), 28-38. doi: http://dx.doi.org/10.1590/0103-6513.174214

Economic valuation of a toll road concession with traffic guarantees and the abandonment option. (2015).

01.03.2016

Blank, Frances Fischberg, Samanez, Carlos Patricio, Baidya, Tara Keshar Nanda, & Dias, Marco Antonio Guimarães.  Production, 0-0. (Ahead of Print). DOI http://dx.doi.org/10.1590/0103-6513.168713

Non linear models and the load of an electricity distributor (2015).

01.03.2016

Simões, Mario Domingues, Klotzle, Marcelo Cabus, Pinto, Antonio Carlos Figueiredo, & Gomes, Leonardo Lima. International Journal of Energy Sector Management, 9(1), 38-56. http://dx.doi.org/10.1108/IJESM-02-2014-0001

Decisão de escolha de carreira no Brasil: uma abordagem por opções reais. (2015).

01.03.2016

Santos, Matheus Silveira Catauli dos, Brandão, Luiz Eduardo Teixeira, & Maia, Vinicius Mothé. Revista de Administração (São Paulo), 50(2), 141-152.  doi http://dx.doi.org/10.5700/rausp1190

Opção de troca de produto na indústria de fertilizantes (2015).

01.03.2016

Rodrigues, Rafael Branco, Ozorio, Luiz de Magalhães, Bastian-Pinto, Carlos de Lamare, & Brandão, Luiz Eduardo Teixeira. Revista de Administração (São Paulo), 50(2), 129-140. http://dx.doi.org/10.5700/rausp1189

Skewness of the Volatility Smile and Stock Returns in Brazil (2015).

01.03.2016

Luz, Cristina Pimenta, Pinto, Antonio Carlos Figueiredo, & Klotzle, Marcelo Cabus. International Business Research, 8(1), 173-182.

doi http://dx.doi.org/10.5539/ibr.v8n1p173

Incerteza e Flexibilidade na Pecuária de Corte Brasileira: o Valor da Opção de Confinamento (2015).

01.03.2016

Bastian-Pinto, Carlos de Lamare, Ramos, Alexandre Paula Silva, Ozorio, Luiz de Magalhães, & Brandão, Luiz Eduardo Teixeira. BBR Brazilian Business Review, 12(6), 102-123. DOI: http://dx.doi.org/10.15728/bbr.2015.12.6.5

Valuing flexibility in electro-intensive industries: the case of an aluminum smelter (2015).

01.03.2016

Bastian-Pinto, Carlos de Lamare, Brandão, Luiz Eduardo Teixeira, & Ozório, Luiz de Magalhães. Production, 0-0. DOI: http://dx.doi.org/10.1590/0103-6513.174214

Modeling Generic Mean Reversion Processes with a Symmetrical Binomial Lattice – Applications to Real Options (2015).

01.03.2016

Bastian-Pinto, Carlos de Lamare. Procedia Computer Science, 55, 764-773.  doi:10.1016/j.procs.2015.07.160

Qual o melhor momento para a abertura de capital? (2014).

01.03.2016

Perobelli, Fernanda Finotti Cordeiro, Brandão, Luiz Eduardo Teixeira, & Soares, Taiany Abreu. Nova Economia, 24, 337-358. http://dx.doi.org/10.1590/0103-6351/0923

Investors’ Asymmetric Views and their Decision to enter Brazil’s Wind Energy Sector (2014).

01.03.2016

Dalbem, Marta Corrêa, Gomes, Leonardo Lima, & Brandão, Luiz Eduardo Teixeira. Pesquisa Operacional, 34 (2),  319-345.

http://dx.doi.org/10.1590/0101-7438.2014.034.02.0319

O valor financeiro do capital humano e o desafio de retê-lo nas empresas (2014).

01.03.2016

Dalbem, Marta, Bastian-Pinto, Carlos de Lamare, & Andrade, Alexandre Mattos de BBR Brazilian Business Review, 11(1), 51-72.

DOI: http://dx.doi.org/10.15728/bbr.2014.11.1.3

Investment decision in integrated steel plants under uncertainty (2013).

01.03.2016

Ozorio, Luiz de Magalhães, Bastian-Pinto, Carlos de Lamare, Baidya, Tara Keshar Nanda, & Brandão, Luiz Eduardo Teixeira. International Review of Financial Analysis, 27(0), 55-64. http://dx.doi.org/10.1016/j.irfa.2012.06.003

Volatilidade e Previsão de Retorno com Modelos de Alta Frequência e GARCH: Evidências para o Mercado Brasileiro (2014).

03.02.2015

Val, F. d. F., Figueiredo, A. C., & Klotzle, M. C. (2014). Revista Contabilidade & Financas, 25, 189-201. http://dx.doi.org/10.1590/S1519-70772014000200008

Innovative intensity and its impact on the performance of firms in Brazil (2015)

03.02.2015

Silva, Raphael Braga; Klotzle, Marcelo C.; Figueiredo, Antonio Carlos and Motta, L.F. (2015).  Research in International Business and Finance, 34(0), 1-16. doi: http://dx.doi.org/10.1016/j.ribaf.2014.11.001