Yoshino, Joe Akira
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Downside risk and CoVaR in the Brazilian stock market
Analysis of the Hull-White model for the Brazilian interest rate derivatives mar...
Portfolio optimization with maximum loss control through stochastic programming
Foreign exchange derivatives: implementation of the Heston model for the Brazilian...
Regulation, risk and returns on airports
S-shaped utilities and the puzzles of the financial markets
Realized and expected premium in Brazil
Credit risk and optimal allocation for a debenture portfolio
Capital structure in regulated infrastructure sectors
Pricing and hedging of barrier options: incorporation of the volatility smile
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