arrow
返回
J

João F. Caldeira

universidade federal de santa catarina (ufsc)

15H指数
95论文数
686被引数
收录论文 10
发表时间
err分享
err收藏
Solving the index tracking problem based on a convex reformulation for cointegration
err2020-11-01
err6
PREAI
errSant'Anna, Leonardo Riegel; de Oliveira, Alan Delgado; Filomena, Tiago Pascoal; Caldeira, Joao Frois
err分享
err收藏
Lasso-based index tracking and statistical arbitrage long-short strategies
err2020-01-01
err19
PREAI
errSant'Ana, Leonardo Riegel; Caldeira, Joao Frois; Filomena, Tiago Pascoal
err分享
err收藏
Yield curve forecast combinations based on bond portfolio performance
err2017-05-12
err1
PREAI
errCaldeira, Joao F.; Moura, Guilherme V.; Santos, Andre A. P.
err分享
err收藏
err分享
err收藏