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Access Statistics for Andre Barbosa Oliveira

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset allocation with Markovian regime switching: efficient frontier and tangent portfolio with regime switching 0 0 2 17 0 1 6 67
Mudança de regime e efeito ARCH em volatilidade: um estudo dos choques das cotações do Petróleo 0 0 0 7 0 0 0 23
Mudanças de regime e persistência dos choques sobre a volatilidade para a série de preços do petróleo: uma análise comparativa da família GARCH e modelos com mudança de regime Markoviana – MSIH e SWARCH 0 0 1 38 0 0 1 127
Uncertainty times for portfolio selection at financial market 0 0 0 23 0 1 3 33
Total Working Papers 0 0 3 85 0 2 10 250


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Allocation with Markovian Regime Switching: Efficient Frontier and Tangent Portfolio with Regime Switching 0 0 0 5 0 0 1 33
Revisiting the Discussion on the Effectiveness of Alternative Portfolio Models: Out-of-sample Analysis of Brazil’s Equity Market, 2015-23 0 2 4 4 1 4 9 9
Total Journal Articles 0 2 4 9 1 4 10 42


Statistics updated 2025-02-05