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Demands for Short-Run Assets and Liabilities in Brazil: a Portfolio Approach

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  • Silva, Evandro
  • Resende, Marcelo

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  • Silva, Evandro & Resende, Marcelo, 2006. "Demands for Short-Run Assets and Liabilities in Brazil: a Portfolio Approach," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 60(1), January.
    • Handle: RePEc:fgv:epgrbe:v:60:y:2006:i:1:a:986
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    References listed on IDEAS

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    1. Courakis, Anthony S, 1988. "Modelling Portfolio Selection," Economic Journal, Royal Economic Society, vol. 98(392), pages 619-642, September.
    2. Hay, Donald A & Louri, Helen, 1989. "Firms as Portfolios: A Mean-Variance Analysis of Unquoted UK Companies," Journal of Industrial Economics, Wiley Blackwell, vol. 38(2), pages 141-165, December.
    3. Courakis, A S, 1974. "Clearing Bank Asset Choice Behaviour: A Mean Variance Treatment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 36(3), pages 173-201, August.
    4. Mauricio Mesquita Moreira & Paulo Guilherme Correa, 1997. "Abertura comercial e indústria: o que se pode esperar e o que se vem obtendo," Brazilian Journal of Political Economy, Center of Political Economy, vol. 17(2), pages 61-91.
    5. Hay, Donald A & Louri, Helen, 1991. "Modelling Smaller UK Corporations: A Portfolio Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 53(4), pages 425-449, November.
    6. A. S. Courakis, 1975. "Testing Theories of Discount House Portfolio Selection," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 42(4), pages 643-648.
    7. Courakis, Anthony S, 1989. "Does Constant Relative Risk Aversion Imply Asset Demands That Are Linear in Expected Returns?," Oxford Economic Papers, Oxford University Press, vol. 41(3), pages 553-566, July.
    8. Courakis, A., 1989. "Does Constant Relative Risk Aversion Imply Asset Demands?," Economics Series Working Papers 9978, University of Oxford, Department of Economics.
    9. Stiglitz, Joseph E & Weiss, Andrew, 1981. "Credit Rationing in Markets with Imperfect Information," American Economic Review, American Economic Association, vol. 71(3), pages 393-410, June.
    10. M. Parkin, 1970. "Discount House Portfolio and Debt Selection," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 37(4), pages 469-497.
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