Carlos Manuel Pereira Silva

Personal Details

First Name:	Carlos
Middle Name:	Manuel Pereira
Last Name:	Silva
Suffix:
RePEc Short-ID:	psi136
	[This author has chosen not to make the email address public]

Affiliation

(in no particular order)

Instituto Superior de Economia e Gestão (ISEG) (School of Economics and Management)
Universidade de Lisboa (University of Lisbon)

Lisboa, Portugal
http://www.iseg.ulisboa.pt/
RePEc:edi:isutlpt (more details at EDIRC)

Centro de Investigação em Economia Financeira (CIEF) (Research Centre in Financial Economics)
Instituto Superior de Economia e Gestão (ISEG) (School of Economics and Management)
Universidade de Lisboa (University of Lisbon)

Lisboa, Portugal
http://pascal.iseg.ulisboa.pt/~cief/
RePEc:edi:cfutlpt (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

1. Ventura Bravo, Jorge Miguel & Pereira da Silva, Carlos Manuel, 2006. "Immunization using a stochastic-process independent multi-factor model: The Portuguese experience," Journal of Banking & Finance, Elsevier, vol. 30(1), pages 133-156, January.

   Cited by:

   1. Xie, Yan Alice & Liu, Sheen & Wu, Chunchi & Anderson, Bing, 2009. "The effects of default and call risk on bond duration," Journal of Banking & Finance, Elsevier, vol. 33(9), pages 1700-1708, September.
   2. Díaz, Antonio & González, María de la O & Navarro, Eliseo & Skinner, Frank S., 2009. "An evaluation of contingent immunization," Journal of Banking & Finance, Elsevier, vol. 33(10), pages 1874-1883, October.
   3. Jorge Miguel Bravo, 2019. "Funding for longer lives. Retirement wallet and risk-sharing annuities," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 96(02), pages 268-291.
   4. Cláudia Simões & Luís Oliveira & Jorge M. Bravo, 2021. "Immunization Strategies for Funding Multiple Inflation-Linked Retirement Income Benefits," Risks, MDPI, vol. 9(4), pages 1-28, March.
   5. Jorge Miguel Ventura Bravo & Carlos Manuel Pereira da Silva, 2005. "Immunization Using a Parametric Model of the Term Structure," Economics Working Papers 19_2005, University of Évora, Department of Economics (Portugal).
   6. Michael Theobald & Peter Yallup, 2010. "Liability-driven investment: multiple liabilities and the question of the number of moments," The European Journal of Finance, Taylor & Francis Journals, vol. 16(5), pages 413-435.
   7. Lucian Gaban & Ionut - Marius Rus & Alin Fetita & Liviu Bechis, 2017. "Assets And Liabilities Management During The Crisis - A Study On Banks In Romania," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 529-537, July.
   8. Richard Chamboko & Jorge Miguel Bravo, 2020. "A Multi-State Approach to Modelling Intermediate Events and Multiple Mortgage Loan Outcomes," Risks, MDPI, vol. 8(2), pages 1-29, June.
   9. Luís Oliveira & João Vidal Nunes & Luís Malcato, 2014. "The performance of deterministic and stochastic interest rate risk measures:," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 13(3), pages 141-165, December.
   10. Almeida, Caio & Lund, Bruno, 2014. "Immunization of Fixed-Income Portfolios Using an Exponential Parametric Model," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 34(2), November.

More information

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Statistics

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Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:

1. Portuguese Economists

Corrections

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