Carlos Heitor Campani
Personal Details
First Name: | Carlos Heitor |
Middle Name: | |
Last Name: | Campani |
Suffix: | |
RePEc Short-ID: | pca1137 |
[This author has chosen not to make the email address public] | |
http://www.coppead.ufrj.br/pt-br/docentes-e-pesquisa/docentes/carlos-heitor-campani/ | |
Affiliation
Instituto Coppead de Administração
Universidade Federal do Rio de Janeiro
Rio de Janeiro, Brazilhttp://www.coppead.ufrj.br/
RePEc:edi:iafrjbr (more details at EDIRC)
Research output
Jump to: ArticlesArticles
- Marcelo Lewin & Carlos Heitor Campani, 2020. "Portfolio Management under Multiple Regimes: Strategies that Outperform the Market," RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), ANPAD - Associação Nacional de Pós-Graduação e Pesquisa em Administração, vol. 24(4), pages 300-316.
- Flavia D'Albergaria Freitas & Carlos Heitor Campani & Viktor Nigri Moszkowicz & Raphael Moses Roquete & Flavia Schwartz Maranho, 2020. "Vale S.A.: Cobalt Streaming," RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), ANPAD - Associação Nacional de Pós-Graduação e Pesquisa em Administração, vol. 24(6), pages 600-617.
- Carlos Heitor Campani & Ian De Ridder, 2019. "Administrative costs of Dutch pension funds: the impact of fund characteristics," Economics Bulletin, AccessEcon, vol. 39(2), pages 1361-1370.
- Campani, Carlos Heitor & Garcia, René, 2019.
"Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon,"
The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 364-384.
- Carlos Heitor Campania & René Garcia, 2019. "Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon," Post-Print hal-02894663, HAL.
- Bernardo, Márcio R. & Campani, Carlos Heitor, 2019. "Liability driven investment with alternative assets: Evidence from Brazil," Emerging Markets Review, Elsevier, vol. 41(C).
- Raphael Moses Roquete & Ricardo P. C. Leal & Carlos Heitor Campani, 2018. "Corporate governance and fundamental indexation in Brazil," Economics Bulletin, AccessEcon, vol. 38(3), pages 1494-1504.
- Marcato, Gianluca & Sebehela, Tumellano & Campani, Carlos Heitor, 2018. "Volatility smiles when information is lagged in prices," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 151-165.
- João Antonio de Mendonça Júnior & Carlos Heitor Campani & Ricardo Pereira Câmara Leal, 2017. "Stock Fund Selection and the Individual Investor," RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), ANPAD - Associação Nacional de Pós-Graduação e Pesquisa em Administração, vol. 21(spe), pages 41-62.
- Ricardo Pereira Câmara Leal & Carlos Heitor Campani, 2016. "Valor-Coppead Indices, Equally Weighed and Minimum Variance Portfolios," Brazilian Review of Finance, Brazilian Society of Finance, vol. 14(1), pages 45-64.
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
- Campani, Carlos Heitor & Garcia, René, 2019.
"Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon,"
The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 364-384.
- Carlos Heitor Campania & René Garcia, 2019. "Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon," Post-Print hal-02894663, HAL.
Cited by:
- Marine Carrasco & N’Golo Koné, 2024.
"Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility,"
Journal of Financial Econometrics, Oxford University Press, vol. 22(4), pages 908-953.
- Marine Carrasco & N'Golo Koné, 2023. "Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility," CIRANO Working Papers 2023s-03, CIRANO.
- Goncalo dos Reis & Vadim Platonov, 2020. "Forward utility and market adjustments in relative investment-consumption games of many players," Papers 2012.01235, arXiv.org, revised Mar 2022.
- Kraft, Holger & Munk, Claus & Weiss, Farina, 2022. "Bequest motives in consumption-portfolio decisions with recursive utility," Journal of Banking & Finance, Elsevier, vol. 138(C).
- Marcelo Lewin & Carlos Heitor Campani, 2023. "Constrained portfolio strategies in a regime-switching economy," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(1), pages 27-59, March.
- Bernardo, Márcio R. & Campani, Carlos Heitor, 2019.
"Liability driven investment with alternative assets: Evidence from Brazil,"
Emerging Markets Review, Elsevier, vol. 41(C).
Cited by:
- Yufeng Chen & Zhitao Zhu, 2022. "Liability Structure and Carbon Emissions Abatement: Evidence from Chinese Manufacturing Enterprises," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 83(2), pages 481-507, October.
- Raphael Moses Roquete & Ricardo P. C. Leal & Carlos Heitor Campani, 2018.
"Corporate governance and fundamental indexation in Brazil,"
Economics Bulletin, AccessEcon, vol. 38(3), pages 1494-1504.
Cited by:
- Schmid, Stefan & Mitterreiter, Simon, 2021. "Understanding top managers’ careers: How does career variety impact tenure on the board?," European Management Journal, Elsevier, vol. 39(5), pages 617-632.
- Barros, Victor & Verga Matos, Pedro & Miranda Sarmento, Joaquim & Rino Vieira, Pedro, 2023. "High-tech firms: Dividend policy in a context of sustainability and technological change," Technological Forecasting and Social Change, Elsevier, vol. 190(C).
- Stefan Schmid & Simon Mitterreiter, 2020. "International Top Managers on Corporate Boards: Dissimilarity and Tenure," Management International Review, Springer, vol. 60(5), pages 787-825, October.
- Cristina Florio & Giorgio Gotti & Riccardo Stacchezzini, 2021. "New challenges in reporting on Corporate Governance," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 25(1), pages 1-5, March.
- Radka MacGregor Pelikánová & Tereza Němečková & Robert K. MacGregor, 2021. "CSR Statements in International and Czech Luxury Fashion Industry at the Onset and during the COVID-19 Pandemic—Slowing Down the Fast Fashion Business?," Sustainability, MDPI, vol. 13(7), pages 1-19, March.
- Marcato, Gianluca & Sebehela, Tumellano & Campani, Carlos Heitor, 2018.
"Volatility smiles when information is lagged in prices,"
The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 151-165.
Cited by:
- Lin, Chung-Gee & Chang, Chia-Chang, 2020. "Approximate analytic solution for Asian options with stochastic volatility," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Katlego Kola & Tumellano Sebehela, 2021. "Market The (De)merits of using Integral Transforms in Predicting Structural Break Points," International Real Estate Review, Global Social Science Institute, vol. 24(3), pages 405-467.
- Ricardo Pereira Câmara Leal & Carlos Heitor Campani, 2016.
"Valor-Coppead Indices, Equally Weighed and Minimum Variance Portfolios,"
Brazilian Review of Finance, Brazilian Society of Finance, vol. 14(1), pages 45-64.
Cited by:
- Mateus Portelinha & Carlos Heitor Campani & Raphael Roquete, 2021. "The impacts of cryptocurrencies in the performance of Brazilian stocks' portfolios," Economics Bulletin, AccessEcon, vol. 41(3), pages 1919-1931.
- Raphael Moses Roquete & Ricardo P. C. Leal & Carlos Heitor Campani, 2018. "Corporate governance and fundamental indexation in Brazil," Economics Bulletin, AccessEcon, vol. 38(3), pages 1494-1504.
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