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Andre Barbosa Oliveira

Not to be confused with: Andre Rossi Oliveira

Personal Details

First Name:Andre
Middle Name:Barbosa
Last Name:Oliveira
Suffix:
RePEc Short-ID:pol242
[This author has chosen not to make the email address public]
Terminal Degree:2014 Escola de Economia de São Paulo (EESP); Fundação Getúlio Vargas (FGV) (from RePEc Genealogy)

Affiliation

Ciências Econômicas
Universidade Federal Fluminense

Niterói, Brazil
http://www.proac.uff.br/econ/
RePEc:edi:ceuffbr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Oliveira, André Barbosa & Pereira, Pedro L. Valls, 2018. "Asset allocation with Markovian regime switching: efficient frontier and tangent portfolio with regime switching," Textos para discussão 471, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
  2. Oliveira, André Barbosa & Pereira, Pedro L. Valls, 2018. "Uncertainty times for portfolio selection at financial market," Textos para discussão 473, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
  3. Oliveira, André Barbosa & Pereira, Pedro L. Valls, 2018. "Mudança de regime e efeito ARCH em volatilidade: um estudo dos choques das cotações do Petróleo," Textos para discussão 472, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).
  4. Oliveira, André Barbosa & Pereira, Pedro L. Valls, 2012. "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 SWAR," Textos para discussão 312, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil).

Articles

  1. Vitor M. A. da Fonseca & Manuel A. R. da Fonseca & Andre B. Oliveira, 2024. "Revisiting the Discussion on the Effectiveness of Alternative Portfolio Models: Out-of-sample Analysis of Brazil’s Equity Market, 2015-23," Applied Economics and Finance, Redfame publishing, vol. 11(3), pages 20-32, August.
  2. Oliveira, André Barbosa & Valls Pereira, Pedro Luiz, 2018. "Asset Allocation with Markovian Regime Switching: Efficient Frontier and Tangent Portfolio with Regime Switching," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 38(1), May.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENE: Energy Economics (1) 2018-03-26
  2. NEP-FMK: Financial Markets (1) 2018-03-26

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