quarta-feira, outubro 17, 2012

Nova Edição - Revista Brasileira de Finanças - Vol 10, No 3 (2012)

Dear Readers:

The Brazilian Review of Finance (Revista Brasileira de Finanças) just
published its most recent issue at www.sbfin.org.br/rbfin or at
http://bibliotecadigital.fgv.br/ojs/index.php/rbfin. We invite you to
review the Table of Contents here and then visit our web site to freely
obtain the articles you wish. All articles have abstracts in English but
the full text of many articles may be available only in Portuguese.

Thank you for the continued support.

Ricardo Pereira Câmara Leal
The Coppead Graduate School of Business at the Federal University of Rio de
Janeiro (UFRJ)
Phone (+55-21) 25989871
Fax (+55-21) 2598-9817
ricardoleal@coppead.ufrj.br

Brazilian Review of Finance
Vol 10, No 3 (2012)
Table of Contents
http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/issue/view/483

Articles
--------
Endogenous Information, Risk Characterization, and the Predictability of
Average Stock Returns (291-315)
        Pradosh Simlai

Latent Fundamentals Arbitrage with a Mixed Effects Factor Model (317-335)
        Andrei Salem Gonçalves, Robert Aldo Iquiapaza,  Aureliano Angel Bressan

A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility
Forecasting (337-367)
        Leandro Maciel

Quantitative Portfolio Optimization Techniques Applied to the Brazilian
Stock Market (369-393)
        Cristina Tessari,       André Alves Portela Santos

Development of a Behavioral Performance Measure (395-416)
        Marcelo Cabus Klotzle,  Leonardo Lima Gomes,    Luiz Eduardo Teixeira
Brandão,        Antonio Carlos Figueiredo Pinto


Ricardo P. Câmara Leal, editor
Revista Brasileira de Finanças (Brazilian Review of Finance)
Tel.: (+55-21) 2598-9800
rbfin@fgv.br
http://www.sbfin.org.br/rbfin