Published: 06/19/2024

Machine Learning for liquidity classification and its applications to portfolio selection

Eder Abensur

1-14

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DOI: https://doi.org/10.12660/rbfin.v22n2.2024.90713

Dominated ETFs

Fernando Chague, Leonardo Luna

15-41

pdf (Português (Brasil))
DOI: https://doi.org/10.12660/rbfin.v22n2.2024.91320

Sustainable withdrawal strategies for Brazilian REITs portfolios

Guilherme Pettene Dantas, Juliano Pardelinhas Cardoso, Jacob Scharcanski

43-67

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DOI: https://doi.org/10.12660/rbfin.v22n2.2024.91134

On the use of Hawkes processes to assess the frequency of jumps in series of log returns of cryptocurrencies

Marcelo Magalhães Taddeo, Leonardo Salvi, Miguel Angel Rivera-Castro

69-92

pdf (Português (Brasil))
DOI: https://doi.org/10.12660/rbfin.v22n2.2024.89144

The role of alternative investments in Brazilian portfolios

Miguel Cunha Bousquet Viana, André Luiz Carvalhal da Silva, Raphael Moses Roquete

93-111

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DOI: https://doi.org/10.12660/rbfin.v22n2.2024.91114