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Jose Renato Haas Ornelas

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This is information that was supplied by Jose Ornelas in registering through RePEc. If you are Jose Renato Haas Ornelas , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Jose
Middle Name: Renato Haas
Last Name: Ornelas
Suffix:

RePEc Short-ID: por69

Email:
Homepage: http://www.joseornelas.com
Postal Address:
Phone:

Affiliation

Banco Central do Brasil
Location: Brasília, Brazil
Homepage: http://www.bcb.gov.br/
Email:
Phone: (061) 3414-2401
Fax: (061) 3414-2480
Postal: Caixa Postal 08670 - CEP 70074-900 - Brasília DF
Handle: RePEc:edi:bcbgvbr (more details at EDIRC)

Works

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Working papers

  1. José Renato Haas Ornelas & José Santiago Fajardo Barbachan & Aquiles Rocha de Farias, 2012. "Estimating Relative Risk Aversion, Risk-Neutral and Real-World Densities using Brazilian Real Currency Options," Working Papers Series 269, Central Bank of Brazil, Research Department.
  2. Barbara Alemanni & José Renato Haas Ornelas, 2008. "Behavior and Effects of Equity Foreign Investors on Emerging Markets," Working Papers Series 159, Central Bank of Brazil, Research Department.
  3. Barbara Alemanni & José Renato Haas Ornelas, 2006. "Herding Behavior by Equity Foreign Investors on Emerging Markets," Working Papers Series 125, Central Bank of Brazil, Research Department.
  4. Farias, A. R. & Ornelas, J. R. H & Fajardo, J., 2004. "Goodness-of-Fit Test focuses on Conditional Value at Risk:An Empirical Analysis of Exchange Rates," Finance Lab Working Papers flwp_70, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  5. Fajardo, J. & Farias, A. R & Ornelas, J. R. H, 2003. "Goodness-of-fit Tests focus on VaR Estimation," Finance Lab Working Papers flwp_55, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  6. Fajardo, J. & Farias, A. R. & Ornelas, J. R. H., 2003. "Analyzing the Use of Generalized Hyperbolic Distributions to Value at Risk Calculations," Finance Lab Working Papers flwp_58, Finance Lab, Insper Instituto de Ensino e Pesquisa.

Articles

  1. José Renato Haas Ornelas & Antônio Francisco Silva Júnior & José Luiz Barros Fernandes, 2012. "Yes, the choice of performance measure does matter for ranking of us mutual funds," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 17(1), pages 61-72, 01.
  2. Barros Fernandes, José Luiz & Haas Ornelas, José Renato & Martínez Cusicanqui, Oscar Augusto, 2012. "Combining equilibrium, resampling, and analyst’s views in portfolio optimization," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1354-1361.

Chapters

  1. José Luis Barros Fernandes & José Renato Haas Ornelas & Oscar Augusto Martínez Cusicanqui, 2011. "Combining equilibrium, resampling, and analysts' views in portfolio optimization," BIS Papers chapters, in: Bank for International Settlements (ed.), Portfolio and risk management for central banks and sovereign wealth funds, volume 58, pages 75-84 Bank for International Settlements.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2012-04-03
  2. NEP-CWA: Central & Western Asia (1) 2007-06-02
  3. NEP-ECM: Econometrics (2) 2003-10-20 2003-10-20. Author is listed
  4. NEP-ETS: Econometric Time Series (1) 2003-10-20
  5. NEP-FIN: Finance (2) 2003-10-20 2003-10-20. Author is listed
  6. NEP-FOR: Forecasting (2) 2012-04-03 2012-06-05. Author is listed
  7. NEP-RMG: Risk Management (2) 2003-10-20 2003-10-20. Author is listed

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Corrections

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