Edson De Oliveira Pamplona
Biographic Data
| ID | 2860578 |
|---|---|
| NAME | Edson De Oliveira Pamplona |
| GIVEN NAMES | Edson De Oliveira |
| FAMILY NAME | Pamplona |
| SIGNATURE | PAMPLONA E O |
| AFFILIATIONS | Universidade Federal de Itajubá |
| ORCID | 0000-0001-6085-0240 |
| VERIFIED | Yes |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 6 |
| WORKS AS AUTHOR | 3 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2019 |
| LATEST PUBLICATION YEAR | 2023 |
| H-INDEX | 1 |
Robust portfolio optimization
This article presents a new approach for building robust portfolios based on stochastic efficiency analysis, by using the Chance Constrained Data Envelopment Analysis (CCDEA) model and periods of market downturn, i.e. worst-state market. The model is able to accommodate investors who exhibit different risk behaviors and the empirical analysis is done on assets traded on the Brazil Stock Exchange, B3 (Brasil, Bolsa, Balcão). The results confirm th…
Regulatory impact of photovoltaic prosumer policies in Brazil based on a financial risk analysis
Quantitative regulatory impact analysis
Quantitative regulatory impact analysis
Regulatory impact of photovoltaic prosumer policies in Brazil based on a financial risk analysis
Robust portfolio optimization
This article presents a new approach for building robust portfolios based on stochastic efficiency analysis, by using the Chance Constrained Data Envelopment Analysis (CCDEA) model and periods of market downturn, i.e. worst-state market. The model is able to accommodate investors who exhibit different risk behaviors and the empirical analysis is done on assets traded on the Brazil Stock Exchange, B3 (Brasil, Bolsa, Balcão). The results confirm th…
Economics (3 works) · Business (2 works) · Actuarial science (1 work) · Capital Investment and Risk Analysis (1 work) · Computer Science (1 work) · Cost–benefit analysis (1 work) · Data envelopment analysis (1 work) · Econometrics (1 work) · Efficiency Analysis Using DEA (1 work) · Electric Vehicles and Infrastructure (1 work)