| A network approach to unravel asset price comovement using minimal dependence structure PJC de Carvalho, A Gupta Journal of Banking & Finance 91, 119-132, 2018 | 27 | 2018 |
| Hierarchical spectrum market and the design of contracts for mobile providers PJC de Carvalho, A Gupta, K Kar ACM SIGMOBILE Mobile Computing and Communications Review 17 (4), 60-71, 2013 | 6 | 2013 |
| Explanatory co-movement in asset prices with minimal dependence structures PJC De Carvalho, A Gupta Available at SSRN 2558159, 2014 | 2 | 2014 |
| A Performance Attribution Methodology for Fixed Income Portfolios AFA Silva Jr, PJC de Carvalho, JRH Ornelas PORTFOLIO AND RISK MANAGEMENT FOR CENTRAL BANKS AND SOVEREIGN WEALTH FUNDS …, 2010 | 2 | 2010 |
| Short‐selling costs and asymmetric price response to economic shocks: A transaction cost explanation to price overshooting JRH Ornelas, PJC de Carvalho International Journal of Finance & Economics 26 (2), 1745-1772, 2021 | 1 | 2021 |
| Multivariate Jump Diffusion Model with Markovian Contagion PJC de Carvalho, A Gupta Central Bank of Brazil, Research Department Working Papers Series, 2018 | 1 | 2018 |
| Intervenções no mercado de câmbio durante a crise de 2008: uma análise de fatores motivadores e efeitos das intervenções do Banco Central do Brasil PJC Carvalho | 1 | 2012 |
| Asset liability management for providers in spectrum markets PJC de Carvalho, A Gupta, K Kar International Journal of Financial Engineering 4 (04), 1750043, 2017 | | 2017 |
| Non-stationarity dynamics of asset comovement PJC de Carvalho Rensselaer Polytechnic Institute, 2016 | | 2016 |
| The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks JRH Ornelas, PJC de Carvalho | | 2015 |
| Best Practices in Measuring and Managing Market Risks after 2008 Crisis A Silva Jr, PJ De Carvalho, JR Ornelas Available at SSRN 1528426, 2009 | | 2009 |
Aparna GuptaRensselaer Polytechnic Institute在 rpi.edu 的电子邮件经过验证
