Rodrigo De-Losso

University of São Paulo (USP) - Department of Economics

Full Professor

Av. Prof. Luciano Gualberto 908

Sao Paulo SP, 05508-010

Brazil

SCHOLARLY PAPERS

22

DOWNLOADS
Rank 1,517

SSRN RANKINGS

Top 1,517

in Total Papers Downloads

23,252

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (22)

1.

Day Trading for a Living?

Number of pages: 9 Posted: 22 Jul 2019 Last Revised: 15 Jun 2020
Fernando Chague, Rodrigo De-Losso and Bruno Giovannetti
Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, University of São Paulo (USP) - Department of Economics and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Downloads 21,386 (136)

Abstract:

Loading...

day trade, day trading for a living, retail investors, HFT, course providers, futures market

2.

Deep Haar Scattering Networks in Pattern Recognition: A Promising Approach

Number of pages: 16 Posted: 03 Dec 2018
University of São Paulo, Rutgers, The State University of New Jersey - Department of Physics and Astronomy, Escola Politécnica, University of São Paulo (USP) - Department of Economics and Rio de Janeiro State University - Department of Physics and Astronomy
Downloads 302 (120,228)

Abstract:

Loading...

Haar Scattering Networks, Convolutional Neural Networks (CNNs), Wavelets, Pattern Recognition, Classi cation, Regression, ARIMA, ETS, SVMs, Random Forests, Conditional Trees, Deep Learning

3.

Dynamic Hedging with Stochastic Differential Utility

Number of pages: 49 Posted: 08 Jun 2003
Rodrigo De-Losso
University of São Paulo (USP) - Department of Economics
Downloads 247 (147,853)

Abstract:

Loading...

Stochastic Control, Recursive Utility, Hedging, Bellman Equation

4.

Price Transparency in OTC Equity Lending Markets: Evidence From a Loan Fee Benchmark

Number of pages: 63 Posted: 27 Mar 2020 Last Revised: 18 Feb 2021
University of Sao Paulo (USP), Faculty of Economics, Administration and Accounting (FEA), Students, Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, University of São Paulo (USP) - Department of Economics, Getulio Vargas Foundation (FGV) - Sao Paulo School of Business Administration and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Downloads 224 (162,491)
Citation 1

Abstract:

Loading...

price transparency, OTC markets, benchmarks, equity lending, search costs

5.

Sub-optimal trading decisions and investment biases

Fisher College of Business Working Paper No. 2019-03-022, Charles A. Dice Center Working Paper No. 2019-22
Number of pages: 62 Posted: 27 Sep 2019 Last Revised: 28 Oct 2020
Ohio State University (OSU) - Department of Finance, Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, University of São Paulo (USP) - Department of Economics and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Downloads 219 (165,982)

Abstract:

Loading...

retail investors, sub-optimal decisions, behavioral biases, financial mistakes

6.

Unskilled Fund Managers: Replicating Active Fund Performance With Few ETFs

Number of pages: 46 Posted: 17 Jul 2020 Last Revised: 01 Apr 2021
Elias Cavalcante Filho, Fernando Moraes and Rodrigo De-Losso
University of São Paulo (USP) - Department of Economics, Insper and University of São Paulo (USP) - Department of Economics
Downloads 162 (217,322)

Abstract:

Loading...

Mutual funds, performance measures, ETF, risk factors.

7.

Did the Taylor Rule Stabilize Inflation in Brazil?

Number of pages: 43 Posted: 28 Sep 2012
Rodrigo De-Losso
University of São Paulo (USP) - Department of Economics
Downloads 95 (323,229)

Abstract:

Loading...

Taylor Rule, inflation targeting, inflation stability

8.

Saving Markowitz: A Risk Parity Approach Based on the Cauchy Interlacing Theorem

Number of pages: 25 Posted: 19 Aug 2020
University of São Paulo, Constancia Invest, University of São Paulo (USP) - Department of Economics, affiliation not provided to SSRN, Rio de Janeiro State University - Department of Physics and Astronomy and affiliation not provided to SSRN
Downloads 91 (332,121)

Abstract:

Loading...

Markowitz, Cauchy Interlacing Theorem, NRP, CIRP

9.

Risk Factor Centrality and the Cross-Section of Expected Returns

Number of pages: 51 Posted: 02 Nov 2020 Last Revised: 21 Jan 2021
Fernando Moraes and Rodrigo De-Losso
Insper and University of São Paulo (USP) - Department of Economics
Downloads 74 (375,548)

Abstract:

Loading...

Risk factors, factor zoo, graph lasso, network analysis

10.

What if Fi rms Adjust Their Debt-Equity Ratios Toward a Target Range?

Number of pages: 57 Posted: 02 Oct 2012 Last Revised: 14 Oct 2012
Ricardo Buscariolli and Rodrigo De-Losso
Sao Paulo School of Economics-FGV and University of São Paulo (USP) - Department of Economics
Downloads 67 (396,379)

Abstract:

Loading...

Capital Structure, Target, Leverage, Dynamic Ordered Probit

11.

How Land Title Affects Child Labor?

World Bank Policy Research Working Paper No. 5010
Number of pages: 33 Posted: 20 Apr 2016
Mauricio Moura, Rodrigo De-Losso and Larissa Leony
affiliation not provided to SSRN, University of São Paulo (USP) - Department of Economics and International Monetary Fund (IMF)
Downloads 59 (422,642)

Abstract:

Loading...

Labor Policies, Access to Finance, Debt Markets, Gender and Law

12.

Confidence in the Judicial System and Court Experience: Evidence from Brazil

Number of pages: 19 Posted: 22 Jul 2014
Getulio Vargas Foundation (FGV), Sao Paulo School of Economics, Students, University of São Paulo (USP) - Department of Economics and São Paulo Law School of Fundação Getulio Vargas FGV DIREITO SP
Downloads 58 (426,141)

Abstract:

Loading...

Confidence, Judicial System, Institutions, Judiciary

Does the Concern About Local Crime Affect Trust in the Police?

Number of pages: 16 Posted: 08 Oct 2015
Getulio Vargas Foundation (FGV), Sao Paulo School of Economics, Students, University of São Paulo (USP) - Department of Economics, São Paulo Law School of Fundação Getulio Vargas FGV DIREITO SP and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Downloads 34 (539,290)
Citation 2

Abstract:

Loading...

Trust in the Police, Institutions, Criminality

Does the Concern About Local Crime Affect Trust in the Police?

Number of pages: 16 Posted: 23 Jun 2017
Getulio Vargas Foundation (FGV), Sao Paulo School of Economics, Students, São Paulo Law School of Fundação Getulio Vargas FGV DIREITO SP, University of São Paulo (USP) - Department of Economics and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Downloads 16 (660,700)

Abstract:

Loading...

Trust in the Police, Institutions, Criminality

14.

Confidence in the Judicial System: Evidence from Brazil

Number of pages: 19 Posted: 22 Jul 2014
Getulio Vargas Foundation (FGV), Sao Paulo School of Economics, Students, University of São Paulo (USP) - Department of Economics and São Paulo Law School of Fundação Getulio Vargas FGV DIREITO SP
Downloads 39 (502,486)

Abstract:

Loading...

Confidence in the judicial System, Institutions, Judiciary

15.

Questioning the Taylor Rule

Number of pages: 47 Posted: 28 Jan 2009 Last Revised: 28 Sep 2012
Rodrigo De-Losso
University of São Paulo (USP) - Department of Economics
Downloads 37 (511,744)

Abstract:

Loading...

Taylor rule, Kalman Filter, Hidden variables, GMM

16.

Risk Factors’ Cpdag Roots and the Cross-Section of Expected Returns

Number of pages: 44 Posted: 02 Nov 2020 Last Revised: 25 Jan 2021
Fernando Moraes and Rodrigo De-Losso
Insper and University of São Paulo (USP) - Department of Economics
Downloads 36 (516,506)

Abstract:

Loading...

Risk factors, factor zoo, DAG, CPDAG

17.

Quais os Fatores de Risco Relevantes aos Investidores? Evidências no Mercado de Fundos Brasileiro (Which Factors Matter to Investors? Evidence from Brazilian Mutual Funds)

Number of pages: 27 Posted: 10 Jun 2020
University of São Paulo (USP) - Department of Economics, University of São Paulo (USP) - Department of Economics and affiliation not provided to SSRN
Downloads 32 (536,969)

Abstract:

Loading...

Mutual funds, performance measures, Multi-factor model

18.

US Risk Premia under Emerging Markets Constraints

Number of pages: 22 Posted: 09 Jun 2020
University of São Paulo (USP) - Department of Economics, Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, University of São Paulo (USP) - Department of Economics and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Downloads 31 (542,215)
Citation 1

Abstract:

Loading...

Equity Risk premia, Asset pricing, Multi-factor model

19.

Confidence in Justice: Evidence from Brazil

Number of pages: 15 Posted: 03 Mar 2014
Getulio Vargas Foundation (FGV), Sao Paulo School of Economics, Students, University of São Paulo (USP) - Department of Economics and São Paulo Law School of Fundação Getulio Vargas FGV DIREITO SP
Downloads 29 (553,171)

Abstract:

Loading...

Confidence in Justice, Institutions, Judiciary

20.

Perceptions About Compliance with Law and Vulnerable Groups in Brazil

Number of pages: 26 Posted: 01 Jul 2019
Fundação Getulio Vargas FGV DIREITO SP - São Paulo Law School, Getulio Vargas Foundation (FGV), Sao Paulo School of Economics, Students, University of São Paulo (USP) - Department of Economics and São Paulo Law School of Fundação Getulio Vargas FGV DIREITO SP
Downloads 11 (673,796)

Abstract:

Loading...

Confidence in Justice, Compliance with Law, Institutions, Judiciary

21.

Estimating the Employment and Educational Effects of Vocational Training: the Role of School Quality

Number of pages: 40 Posted: 22 Mar 2021
Cristiano Carvalho, Raphael B. Corbi and Rodrigo De-Losso
University of Michigan at Ann Arbor, University of Sao Paulo and University of São Paulo (USP) - Department of Economics
Downloads 3 (734,665)

Abstract:

Loading...

Vocational education, short and long-run labor market outcomes, higher education.

22.

Building a Confidence Index for Brazil’s Judicial System

5th Annual Conference on Empirical Legal Studies Paper
Posted: 17 Jul 2010
UFSCar, São Paulo Law School of Fundação Getulio Vargas FGV DIREITO SP, University of São Paulo (USP) - Department of Economics, Unaffiliated Authors and affiliation not provided to SSRN

Abstract:

Loading...

Other Papers (1)

Total Downloads: 226
1.

Well-Connected Short-Sellers Pay Lower Loan Fees: A Market-Wide Analysis

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 75 Posted: 29 Jul 2015 Last Revised: 19 Sep 2019
Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, University of São Paulo (USP) - Department of Economics, Getulio Vargas Foundation (FGV) - Sao Paulo School of Business Administration and Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics
Downloads 226 (119,790)

Abstract:

Loading...

loan fees, search-costs, lending market, short-selling restrictions