Carlos Heitor Campani

The COPPEAD Graduate School of Business - Federal University of Rio de Janeiro (UFRJ)

Professor of Finance

Rua Pascoal Lemme n. 355

Rio de Janeiro, 21949-961

Brazil

http://www.coppead.ufrj.br

SCHOLARLY PAPERS

5

DOWNLOADS

279

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.

On the Correct Evaluation of Cost of Capital for Project Valuation

Applied Mathematical Sciences, Vol. 9, no. 132 , 2015, 6583-6604
Number of pages: 22 Posted: 19 Oct 2015 Last Revised: 05 Mar 2017
Carlos Heitor Campani
The COPPEAD Graduate School of Business - Federal University of Rio de Janeiro (UFRJ)
Downloads 113 (296,418)

Abstract:

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Cost of Capital. Project Valuation. WACC

2.

On the Rate of Return and Valuation of Non-Conventional Projects

Business and Management Review Vol. 3(12) pp. 01 – 06 October, 2014
Number of pages: 6 Posted: 19 Oct 2015
Carlos Heitor Campani
The COPPEAD Graduate School of Business - Federal University of Rio de Janeiro (UFRJ)
Downloads 93 (337,562)

Abstract:

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Project valuation, Rate of return, Non-conventional cash flows, Modified internal rate of return, NPV and IRR

3.

Online Appendix to the Paper: Approximate Analytical Solutions for Consumption/Investment Problems Under Recursive Utility and Finite Horizon

Number of pages: 44 Posted: 29 Sep 2015 Last Revised: 14 Oct 2015
Carlos Heitor Campani, René Garcia and Abraham Lioui
The COPPEAD Graduate School of Business - Federal University of Rio de Janeiro (UFRJ), Université de Montréal - CIREQ - Département de sciences économiques and EDHEC Business School and Scientific Beta Research Chair
Downloads 52 (461,121)

Abstract:

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4.

Term Structure Analysis of Option Implied Volatility in the Brazilian Market

Applied Mathematical Sciences, Forthcoming
Number of pages: 14 Posted: 08 Mar 2017
Carlos Heitor Campani and Carlos Eduardo Fucci
The COPPEAD Graduate School of Business - Federal University of Rio de Janeiro (UFRJ) and Universidade Federal do Rio de Janeiro (UFRJ) - Alberto Luiz Coimbra Institute for Graduate Studies and Research in Engineering (COPPE)
Downloads 21 (621,551)

Abstract:

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Volatility term structure, Volatility shocks, Brazilian options market

5.

Predictive Power of Brazilian Equity Fund Performance Using R2 as a Measure of Selectivity

Accounting & Finance Review, Vol. 28, No. 74, p. 282–296, 2017
Posted: 20 Apr 2017
Marcelo Guzella and Carlos Heitor Campani
University of São Paulo (USP) and The COPPEAD Graduate School of Business - Federal University of Rio de Janeiro (UFRJ)

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Selectivity of Equity Funds, Financial Brazilian Market, Predictive Power, Sharpe Ratio, Jensen's Alpha