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

23

DOWNLOADS
Rank 1,417

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Top 1,417

in Total Papers Downloads

26,360

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (23)

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 23,669 (134)

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

2.

Unskilled Fund Managers: Replicating Active Fund Performance With Few ETFs

International Review of Financial Analysis, 78 (2021)
Number of pages: 50 Posted: 17 Jul 2020 Last Revised: 14 Oct 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 662 (50,897)

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Mutual funds, performance measures, ETF, risk factors.

3.

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 335 (115,667)

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

4.

Attention and Biases: Evidence from Tax-inattentive Investors

Fisher College of Business Working Paper No. 2019-03-022, Charles A. Dice Center Working Paper No. 2019-22
Number of pages: 64 Posted: 27 Sep 2019 Last Revised: 26 Jul 2021
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 288 (135,855)

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

5.

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

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 63 Posted: 27 Mar 2020 Last Revised: 11 May 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 283 (138,270)
Citation 1

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

6.

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 248 (158,129)

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Stochastic Control, Recursive Utility, Hedging, Bellman Equation

7.

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 117 (299,918)

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Markowitz, Cauchy Interlacing Theorem, NRP, CIRP

8.

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 104 (325,544)

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Risk factors, factor zoo, graph lasso, network analysis

9.

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 97 (340,598)

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Taylor Rule, inflation targeting, inflation stability

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 (423,008)

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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 64 (433,171)

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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, University of São Paulo (USP) - Department of Economics and São Paulo Law School of Fundação Getulio Vargas FGV DIREITO SP
Downloads 59 (450,861)

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Confidence, Judicial System, Institutions, Judiciary

13.

Private Means Better? A Water and Sanitation Quasi-Experimental Design

Number of pages: 27 Posted: 17 Sep 2021 Last Revised: 21 Sep 2021
Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, Fundação Escola de Comércio Álvares Penteado (FECAP) and University of São Paulo (USP) - Department of Economics
Downloads 53 (473,571)

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Water and Sanitation; Private sector management; Treatment Effect.

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, 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 (574,888)
Citation 2

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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, 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 17 (695,313)

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Trust in the Police, Institutions, Criminality

15.

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

Number of pages: 44 Posted: 02 Nov 2020 Last Revised: 13 Oct 2021
Fernando Moraes and Rodrigo De-Losso
Insper and University of São Paulo (USP) - Department of Economics
Downloads 47 (498,622)

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Risk factors, factor zoo, DAG, CPDAG

16.

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 45 (507,412)
Citation 1

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Equity Risk premia, Asset pricing, Multi-factor model

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 40 (530,663)

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Mutual funds, performance measures, Multi-factor model

18.

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, University of São Paulo (USP) - Department of Economics and São Paulo Law School of Fundação Getulio Vargas FGV DIREITO SP
Downloads 39 (535,571)

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Confidence in the judicial System, Institutions, Judiciary

19.

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 38 (540,603)

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Taylor rule, Kalman Filter, Hidden variables, GMM

20.

Confidence in Justice: Evidence from Brazil

Number of pages: 15 Posted: 03 Mar 2014
Getulio Vargas Foundation (FGV) - Sao Paulo School of Economics, University of São Paulo (USP) - Department of Economics and São Paulo Law School of Fundação Getulio Vargas FGV DIREITO SP
Downloads 30 (583,785)

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Confidence in Justice, 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 13 (702,281)

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

22.

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, University of São Paulo (USP) - Department of Economics and São Paulo Law School of Fundação Getulio Vargas FGV DIREITO SP
Downloads 11 (718,067)

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Confidence in Justice, Compliance with Law, Institutions, Judiciary

23.

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

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Other Papers (1)

Total Downloads: 230
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 230 (119,790)

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