Concepedia

Marcos Eugênio da Silva

ME

Statistics

Publications

3

Citations

55

H-Index

3

Active since

2005

Affiliations

Universidade de São Paulo(Current)

Marcos Eugênio da Silva is an author at Universidade de São Paulo specializing in finance, business, and engineering.

Top concepts

FinanceBusinessStatisticsEngineeringAsset PricingFinancial EconomicsEconomicsLiquidityManagementData Science

Publications per year

2005–2017

3

Publications

3

Performance of mutual equity funds in Brazil – A bootstrap analysis

Marco Antônio Laes, Marcos Eugênio da Silva · EconomiA · 2014 · 22 citations · Full text

Equity Portfolios, Financial Economics, A Bootstrap Analysis +13

Quasi-Monte Carlo in finance: extending for problems of high effective dimension

Marcos Eugênio da Silva, Thierry Barbe · Economia Aplicada · 2005 · 17 citations · Full text

Engineering, Effective Dimension, Markov Chain Monte Carlo +17

Variance Premium and Implied Volatility in a Low-Liquidity Option Market

Eduardo Sanchez Astorino, Fernando Chague, Bruno Giovannetti et al. · Revista Brasileira de Economia · 2017 · 16 citations · Full text

Empirical Finance, Volatility Modeling, Multivariate Stochastic Volatility +14

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