Concepedia

Gustavo M. de Athayde

GM

3

Publications

250

Citations

3

H-Index

1997

Active since

Affiliations

Bank of Brazil(Current)

Gustavo M. de Athayde is an author at Bank of Brazil specializing in asset pricing, business, and management.

Top concepts

Publications per year

1997–2002

3

Publications

3

Finding a maximum skewness portfolio—a general solution to three-moments portfolio choice

Gustavo M. de Athayde, Renato G. Flôres · Journal of Economic Dynamics and Control · 2002 · 217 citations · Full text

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A CAPM with higher moments: theory and econometrics

Gustavo M. de Athayde, Renato G. Flôres · RePEc: Research Papers in Economics · 1997 · 19 citations

, , +17

The Portfolio Frontier with Higher Moments: The Undiscovered Country

Gustavo M. de Athayde, Renato G. Flôres · RePEc: Research Papers in Economics · 2002 · 14 citations

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