| Autor / Author | Título / Title | |
|---|
| Jacob Zimbarg Sobrinho | Modelos de Volatilidade Estocástica: Considerações de Mercado |  |
| Harry Markowitz | Portfolio Selection | |
| Hossein B. Kazemi | A Multiperiod Asset - Pricing Model with Unobserved Market Portfolio: A Note | |
| Hal Varian | A Portfolio of Nobel Laureates: Markowitz, Miller and Sharpe | |
| Son-Nan Chen | Beta Nonstationarity, Portfolio Residual Risk and Diversification | |
| Gary P. Brinson, L. Randolph, Hood e GilbertL. Beebower | Determinants of Portfolio Performance | |
| Raman Vardharaj, Frank J. Fabozzi, Frank J. Jones e CFA | Determinants of Tracking Error for Equity Portfolios | |
| Douglas V. Dejong e Daniel W. Collins | Explanations for the Instability of Equity Beta: Risk-Free Rate Changes and Leverage Effects | |
| Son-Nan Chen e Arthur J. Keown | Risk Decomposition and Portfolio Diversification When Beta is Nonstationary: A Note | |
| Cheol S. Eun | The Benchmark Beta, CAPM, and Pricing Anomalies | |
| Glenn N. Pettengill, Srindhar Sundaram e Ike Mathur | The Conditional Relation between Beta and Returns | |
| John Nuttall | The Importance of Asset Allocation | |
| Robert C. Klemkosky e Terry S. Maness | The Predictability of Real Portfolio Risk Levels | |
| Suleyman Basak e Alexander Shapiro | Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices | |
| Marcos Eugênio da Silva | Precificação de Opções sobre Futuro do DI com o Modelo Black, Derman & Toy | |
| Rodrigo Ferreira de Paula | Gerenciamento do risco de taxa de juro em fundos de pensão - Redesenhando estratégia de imunização com o uso de derivativos | |
