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- Gerhard Krieger, Hauke Fiedler, Irena Hajnsek, Michael. Eineder, Marian Werner, Alan A. Moreira
- Proceedings. 2005 IEEE International Geoscienceâ€¦
- 2005

This paper analyses the potential of TanDEM-X to acquire highly accurate digital elevation models (DEMs) on a global scale. For this, an appropriate mission concept will be introduced which allowsâ€¦ (More)

This paper gives a short overview of the TanDEM-X mission concept, summarizes the basic products, illustrates the achievable performance, and gives some examples for

- Asaf Manela, Alan A. Moreira
- 2013

We construct a text-based measure of uncertainty starting in 1890 using front-page articles of the Wall Street Journal. News implied volatility (NVIX) captures well the disaster concerns of theâ€¦ (More)

Managed portfolios that take less risk when volatility is high produce large, positive alphas and increase factor Sharpe ratios by substantial amounts. We document this fact for the market, value,â€¦ (More)

We propose a dynamic macroeconomic model of financial intermediation in an environment where households demand liquid assets. In contrast to the literature, intermediaries can issue equity withoutâ€¦ (More)

- Alan A. Moreira
- 2015

In this paper, I build a model where financial intermediation slows the flow of capital. Investors optimally learn from intermediary performance to allocate capital toward profitable intermediaries.â€¦ (More)

- Alan A. Moreira, Alvaro H. Braga, Magno A. de Menezes, Emerson G. A. Estevam, ZÃ©lia Myriam Assis Peixoto
- 2015 IEEE 13th Brazilian Power Electronicsâ€¦
- 2015

This paper presents a Programmable propulsion control and load simulator for electric vehicles, using a Digital Signal Processor (DSP). The propulsion control involves the Indirect Field Orientedâ€¦ (More)

We show that the price of risk and quantity of risk are negatively correlated in the time-series for benchmark factors in equities and currencies. Managed portfolios that increase factor exposuresâ€¦ (More)

They should reduce their equity position. We study the portfolio problem of a long-horizon investor that allocates between a risk-less and a risky asset in an environment where both volatility andâ€¦ (More)

- Armando Gomes, Alan A. Moreira, David Sovich
- 2015

We study the problem of aggregating biased analyst stock recommendations whose only informational content are relative valuations. In a Bayesian framework, we obtain closed-form expressions for theâ€¦ (More)