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Luiz Fernando Nunes da Silva

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Open access Sep 2026

Measuring structural risk disposition in Brazilian equities

We propose a measurement architecture for persistent structural risk disposition in the Brazilian equity market and evaluate one implementation, the Structural Risk Disposition Composite (SRDC). The composite aggregates four weakly correlated market-derived dimensions—options positioning, credit conditions, market brea...

Luiz Fernando Nunes da Silva · 0 citations

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