| Symmetry and duality in Lévy markets J Fajardo, E Mordecki Quantitative finance 6 (3), 219-227, 2006 | 89* | 2006 |
| Endogenous collateral A Araujo, J Fajardo, MR Páscoa Journal of Mathematical Economics 41 (4), 439-462, 2005 | 63 | 2005 |
| Generalizaed Hyperbolic Distributions and Brazilian Data J Fajardo, A Farias Brazilian Review of Econometrics 24 (2), 1-21, 2004 | 55 | 2004 |
| Close form pricing formulas for Coupon Cancellable CoCos JM Corcuera, J De Spiegeleer, J Fajardo, H Jönsson, W Schoutens, ... Journal of Banking & Finance 42, 339-351, 2014 | 50 | 2014 |
| Pricing derivatives on two-dimensional Lévy processes J Fajardo, E Mordecki International journal of theoretical and applied finance 9 (02), 185-197, 2006 | 35* | 2006 |
| Skewness premium with Lévy processes J Fajardo, E Mordecki Quantitative Finance 14 (9), 1619-1626, 2014 | 32* | 2014 |
| Estimating risk aversion, risk-neutral and real-world densities using Brazilian Real currency options J Fajardo, JRH Ornelas, AR Farias Economia Aplicada 16, 567-577, 2012 | 32* | 2012 |
| Existence of equilibrium in common agency games with adverse selection G Carmona, J Fajardo Games and Economic Behavior 66 (2), 749-760, 2009 | 32* | 2009 |
| Apreçamento de opções de IDI usando o modelo CIR JSF Barbachan, JRH Ornelas Estudos Econômicos (São Paulo) 33 (2), 287-323, 2003 | 29 | 2003 |
| On the propensity to issue contingent convertible (CoCo) bonds J Fajardo, L Mendes Quantitative Finance 20 (4), 691-707, 2020 | 27 | 2020 |
| Understanding the impact of severe hyperinflation experience on current household investment behavior J Fajardo, M Dantas Journal of Behavioral and Experimental Finance 17, 60-67, 2018 | 26 | 2018 |
| CAPM usando uma carteira sintética do PIB Brasileiro E Araújo, J Fajardo, LC Tavani Estudos Econômicos (São Paulo) 36 (3), 465-505, 2006 | 23 | 2006 |
| Concentração Bancária Brasileira: Uma Análise Microeconômica J Fajardo, M Fonseca Finance Lab Working Papers, 2004 | 23* | 2004 |
| Seasonal effects on the Bovespa Index J Fajardo, R Pereira Brazilian Business Review 5 (3), 233-241, 2008 | 22* | 2008 |
| Analyzing the use of generalized hyperbolic distributions to value at risk calculations J Fajardo, A Farias, JR Ornelas Brazilian Journal of Applied Economics 9 (1), 25-38, 2005 | 20* | 2005 |
| Multivariate affine generalized hyperbolic distributions: an empirical investigation J Fajardo, A Farias International Review of Financial Analysis 18 (4), 174-184, 2009 | 18 | 2009 |
| Políticas públicas para o desenvolvimento sustentável: dos mínimos sociais dos objetivos de desenvolvimento do milênio à agenda multissetorial e integrada de desenvolvimento … MA Ruediger, PM Jannuzzi, B Meirelles, J Pimentel | 15 | 2018 |
| Volatility estimation and option pricing with fractional Brownian motion D Cajueiro, J Fajardo Available at SSRN 837765, 2005 | 15 | 2005 |
| Derivative pricing using multivariate affine generalized hyperbolic distributions J Fajardo, A Farias Journal of Banking & Finance 34 (7), 1607-1617, 2010 | 14 | 2010 |
| A note on arbitrage and exogenous collateral J Fajardo Mathematical Social Sciences 50 (3), 336-341, 2005 | 14* | 2005 |
