Antnio Sampaio Mello

Investor horizon and noise in asset prices (1991)

Bhushan, Ravi, Brown, David P., Mello, Antnio Sampaio

A portfolio approach to risk reduction in discretely rebalanced option hedges (1991)

Bhushan, Ravi, Mello, Antnio Sampaio, Neuhaus, Henrik J.

A theory of partial sales and underpricing in privatizations (1991)

Branco, Fernando., Mello, Antnio Sampaio

"April 1991."

Why are wages in Portugal lower than elsewhere in EEC? (1991)

Branco, Fernando., Mello, Antnio Sampaio

The agency cost of alternative debt instruments (1990)

Mello, Antnio Sampaio., Parsons, John E.

"June 1989--Second revision June 1990"

Forward contracts : pricing, default risk and optimal use (1990)

Cooper, Ian., Mello, Antnio Sampaio

A commodity linked bond as an optimal debt instrument in the presence of moral hazard (1989)

Mello, Antnio Sampaio., Parsons, John E.

Stock index futures : the case for markets in baskets of securities (1989)

Cooper, Ian., Mello, Antnio Sampaio

"First draft: May 1986. Revised: December 1988."