In this page, I have selected some special fields that I have contributed in these last years. Since I am selecting some of them, I am clearly not considering some part of my research here. If the information you are looking for is not here, eventually you may find this information in my Brazilian Lattes Curriculum, where you can also find my complete list of publications. It is also worth mentioning here that my research is partially supported by the Brazilian agency CNPQ.

Control Theory and Optimization

I try to deal with the decision making problem using economic theory approach, optimization principles and control theory.

Some selected publications

Cajueiro, D. O.  Enforcing social behavior in an Ising model with complex neighborhoods. Physica A, v. 390, p. 1695-1703, 2011.

Cajueiro, D. O. and Andrade, R. F. S. Controlling self-organized criticality in complex networks. The European Physical Journal. B, Condensed Matter Physics, v. 77, p. 291-296, 2010.

Cajueiro, D. O. and Andrade, R. F. S. Dynamical programming approach for controlling the directed Abelian Dhar-Ramaswamy model. Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics, v. 82, 031108, 2010.

Cajueiro, D. O.  and Andrade, R. F. S. Controlling self-organized criticality in sandpile models. Physical Review. E, v. 81, 015102R, 2010.

Cajueiro, D. O. Optimal navigation in complex networks. Physical Review E, v. 79, p. 046103, 2009.

Cajueiro, D. O. and Andrade, R. F. S. Learning paths in complex networks. Europhysics Letters, v. 87, p. 58004, 2009.

Cajueiro, D. O. and Maldonado W. L. Role of optimization in the human dynamics of task execution. Physical Review E, v. 77, p. 035101R, 2008.

Cajueiro, D. O. Agent preferences and the topology of networks. Physical Review E, v. 72, n. 4, p. 047104, 2005.

D. O. CAJUEIRO and Yoneyama, T. Optimal Portfolio and Consumption in a Switching Diffusion Market. Brazilian review of econometrics, v. 24, n. 2, p. 227-248, 2004.

Finance and Banking

We have tried to answer important questions of finance and banking using economic theory point of view, empirical and computational tools.


Tabak, B. M., Fazio, D. M. and Cajueiro, D. O. The relationship between banking market competition and risk-taking: Do size and capitalization matter? Forthcoming in Journal of Banking & Finance, 2012.

 Tabak, B. M., Sollaci, A. B., Gomes, G. M. and Cajueiro, D. O. Forecasting the Yield Curve for the Euro Region. Forthcoming in Economics Letters, 2012.

Tabak, B. M., Fazio, D. M. and Cajueiro, D. O. The Effects of loan portfolio concentration on Brazilian banks' return and risk. Journal of Banking & Finance, v. 35, p. 3065-3076, 2011.

Cajueiro, D. O., Gogas, P. and Tabak, B. M. Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange. International Review of Financial Analysis, v. 18, p. 50-57, 2009.

Cajueiro, D. O., Tabak, B. M. and Andrade, R. F. S. . Fluctuations in interbank network dynamics. Physical Review E, v. 79, p. 037101, 2009.

Ruiz, C., Tabak, B. M.and Cajueiro, D.O. Mensuração da eficiência bancária no Brasil - a inclusão de indicadores macroprudenciais. Revista Brasileira de Finanças, v. 6, p. 411-436, 2008.

Cajueiro, D. O. and Tabak, B. M. The role of banks in the Brazilian interbank market: Does bank type matter? Physica A, v. 387, p. 6825-6836, 2008.

De Souza, S. R. S. and Tabak, B. M. and Cajueiro, D. O. Long-range dependence in exchange rates: the case of the European Monetary System. International Journal of Theoretical and Applied Finance, v. 11, p. 199-223, 2008.

Tabak, B. M. and Cajueiro, D. O. Are the crude oil markets becoming weakly efficient over time? A test for time-varying long-range dependence in prices and volatility. Energy Economics, v. 29, p. 28-36, 2007.

Cajueiro, D. O. and Tabak, B. M. Testing for predictability in equity returns for European transition markets. Economic Systems, p. 56-78, 2006.

De Souza, S. R. S.,Tabak, B. M. and Cajueiro, D. O. Investigação da memória de longo prazo na taxa de câmbio no Brasil. Revista Brasileira de Economia, v. 60, p. 193-209, 2006.

Cajueiro, D. O. and Tabak, B. M. The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient. Physica. A, v. 336, p. 521-537, 2004.

Última atualização (Ter, 10 de Julho de 2012 14:27)