Dr. Wilton Bernardino

Federal University of Pernambuco, Brazil

Associate Professor

Email: wilton.silva@ufpe.br

Qualifications

2013 Ph.D., Federal University of Pernambuco, Brazil

2009 M.Sc., Federal University of Pernambuco, Brazil

2006 B.Sc., Federal University of Pernambuco, Brazil

Publications (Selected)

1. Bernardino, W., Falcão, R., Ospina, R., de Souza, F. C., & Correia, J. J. A. (2025). A study of asset and liability management applied to Brazilian pension funds. European Journal of Operational Research, 322(3), 1059-1076.
2. de Souza, F. C., Bernardino, W., & Patricio, S. C. (2024). How life-table right-censoring affected the Brazilian social security factor: an application of the gamma-Gompertz-Makeham model. Journal of Population Research, 41(3), 15.
3. Regis, R. O., Ospina, R., & Bernardino, W. (2024). Asset pricing: an alternative estimation for the five-factor model. Revista Brasileira de Gestão de Negócios, 26(3), e20230205.
4. Regis, R. O., Ospina, R., Bernardino, W., & Cribari-Neto, F. (2023). Asset pricing in the Brazilian financial market: five-factor GAMLSS modeling. Empirical Economics, 64(5), 2373-2409.
5. Bernardino, W., Amaral, J. B., Paes, N. L., Ospina, R., & Távora, J. L. (2022). A statistical investigation of a stock valuation model. SN Business & Economics, 2(8), 106.
6. Bernardino, W., Ospina, R., de Souza, F. C., Rêgo, L., & Pereira, F. (2021). Risk curves: A methodology to evaluate the risk of fraud by stock price manipulation based on game theory and detection software. Journal of Economics and Business, 113, 105953.
7. Bernardino, W., Brito, L., Ospina, R., & Melo, S. (2018). A GARCH-VaR investigation on the Brazilian sectoral stock indices. Brazilian Review of Finance, 16(4), 573-610.
8. Silva, W. B. D., Travassos, S. K. D. M., & Costa, J. I. D. F. (2017). Using the Newcomb-Benford law as a deviation identification method in continuous auditing environments: a proposal for detecting deviations over time. Revista Contabilidade & Finanças, 28(73), 11-26.
9. Da Silva, W. B., Paes, N. L., & Ospina, R. (2015). The replacement of payroll tax by a tax on revenues: A study of sectorial impacts on the Brazilian economy. Economia, 16(1), 46-59.
10. Silva, W. B. D., Paes, N. L., & Ospina, R. (2014). A substituição da contribuição patronal para o faturamento: efeitos macroeconômicos, sobre a progressividade e distribuição de renda no Brasil. Revista Brasileira de Economia, 68, 517-545.
11. Cribari-Neto, F., & da Silva, W. B. (2011). A new heteroskedasticity-consistent covariance matrix estimator for the linear regression model. AStA Advances in Statistical Analysis, 95, 129-146.

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