Caio Vigo Pereira
A Machine Learning Factor-Based Interpretation for the Bond Risk Premia in U.S.
Identifying Short Lived Signals in Intraday Foreign Exchange Returns
Exchange Rates in South America’s Emerging Markets
Portfolio Efficiency with High-Dimensional Data as Conditioning Information
Optimal Conditioning Information with Google’s Search Queries for Portfolio Management
Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators