Publications
- Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators
(with. M. Laurini)
Entropy, 2022. Entropy-Based Methods for Finance and Risk Management.
- Portfolio Efficiency with High-Dimensional Data as Conditioning Information
International Review of Financial Analysis, 2021
- Exchange Rates in South America’s Emerging Markets
(with L. Molinas Sosa)
Cambridge Elements in the Economics of Emerging Markets, 2020 by Cambridge University Press
Working Papers
- A Machine Learning Factor-Based Interpretation for the Bond Risk Premia in U.S. (2020)
- Paper Awards:
- Best Overall Paper at the 7th IYFS Conference
- Notable Graduate Student Paper at the 57th MVEA Conference
- Best Overall Paper at the 7th IYFS Conference
- Presentations: Perspectives on Analytical Research - University of Kansas, XX Brazilian Finance Meeting, Ph.D.-EVS, 2020 Financial Management Association (FMA) Doctoral Student Consortium, 90th Southern Economic Association (SEA), 57th Missouri Valley Economic Association (MVEA), 42nd Meeting of the Brazilian Econometric Society, 37th International Conference of the French Finance Association (AFFI), 41st International Symposium on Forecasting, 7th International Young Finance Scholar’s (IYFS) Conference.
- Paper Awards:
- Identifying Short Lived Signals in Intraday Foreign Exchange Returns (2020)
(with L. A. Adams)