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Are higher-order factors useful in pricing the cross-section of hedge fund returns?
Fang, Elaine; Almeida, Caio - In: Revista Brasileira de Finanças : RBFin 17 (2019) 2, pp. 1-37
Persistent link: https://www.econbiz.de/10012221211
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An SDF approach to hedge funds' tail risk : evidence from Brazilian funds
Leal, Laura Simonsen; Almeida, Caio - In: Brazilian review of econometrics : BRE ; the review of … 37 (2017) 1, pp. 61-88
Persistent link: https://www.econbiz.de/10011860505
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Tail risk exposures of hedge funds : evidence from unique Brazilian data
Almeida, Caio; Fernandes, Marcelo; Valente, Joao Paulo - In: Brazilian review of econometrics : BRE ; the review of … 41 (2021) 1, pp. 151-175
Persistent link: https://www.econbiz.de/10013382026
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Idiosyncratic moments and the cross-section of stock returns in Brazil
Ricca, Bernardo; Almeida, Caio; Tessari, Cristina - In: Brazilian review of econometrics : BRE ; the review of … 36 (2016) 2, pp. 255-286
Persistent link: https://www.econbiz.de/10011644511
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Robust optimization of time series momentum portfolios
Fague, Jeremy; Almeida, Caio - In: Revista Brasileira de Finanças : RBFin 19 (2021) 1, pp. 52-69
Persistent link: https://www.econbiz.de/10012616154
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Long-term yields implied by stochastic discount factor decompositions
Cordeiro, Fernando; Almeida, Caio - In: Brazilian review of econometrics : BRE ; the review of … 39 (2019) 1, pp. 113-144
Persistent link: https://www.econbiz.de/10012210606