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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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American option pricing with machine learning : an extension of the Longstaff-Schwartz method
Lin, Jingying; Almeida, Caio - In: Revista Brasileira de Finanças : RBFin 19 (2021) 3, pp. 85-109
Persistent link: https://www.econbiz.de/10012804834
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A Bayesian nonparametric approach to option pricing
Qin, Zhang; Almeida, Caio - In: Revista Brasileira de Finanças : RBFin 18 (2020) 4, pp. 115-137
Persistent link: https://www.econbiz.de/10012437054
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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