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Almeida, Caio
107
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82
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24
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23
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19
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13
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21
Nonparametric assessment of hedge fund performance
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
-
2019
Persistent link: https://www.econbiz.de/10012181908
Saved in:
22
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
Saved in:
23
Economic implications of nonlinear pricing kernels
Almeida, Caio
;
Garcia, René
- In:
Management science : journal of the Institute for …
63
(
2017
)
10
,
pp. 3361-3380
Persistent link: https://www.econbiz.de/10011760496
Saved in:
24
Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Persistent link: https://www.econbiz.de/10011518800
Saved in:
25
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
Saved in:
26
A hybrid spline-based parametric model for the yield curve
Faria, Adriano
;
Almeida, Caio
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 72-94
Persistent link: https://www.econbiz.de/10011973855
Saved in:
27
Credit spread arbitrage in emerging Eurobond markets
Almeida, Caio
(
contributor
)
- In:
The journal of fixed income
10
(
2000
)
3
,
pp. 100-110
Persistent link: https://www.econbiz.de/10001549805
Saved in:
28
A generalization of principal component analysis for non-observable term structures in emerging markets
Almeida, Caio
;
Duarte Júnior, Antonio Marcos
; …
- In:
International journal of theoretical and applied finance
6
(
2003
)
8
,
pp. 885-903
Persistent link: https://www.econbiz.de/10001862220
Saved in:
29
Interest rate risk measurement in Brazilian sovereign markets
Almeida, Caio
;
Duarte Júnior, Antonio Marcos
; …
- In:
Estudos econômicos : publicação trimestral do …
34
(
2004
)
2
,
pp. 321-344
Persistent link: https://www.econbiz.de/10002119957
Saved in:
30
The role of no-arbitrage on forecasting : lessons from a parametric term structure model
Almeida, Caio
;
Vicente, José
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2695-2705
Persistent link: https://www.econbiz.de/10003796156
Saved in:
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