Almeida, Caio, Fundação Getulio Vargas, Brazil

• X Brazilian Finance Meeting - Econometria e Métodos Numéricos em Finanças
  Assessing Misspecifications in Asset Pricing Models with Nonlinear Projections of Pricing Kernels
  Abstract
• - Derivativos e Risco
  Forecasting Bond Yields with Segmented Term Structure Models
  Abstract
• - Derivativos e Risco
  What is the Price of Interest Rate Risk in the Brazilian Swap Market?
  Abstract
• - ECONOMETRICS AND QUANTITATIVE FINANCE
  Robust Assessment of Hedge Fund Performance through Nonparametric Risk Adjustment
  Abstract