publicações selecionadas Three Essays in Finance Apreçamento de derivados sobre activos dados por processos de Lévy
theses/dissertations advising Can we profit from natural disasters? The role of catastrophe bonds Explaining arbitrage of CDS and Bond Markets Variance Improved Performance How does past forecast behavior affect analysts' employment outcome? Asset Allocation Powered by Information Correlation Flow Influential analyst recommendations: Are they the hidden gem? Who is the Best Acquirer: Private Equity or Industry Firms? Option-implied information and return prediction Herding Through the Tails The role of top tier advisors: Some Unpuzzling Evidence Can you explain IPO returns based on media coverage? Liquidity risk: An opportunity to open the window after closing a door An Investigation of Market Reactions on Legal Insider Trading: A Research on the Portuguese Stock Market Pairs trading profitability and style investing Is the trend still your friend? Mind the Tails How to Profit from Mutual Fund Performance Persistence? Is the Low Volatility Anomaly still persistent? It depends! Tail Risk and Equity Premium Prediction
