Caio Ibsen Rodrigues de Almeida

  • 131 Citations
  • 8 h-Index
20032020

Research output per year

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Research Output

  • 131 Citations
  • 8 h-Index
  • 17 Article
  • 2 Comment/debate

Nonparametric assessment of hedge fund performance

Almeida, C., Ardison, K. & Garcia, R., Feb 2020, In : Journal of Econometrics. 214, 2, p. 349-378 30 p.

Research output: Contribution to journalArticle

  • A hybrid spline-based parametric model for the yield curve

    Faria, A. & Almeida, C., Jan 2018, In : Journal of Economic Dynamics and Control. 86, p. 72-94 23 p.

    Research output: Contribution to journalArticle

  • 2 Scopus citations

    Forecasting bond yields with segmented term structure models

    Almeida, C., Ardison, K., Kubudi, D., Simonsen, A. & Vicente, J., Dec 1 2018, In : Journal of Financial Econometrics. 16, 1, p. 1-33 33 p.

    Research output: Contribution to journalArticle

  • 2 Scopus citations

    Economic implications of nonlinear pricing kernels

    Almeida, C. & Garciab, R., Oct 2017, In : Management Science. 63, 10, p. 3361-3380 20 p.

    Research output: Contribution to journalArticle

  • 12 Scopus citations

    Erratum: Rejoinder on: Nonparametric tail risk, stock returns, and the macroeconomy [Journal of Financial Econometrics., (2017)] DOI: 10.1093/jjfinec/nbx006

    Almeida, C., Ardison, K., Garcia, R. & Vicente, J., Jun 1 2017, In : Journal of Financial Econometrics. 15, 3, p. 504-506 3 p., nbx010.

    Research output: Contribution to journalComment/debate

    Open Access