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Caio Vigo-Pereira
Caio Vigo-Pereira
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Title
Cited by
Cited by
Year
Portfolio Efficiency Tests with Conditioning Information-Comparing GMM and GEL Estimators
C Vigo-Pereira, M Laurini
Entropy 24 (12), 1705, 2022
22022
Portfolio efficiency with high-dimensional data as conditioning information
C Vigo-Pereira
International Review of Financial Analysis 77, 101811, 2021
12021
Exchange Rates in South America's Emerging Markets
LM Sosa, C Vigo Pereira
Elements in the Economics of Emerging Markets, 2020
12020
A Machine Learning Factor-Based Interpretation for the Bond Risk Premia in the US
C Vigo-Pereira
2021
Comparing exchange rate forecastability: the Paraguay case
L Molinas Sosa, C Vigo Pereira
BCP Documentos de Trabajo, 2019
2019
A medida Ômega e as medidas de performance de portfólio por média-variância: uma análise empírica do Ibovespa e fundos de investimentos do Brasil
C Vigo Pereira
Universidade de São Paulo, 2011
2011
Portfolio efficiency tests with conditioning information using empirical likelihood estimation
MP Laurini, C Vigo Pereira
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Articles 1–7