Conferences

1. Realized volatility estimator under liquidity constraints, In 12th International Conference of the ERCIM WG on Computational and Methodological Statistics-13th International Conference on Computational and Financial Econometrics, London, 14-16 December 2019

2. The Black-Litterman Model and Views from a Reverse Optimization Procedure: An Out-of-Sample Performance Evaluation, In Belgian Financial Research Forum, Brussels, 01 June 2018

3. Implicit Transaction Costs and the Fundamental Theorems of Asset Pricing, In XV Iberian-Italian Congress of Financial and Actuarial Mathematics, Seville, 23-24 October 2014