Caio Almeida
Department of Economics, Princeton University
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Research Interests
Asset pricing with emphasis in providing new theory-oriented methodologies to test economic models,
build risk measures and reconcile information across related markets.
Contact
Princeton University
Bendheim Center for Finance
Julis Romo Rabinowitz building, room 207
Email: c + last name @princeton.edu
Recent Seminars
"0DTE Asset Pricing"
EFA , Ghent, August 20, 2026
FMA Conference on Derivatives and Volatility, CBOE, Chicago, November 2025
WFA, Utah, June 22, 2025
MFA, Chicago, March 2025
2024 ESEM, Rotterdam, September 24, 2024
Liverpool Options Workshop, July 4, 2024*
Brazilian Meeting of Finance (invited keynote talk), Curitiba, July 4, 2024
SoFiE Annual Conference, Rio de Janeiro, June 16, 2024*
TSE Financial Econometrics Conference, Toulouse, May 17, 2024*
Cancun Derivatives Workshop, March, 4, 2024*
"Option-Implied Risk Premia and Cryptocurrency Market Regimes", forthcoming in the JBES
Brazilian Meeting of Finance, Curitiba, July 4, 2024
SoFiE Annual Conference, Rio de Janeiro, June 16, 2024*
QFFE, Marseille, June 6, 2024*
TSE Financial Econometrics Conference, Toulouse, May 17, 2024*
"Demand in the Option Market and the Pricing Kernel", forthcoming in the Journal of Finance
Kellogg Quantitative Finance Seminar, November, 2024*
FMA Conference on Derivatives and Volatility, November 18, 2023
CDI 12th Conference on Derivatives, Montreal, September 15, 2023
EFA , Amsterdam, August, 17, 2023
Brazilian Meeting of Finance, Sao Paulo, July 27, 2023
KAIST Post-SoFiE Workshop , Seoul, June, 19, 2023
Cancun Derivatives Workshop, March, 4, 2023
"Which (Nonlinear) Factor Models?":
Brazilian Meeting of Finance, Fortaleza, July 2026
EFA, Paris, August 23, 2025
AFA, San Francisco, January 3-5, 2025
University of St Andrews Business School, September 25, 2024
NFA, Montreal, September, 20, 2024
SoFiE conference, Seoul, June ,17 , 2023*
TSE Financial Econometrics Conference, Toulouse, May, 12, 2023
Quantitative Finance Seminar at Kellogg, April ,13, 2023
Seminar at University of Geneva, March, 16, 2023
"Tail Risk and Asset Prices in the Short-Term", forthcoming in the Review of Finance
SoFiE Annual Conference, Rio de Janeiro, June 16, 2024*
TSE Financial Econometrics Conference, Toulouse, May 17, 2024*
MFA conference, Chicago, March, 2024*
AFA, San Antonio, January, 2024*
Statistics of Machine Learning, Prague, October, 5, 2023*
EFA (poster), Amsterdam, August, 17, 2023*
Brazilian Meeting of Finance, Sao Paulo, July, 27, 2023
Seminar at Econometric Institute, Erasmus University Rotterdam, March, 14, 2023
* co-author presentation
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