0DTE Asset Pricing 2024, (with G. Freire and R. Hizmeri)
Presented at Cancun Derivatives and Asset Pricing Workshop (2024), Toulouse Financial Econometrics (2024), SoFiE (2024), Liverpool
Workshop on Option Markets (2024), ESEM Frontiers of Option Pricing Session (2024) , MFA (2025), WFA (2025)
Which (Nonlinear) Factor Models? 2023, (with G. Freire), submitted
Presented at the University of Geneva (2023), Erasmus (2023), Kellogg (2023), Montreal HEC (2023), SoFiE (2023), Toulouse Financial
Econometrics (2023), Brazilian Meeting of Finance (2023), NFA (2024), St. Andrews Business School (2024), AFA ( 2025), EFA (2025)
Demand in the Option Market and the Pricing Kernel 2022, (with G. Freire)
Presented at SoFiE (2022), Cancun Derivatives Workshop (2023), KAIST Post-SoFiE workshop (2023), EFA (2023), CDI Derivatives (2023),
Fifth International Workshop in Financial Econometrics (2023), FMA conference on Derivatives and Volatility (2023), Paris Finance Conference
(2023), Kellogg (Nov, 2024)
Risk Premia in the Bitcoin Market. 2025, (with M. Grith, R. Miftachov, and Z. Wang ) , R&R JBES
Presented at TSE Financial Econometrics Conference (2024), QFFE Marseille (2024), SoFiE (2024), Brazilian Meeting of Finance (2024), Statistics and Machine Learning in Finance (2024) TSE Financial Econometrics ConferenceTSE Financial Econometrics Conference Financial Econometrics Conference