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), R&R
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)
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