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)
Which (Nonlinear) Factor Models? 2023, (with G. Freire)
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 (Jan, 2025, scheduled)
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, scheduled)
Tail Risk and Asset Prices in the Short-Term 2022, (with G. Freire, R. Garcia, R. Hizmeri)
Presented at Second Annual Workshop "Lucio Sarno Day" (2022), Financial Econometrics in Lancaster (2023), Erasmus (2023), Brazilian
Meeting of Finance (23), EFA (2023, poster), IAAE (2023), QFFE Marseille (23), 5th International Workshop in Financial Econometrics (23),
Royal Economic Society Annual Conference (23), Asia Meeting of the Econometric Society (23), Statistics of ML (23), AFA (24), MFA (24)