Details about Caio Vigo Pereira

Access statistics for papers by Caio Vigo Pereira.

Last updated 2023-04-11. Update your information in the RePEc Author Service.

Short-id: pvi458

Working Papers

2020

1. Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators
   WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics
2. Portfolio Efficiency with High-Dimensional Data as Conditioning Information
   WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics
   See also Journal Article Portfolio efficiency with high-dimensional data as conditioning information, International Review of Financial Analysis, Elsevier (2021) (2021)

Journal Articles

2021

1. Portfolio efficiency with high-dimensional data as conditioning information
   International Review of Financial Analysis, 2021, 77, (C)
   See also Working Paper Portfolio Efficiency with High-Dimensional Data as Conditioning Information, WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS (2020) (2020)

Books

2020

1. Exchange Rates in South America's Emerging Markets
   Cambridge Books, Cambridge University Press