Research output per year
Research output per year
Personal profile
Research interests
I am an Assistant Professor at the Econometric Institute, Erasmus School of Economics. My research interests are centered around asset pricing, option pricing, financial economics, financial econometrics and machine learning.
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Dive into the research topics where Gustavo Bulhoes Carvalho da Paz Freire is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Equity Option Prices and Firm Characteristics
Freire, G. & Kleen, O., 31 Jan 2023.Research output: Working paper › Preprint › Academic
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Can a Machine Correct Option Pricing Models?
Almeida, C., Fan, J., Freire, G. & Tang, F., 2023, In: Journal of Business and Economic Statistics. 41, 3, p. 995-1009 15 p.Research output: Contribution to journal › Article › Academic › peer-review
Open AccessFile4 Citations (Scopus)12 Downloads (Pure) -
High-Frequency Tail Risk Premium and Stock Return Predictability
Almeida, C., Ardison, K., Bulhoes Carvalho da Paz Freire, G., Garcia, R. & Orlowski, P., 2023, (Accepted/In press) In: Journal of Financial and Quantitative Analysis.Research output: Contribution to journal › Article › Academic › peer-review
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Nonparametric Option Pricing with Generalized Entropic Estimators
Almeida, C., Freire, G., Azevedo, R. & Ardison, K., 2023, In: Journal of Business and Economic Statistics. 41, 4, p. 1173-1187 15 p.Research output: Contribution to journal › Article › Academic › peer-review
Open AccessFile36 Downloads (Pure) -
Pricing of index options in incomplete markets
Almeida, C. & Freire, G., Apr 2022, In: Journal of Financial Economics. 144, 1, p. 174-205 32 p.Research output: Contribution to journal › Article › Academic › peer-review
7 Citations (Scopus)
Activities
- 1 Organising and contributing to an event
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Financial Econometrics meets Machine Learning (FinEML)
Kleen, O. (Organiser), Tetereva, A. (Organiser), Bulhoes Carvalho da Paz Freire, G. (Organiser), Grith, M. (Organiser), Quaini, A. (Organiser) & Lonn, R. (Organiser)
2023Activity: Participating in or organising an event › Organising and contributing to an event › Academic