Caio Vigo Pereira

Caio Vigo Pereira
University of Kansas | KU · Department of Economics

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2
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Publications

Publications (2)
Article
In this paper, we build efficient portfolios using different frameworks proposed in the literature and drawing upon several datasets that contain an increasing number of predictors as conditioning information. We carry an extensive empirical study to investigate approaches that impose sparsity and dimensionality reduction, as well as possible laten...
Book
Cambridge Core - Economics: General Interest - Exchange Rates in South America's Emerging Markets - by Luis Molinas Sosa

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