Caio Almeida

4 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-7143-1746

Department of Economics, Princeton University; Princeton University

Publications

• High-Frequency Tail Risk Premium and Stock Return Predictability — Journal of Financial and Quantitative Analysis 2024
• Pricing of index options in incomplete markets — Journal of Financial Economics 2022
• Economic Implications of Nonlinear Pricing Kernels — Management Science 2017
• Tail Risk and Asset Prices in the Short-Term — Review of Finance