Gustavo Freire

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

ORCID: 0000-0003-2753-2253

Nova School of Business and Economics, Universidade NOVA de Lisboa , Campus de Carcavelos, Carcavelos, 2775-405, Portugal; Nova School of Business and Economics

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
• Tail Risk and Asset Prices in the Short-Term — Review of Finance (name-matched, not ORCID-linked)