Biography
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.
More information
Work
- Gustavo Freire & Onno Kleen (2023) - Equity Option Prices and Firm Characteristics - doi: 10.2139/ssrn.4342597
- Caio Almeida, Jianqing Fan, Gustavo Freire & Francesca Tang (2023) - Can a Machine Correct Option Pricing Models? - Journal of Business and Economic Statistics, 41 (3), 995-1009 - doi: 10.1080/07350015.2022.2099871 - [link]
- Caio Almeida, Kym Ardison, Gustavo Bulhoes Carvalho da Paz Freire, René Garcia & Piotr Orlowski (2023) - High-Frequency Tail Risk Premium and Stock Return Predictability - Journal of Financial and Quantitative Analysis - doi: 10.2139/ssrn.3211954
- Caio Almeida, Gustavo Freire, Rafael Azevedo & Kym Ardison (2023) - Nonparametric Option Pricing with Generalized Entropic Estimators - Journal of Business and Economic Statistics, 41 (4), 1173-1187 - doi: 10.1080/07350015.2022.2115499 - [link]
- Caio Almeida & Gustavo Freire (2022) - Pricing of index options in incomplete markets - Journal of Financial Economics, 144 (1), 174-205 - doi: 10.1016/j.jfineco.2021.05.041 - [link]
- Gustavo Freire (2021) - Tail risk and investors’ concerns: Evidence from Brazil - North American Journal of Economics and Finance, 58 - doi: 10.1016/j.najef.2021.101519 - [link]
- Gustavo Freire & Marcelo Resende (2020) - Conditional growth volatility and sectoral comovement in U.S. industrial production, 1828–1915 - Empirical Economics, 59 (6), 3063-3084 - doi: 10.1007/s00181-019-01740-2 - [link]
Asset Pricing (QF variant)
- Year
- 2024
- Course Code
- FEM21003
Introductory Seminar Econometrics
- Year
- 2024
- Course Code
- FEB22009X
Seminar Financial Case Studies
- Year
- 2024
- Course Code
- FEM21019
Introductory Seminar Econometrics
- Year
- 2024
- Course Code
- FEB22009
Introductory Seminar Econometrics-BSc2
- Year
- 2024
- Course Code
- FEB22009Q
Intro Seminar Econometrics (pre-master)
- Year
- 2024
- Course Code
- FEB22009S
Seminar in Investing
- Year
- 2024
- Course Code
- FEB23022
Asset Pricing
- Year
- 2024
- Course Code
- FEM11008