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.
Erasmus School of Economics
Assistant professor | Econometrics
- freire@ese.eur.nl
- Location
- Burg. Oudlaan 50, Rotterdam
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? - 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 - doi: 10.2139/ssrn.3211954
- Caio Almeida, Gustavo Freire, Rafael Azevedo & Kym Ardison (2023) - Nonparametric Option Pricing with Generalized Entropic Estimators - doi: 10.1080/07350015.2022.2115499 - [link]
- Caio Almeida & Gustavo Freire (2022) - Pricing of index options in incomplete markets - doi: 10.1016/j.jfineco.2021.05.041 - [link]
- Gustavo Freire (2021) - Tail risk and investors’ concerns: Evidence from Brazil - 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 - doi: 10.1007/s00181-019-01740-2 - [link]
Asset Pricing
- Year Level
- master, master
- Year
- 2023
- Course Code
- FEM11008
Asset Pricing (QF variant)
- Level
- Lecture slides Exercises Literaturemaster
- Year Level
- Lecture slides Exercises Literaturemaster
- Year
- 2023
- Course Code
- FEM21003
Seminar in Investing
- Year
- 2023
- Course Code
- FEB23022
Seminar Financial Case Studies
- Level
- master
- Year Level
- master
- Year
- 2023
- Course Code
- FEM21019
