Carlos M. Carvalho

University of Texas at Austin - Red McCombs School of Business

Austin, TX 78712

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 30,111

SSRN RANKINGS

Top 30,111

in Total Papers Downloads

2,118

SSRN CITATIONS
Rank 29,432

SSRN RANKINGS

Top 29,432

in Total Papers Citations

13

CROSSREF CITATIONS

17

Scholarly Papers (11)

1.

On the Long Run Volatility of Stocks

The Journal of the American Statistical Association, 2018 Forthcoming
Number of pages: 42 Posted: 13 Jul 2016 Last Revised: 09 Feb 2018
Carlos M. Carvalho, Hedibert Lopes and Robert E. McCulloch
University of Texas at Austin - Red McCombs School of Business, Insper and University of Chicago - Booth School of Business
Downloads 389 (97,708)
Citation 3

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2.

Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models

Number of pages: 53 Posted: 18 Oct 2018
Carlos M. Carvalho, Jared Fisher and Davide Pettenuzzo
University of Texas at Austin - Red McCombs School of Business, Brigham Young University, Department of Statistics and Brandeis University - International Business School
Downloads 261 (150,330)
Citation 1

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Optimal Asset Allocation, Bayesian Econometrics, Dynamic Linear Models

3.

Variable Selection in Seemingly Unrelated Regressions with Random Predictors

Bayesian Analysis, Volume 12, Number 4 (2017), 969-989. https://projecteuclid.org/euclid.ba/1488855633
Number of pages: 21 Posted: 29 May 2016 Last Revised: 15 Oct 2018
David Puelz, P. Richard Hahn and Carlos M. Carvalho
University of Chicago - Booth School of Business, Arizona State University (ASU) - School of Mathematical and Statistical Sciences and University of Texas at Austin - Red McCombs School of Business
Downloads 240 (163,250)
Citation 2

Abstract:

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4.

Particle Learning and Smoothing

Statistical Science, Vol. 25, No. 1, pp. 88-106, 2010
Number of pages: 19 Posted: 22 Oct 2011 Last Revised: 09 Nov 2011
University of Texas at Austin - Red McCombs School of Business, Columbia Business School - Finance and Economics, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 234 (167,308)

Abstract:

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5.

Sparse Mean-Variance Portfolios: A Penalized Utility Approach

Number of pages: 24 Posted: 10 Feb 2016 Last Revised: 27 Dec 2016
David Puelz, P. Richard Hahn and Carlos M. Carvalho
University of Chicago - Booth School of Business, Arizona State University (ASU) - School of Mathematical and Statistical Sciences and University of Texas at Austin - Red McCombs School of Business
Downloads 216 (180,499)
Citation 3

Abstract:

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portfolio optimization, passive investing, mean-variance optimization, decoupling shrinkage and selection

6.

Portfolio Selection for Individual Passive Investing

Number of pages: 41 Posted: 05 Jul 2017 Last Revised: 30 Jul 2019
David Puelz, P. Richard Hahn and Carlos M. Carvalho
University of Chicago - Booth School of Business, Arizona State University (ASU) - School of Mathematical and Statistical Sciences and University of Texas at Austin - Red McCombs School of Business
Downloads 212 (183,681)

Abstract:

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Bayesian methods, dynamic portfolio selection, decision theory, model selection

7.

Monotonic Effects of Characteristics on Returns

Number of pages: 33 Posted: 01 Aug 2018 Last Revised: 08 Apr 2020
Jared Fisher, David Puelz and Carlos M. Carvalho
Brigham Young University, Department of Statistics, University of Chicago - Booth School of Business and University of Texas at Austin - Red McCombs School of Business
Downloads 208 (186,949)
Citation 3

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Cross Section of Returns, posterior summarization, Bayesian modeling

8.

Bayesian Regression Tree Models for Causal Inference: Regularization, Confounding, and Heterogeneous Effects

Number of pages: 31 Posted: 06 Oct 2017 Last Revised: 22 Jul 2018
P. Richard Hahn, Jared Murray and Carlos M. Carvalho
Arizona State University (ASU) - School of Mathematical and Statistical Sciences, University of Texas at Austin - Red McCombs School of Business and University of Texas at Austin - Red McCombs School of Business
Downloads 192 (201,128)
Citation 22

Abstract:

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causal inference, treatment effects, heterogeneous effects, subgroup effects, tree methods, Bayesian, nonparametric regression, nonlinear regression

9.

Industry-Level Baseline Risk of COVID-19 Infection

Mercatus Working Paper
Number of pages: 35 Posted: 29 Jun 2020
Taylor Canann, Carlos M. Carvalho and Richard Lowery
University of Texas at Austin - Red McCombs School of Business, University of Texas at Austin - Red McCombs School of Business and University of Texas-Austin
Downloads 77 (392,143)

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pandemic, risk measures, workplace safety, COVID-19, pandemic, Austin TX, viral spread, public health

10.

Regularization and Confounding in Linear Regression for Treatment Effect Estimation

Bayesian Analysis Volume 13, Number 1 (2018), 163-182. https://projecteuclid.org/euclid.ba/1484103680
Number of pages: 20 Posted: 08 Feb 2016 Last Revised: 15 Oct 2018
P. Richard Hahn, Carlos M. Carvalho, Jingyu He and David Puelz
Arizona State University (ASU) - School of Mathematical and Statistical Sciences, University of Texas at Austin - Red McCombs School of Business, City University of Hong Kong (CityU) and University of Chicago - Booth School of Business
Downloads 69 (416,572)
Citation 7

Abstract:

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linear regression, regularization, treatment effect estimation, shrinkage

11.

How Critical Theory Fundamentally Challenges Traditional Inquiry in Social Science

George Mason Law & Economics Research Paper No. 21-34
Number of pages: 39 Posted: 08 Nov 2021 Last Revised: 09 Nov 2021
Richard Lowery and Carlos M. Carvalho
University of Texas-Austin and University of Texas at Austin - Red McCombs School of Business
Downloads 20 (650,403)

Abstract:

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critical theory, academic inquiry, free speech