Carlos M. Carvalho

University of Texas at Austin - Red McCombs School of Business

Austin, TX 78712

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 28,428

SSRN RANKINGS

Top 28,428

in Total Papers Downloads

2,646

SSRN CITATIONS
Rank 29,006

SSRN RANKINGS

Top 29,006

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 411 (105,525)
Citation 3

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2.

How Critical Theory Fundamentally Challenges Traditional Inquiry in Social Science

Law & Economics Center at George Mason University Scalia Law School Research Paper Series No. 22-010
Number of pages: 39 Posted: 08 Nov 2021 Last Revised: 10 Mar 2022
Richard Lowery and Carlos M. Carvalho
University of Texas-Austin and University of Texas at Austin - Red McCombs School of Business
Downloads 360 (122,977)

Abstract:

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critical theory, academic inquiry, free speech

3.

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 299 (149,430)
Citation 1

Abstract:

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Optimal Asset Allocation, Bayesian Econometrics, Dynamic Linear Models

4.

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 Texas at Austin - Red McCombs 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 244 (183,200)
Citation 2

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5.

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, Graduate School of Business, Columbia University, University of Chicago - Booth School of Business and University of Chicago - Booth School of Business
Downloads 239 (187,006)

Abstract:

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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 Texas at Austin - Red McCombs 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 234 (190,794)

Abstract:

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

7.

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 Texas at Austin - Red McCombs 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 222 (200,577)
Citation 3

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

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 221 (201,447)
Citation 22

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

9.

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 Texas at Austin - Red McCombs School of Business and University of Texas at Austin - Red McCombs School of Business
Downloads 219 (203,113)
Citation 3

Abstract:

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Cross Section of Returns, posterior summarization, Bayesian modeling

10.

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 117 (340,183)

Abstract:

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

11.

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 Texas at Austin - Red McCombs School of Business
Downloads 80 (434,107)
Citation 7

Abstract:

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linear regression, regularization, treatment effect estimation, shrinkage