Joao Paulo Valente

Yale University, Department of Economics, Students

Graduate Student

28 Hillhouse Ave

New Haven, CT 06520-8268

United States

SCHOLARLY PAPERS

2

DOWNLOADS

184

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

The Role of Beliefs in Asset Prices: Evidence from Exchange Rates

Number of pages: 71 Posted: 23 Jul 2021
Joao Paulo Valente, Kaushik Vasudevan and Tianhao Wu
Yale University, Department of Economics, Students, Yale University and Yale University, Department of Economics, Students
Downloads 102 (321,636)

Abstract:

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2.

Tail Risk Exposures of Hedge Funds: Evidence From Unique Brazilian Data

Number of pages: 31 Posted: 03 Jun 2019
Caio Almeida, Marcelo Fernandes and Joao Paulo Valente
Princeton University, Queen Mary University of London - Economics Department and Yale University, Department of Economics, Students
Downloads 82 (368,783)

Abstract:

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alternative investment, convergence trading, entropy, expected shortfall, power law