Caio Almeida, Kim Ardison, and René Garcia, “Nonparametric Assessment of Hedge Fund Performance”, Journal of Econometrics, vol. 214, n. 2, February 2020, pp. 349–378.
Carlos Heitor Campania, and René Garcia, “Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon”, The North American Journal of Economics and Finance, April 2019.
Caio Almeida, and René Garcia, “Economic Implications of Nonlinear Pricing Kernels”, Management Science, vol. 63, n. 10, 2017, pp. 3361–3380.
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