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Caio Vigo Pereira

Personal Details

First Name:Caio
Middle Name:A.
Last Name:Vigo Pereira
RePEc Short-ID:pvi458
[This author has chosen not to make the email address public]
Twitter: @caiovigo
Terminal Degree:2021 Department of Economics; University of Kansas (from RePEc Genealogy)

Research output

Jump to: Working papers Articles Books

Working papers

  1. Caio Vigo Pereira & Marcio Laurini, 2020. "Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202014, University of Kansas, Department of Economics, revised Sep 2020.
  2. Caio Vigo Pereira, 2020. "Portfolio Efficiency with High-Dimensional Data as Conditioning Information," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202015, University of Kansas, Department of Economics, revised Sep 2020.


  1. Vigo Pereira, Caio, 2021. "Portfolio efficiency with high-dimensional data as conditioning information," International Review of Financial Analysis, Elsevier, vol. 77(C).


  1. Sosa,Luis Molinas & Pereira,Caio Vigo, 2020. "Exchange Rates in South America's Emerging Markets," Cambridge Books, Cambridge University Press, number 9781108810135, November.

More information

Research fields, statistics, top rankings, if available.


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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 2020-09-21. Author is listed
  2. NEP-FMK: Financial Markets (1) 2020-09-21. Author is listed
  3. NEP-ORE: Operations Research (1) 2020-09-21. Author is listed


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