2026
XXVI Brazilian Finance Meeting (EBFin), Fortaleza, Brazil
Presented: Semivolatility-Managed Portfolios; Upside Risk and Return Timing in Bitcoin; Spectral Risk Factors and the Limits of Spanability
2025
SFI PhD Workshop, Zurich, Switzerland
Presented: Spectral Risk Factors and the Limits of Spanability
Discussed: “Beyond Credit Spreads: What Loan Fund Flows Reveal about Real Activity?” by Wing Lam Cheung
QMUL PhD Workshop, Queen Mary University of London, London, UK
Presented: Spectral Risk Factors and the Limits of Spanability
São Paulo School of Advanced Science on High Dimensional Models (SPSAHDM), São Paulo, Brazil
Presented: Semivolatility-Managed Portfolios
2024
Annual Conference of the International Association for Applied Econometrics (IAAE), Thessaloniki, Greece
Presented: Semivolatility-Managed Portfolios
SFI Research Days, Study Center Gerzensee, Switzerland
Presented: Semivolatility-Managed Portfolios
Discussed: “What Is the Consumption–Wealth Return?” by Paul Schneider, Marc Van Uffelen, and Paul Whelan
2023
Financial Econometrics Meets Machine Learning (FinEML), Rotterdam, Netherlands
Presented: Semivolatility-Managed Portfolios
IFABS 2023 Oxford, Oxford, UK
Presented: Semivolatility-Managed Portfolios
FMA European Conference, Aalborg, Denmark
Presented: Semivolatility-Managed Portfolios
Discussed: “Which Is Worse: Heavy Tails or Volatility Clusters?” by Joshua Traut and Wolfgang Schadner