Gustavo Freire is an Assistant Professor in Finance at Nova SBE. Previously, he was an Assistant Professor at the Econometric Institute at Erasmus School of Economics of Erasmus University Rotterdam, a Research Fellow at the Tinbergen Institute, and a Member at the Erasmus Research Institute of Management. His research interests are centered around asset pricing, option pricing, financial economics, financial econometrics and machine learning. He previously taught master and bachelor courses on asset pricing, investments, financial econometrics and econometrics. 

 2020 - PhD in Economics, Fundacao Getulio Vargas

2017 - Bsc in Economics, UFRJ

Asset pricing, option pricing, financial economics, financial econometrics and machine learning. 

• Almeida, Caio, Ardison, Kym, Freire, Gustavo, Garcia, René, Orłowski, Piotr (2024). High-frequency tail risk premium and stock return predictability. Journal of Financial and Quantitative Analysis, 59 (8), 3633-3670.
• Almeida, Caio, Fan, Jianqing, Freire, Gustavo, Tang, Francesca (2023). Can a machine correct option pricing models?. Journal of Business and Economic Statistics, 41 (3), 995-1009.
• Almeida, Caio, Freire, Gustavo, Azevedo, Rafael, Ardison, Kym (2023). Nonparametric option pricing with generalized entropic estimators. Journal of Business and Economic Statistics, 41 (4), 1173-1187.
• Almeida, Caio, Freire, Gustavo (2022). Pricing of index options in incomplete markets. Journal of Financial Economics, 144 (1), 174-205.
• Freire, Gustavo (2021). Tail risk and investors’ concerns: Evidence from Brazil. North American Journal of Economics and Finance, 58.
• Freire, Gustavo, Resende, Marcelo (2020). Conditional growth volatility and sectoral comovement in U.S. industrial production, 1828–1915. Empirical Economics, 59 (6), 3063-3084.