Carlos M. Carvalho, Ph.D.
Professor of Statistics
Nonparametric Regression Models of Multilevel, Heterogeneous Treatment Effects.
Regularized/Heterogeneous Treatment Effect Estimation.
Treatment Effect Estimation with Many Potential Confounders.
Penalized Utility Posterior Summaries.
On the Long Run Volatility of Stocks.
Strategic Asset Allocation: a Time-Varying Predictive Approach.