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Identification

Personal identification

Full name
João Manuel Gonçalves Amaro de Matos

Citation names

  • Matos, João
  • Amaro de Matos, João
  • de Matos, João

Author identifiers

Ciência ID
1D11-7CC6-60D1
ORCID iD
0000-0002-5958-6283
Education
Degree Classification
2000/05/06
Concluded
Investimentos e Mercados Financeiros (Título de Agregado)
Major in Finanças
Universidade NOVA de Lisboa NOVA School of Business and Economics, Portugal
aprovado
1995/04/15
Concluded
Management (Doctor)
Major in Finance
INSEAD, France
1995
Concluded
Gestão de Empresas (Doutoramento)
Major in Especialidade: Finanças
Universidade NOVA de Lisboa NOVA School of Business and Economics, Portugal
"Msm Estimators of American Option Pricing Models" (THESIS/DISSERTATION)
1988/09/15
Concluded
Física (Doctor)
Major in Física Teórica
Universidade de São Paulo, Brazil
1984/04/05
Concluded
Física (Master)
Major in Física Estatística
Universidade de São Paulo, Brazil
1983/06/20
Concluded
Gestão de Empresas (Licence)
Major in Gestão
Fundação Getúlio Vargas Escola de Administração de Empresas de São Paulo, Brazil
1981/12/15
Concluded
Física (Licence)
Major in Física
Universidade de São Paulo, Brazil
Affiliation

Teaching in Higher Education

Category
Host institution
Employer
2019/03 - Current Full Professor (University Teacher) Universidade NOVA de Lisboa, Portugal
Universidade NOVA de Lisboa NOVA School of Business and Economics, Portugal
2017 - 2019 Associate Professor (University Teacher) Universidade NOVA de Lisboa, Portugal
2016 - 2019 Associate Professor (University Teacher) Universidade NOVA de Lisboa, Portugal
2013 - 2016 Associate Professor (University Teacher) Universidade NOVA de Lisboa NOVA School of Business and Economics, Portugal

Positions / Appointments

Category
Host institution
Employer
2017/09/01 - Current Vice-Rector Universidade NOVA de Lisboa, Portugal
2016 - 2019 Conselho científico/técnico-científico ou orgão correspondente Universidade NOVA de Lisboa, Portugal
2016 - 2018 Conselho de gestão ou orgão correspondente Universidade NOVA de Lisboa, Portugal
2005/07 - 2017/06/30 Organic Unit Sub-director Universidade NOVA de Lisboa NOVA School of Business and Economics, Portugal
Universidade NOVA de Lisboa, Portugal
2013 - 2016 Conselho científico/técnico-científico ou orgão correspondente Universidade NOVA de Lisboa NOVA School of Business and Economics, Portugal
Projects

Grant

Designation Funders
2002/10/01 - 2003/05/31 RESEARCH IN FINANCIAL MARKETS
SFRH/BSAB/301/2002
Universidade NOVA de Lisboa, Portugal
Fundação para a Ciência e a Tecnologia
Concluded

Contract

Designation Funders
2019/01/01 - 2019/12/31 Nova School of Business and Economics
UID/ECO/00124/2019
Universidade NOVA de Lisboa, Portugal

Universidade NOVA de Lisboa NOVA School of Business and Economics, Portugal
Fundação para a Ciência e a Tecnologia
Concluded
2011/01/01 - 2012/12/31 Projecto Estratégico - UI 124 - 2011-2012
PEst-OE/EGE/UI0124/2011
Universidade NOVA de Lisboa NOVA School of Business and Economics, Portugal
Fundação para a Ciência e a Tecnologia
Concluded
2005/11/01 - 2007/12/31 Interacções em Redes Sociais
POCI/EGE/61086/2004
Universidade NOVA de Lisboa NOVA School of Business and Economics, Portugal
Fundação para a Ciência e a Tecnologia
Concluded
Outputs

Publications

Book
  1. Stewart Clegg; João Amaro de Matos. Sustainability and organizational change management. Routledge. 2016.
  2. João Amaro de Matos. Theoretical foundations of corporate finance. Princeton University Press. 2001.
    10.2307/j.ctv346qss
Journal article
  1. Joao AMARO DE MATOS; Miguel PINA E CUNHA. "The paradoxes of developing European transnational campuses in China and Egypt". Research in Educational Administration and Leadership (2022): http://dx.doi.org/10.30828/real.1160457.
    10.30828/real.1160457
  2. "Leading University internationalization: The future of Euro-Chinese academic cooperation". European Journal of Education (2021): http://dx.doi.org/10.1111/ejed.12490.
    10.1111/ejed.12490
  3. Antonio Gledson de Carvalho; João Amaro de Matos; Douglas Beserra Pinheiro. "Determinants of price stabilisation in initial public offerings". International Journal of Banking, Accounting and Finance 11 3 (2020): 411-433. https://novaresearch.unl.pt/en/publications/bc40e7d0-30ae-4cd2-8f50-612a9138815a.
    10.1504/IJBAAF.2020.107959
  4. "Debt, information asymmetry and bankers on board". The Journal of Network Theory in Finance (2018): https://www.risk.net/journal-of-network-theory-in-finance/5515641/debt-information-asymmetry-and-bankers-on-board.
    10.21314/JNTF.2018.038
  5. "Randomized Stopping Times and Early Exercise for American Derivatives in Dry Markets". Journal of Mathematical Finance (2016): http://file.scirp.org/pdf/JMF_2016111815534648.pdf.
    10.4236/jmf.2016.65057
  6. João Amaro de Matos; Nuno Silva. "Consuming durable goods when stock markets jump". Journal of Economic Dynamics and Control 42 (2014): 86-104. https://novaresearch.unl.pt/en/publications/38114877-95d6-4228-9df9-9c171aa2eb33.
    10.1016/j.jedc.2014.02.013
  7. João Amaro de Matos; Stewart Clegg. "Sustainability and organizational change". Journal of Change Management 13 4 (2013): 382-386. https://novaresearch.unl.pt/en/publications/5b6c6f82-463a-49c4-a99a-eb863a66a913.
    10.1080/14697017.2013.851912
  8. Ariel Guerreiro; João Amaro de Matos. "Referenda outcomes and the influence of polls". SSRN Electronic Journal (2013): https://novaresearch.unl.pt/en/publications/bcb10e85-7100-4a48-acbe-c1309b1a420b.
    10.2139/ssrn.2359391
  9. Costa, L.A.; de Matos, J.A.. "Attitude change in arbitrarily large organizations". Computational and Mathematical Organization Theory (2013): 1-33. http://www.scopus.com/inward/record.url?eid=2-s2.0-84880181785&partnerID=MN8TOARS.
    10.1007/s10588-013-9160-3
  10. João Amaro de Matos; Joao Mergulhao. "Directors' network and the method of payment in mergers and acquisitions". SSRN Electronic Journal (2012): 1-23. https://novaresearch.unl.pt/en/publications/f72476df-4c8d-476b-9846-bbaa52d4e532.
    10.2139/ssrn.2154497
  11. João Amaro de Matos; Bruno Funchal. "Investment in education and strategic asset allocation". SSRN Electronic Journal (2012): https://novaresearch.unl.pt/en/publications/afd9ccca-bfd2-46ca-85dd-be8ff3437978.
    10.2139/ssrn.2139620
  12. João Amaro de Matos; Miguel Ferreira; Pedro P. Matos; Joao Mergulhao. "The network centrality of influential bankers". SSRN Electronic Journal (2009): https://novaresearch.unl.pt/en/publications/fdf61bcb-c29e-47fc-97dc-dd80ddee7d80.
    10.2139/ssrn.1460791
  13. João Amaro de Matos; Pedro Barros; Inacia Pacheco Pereira. "The voting paradox and social networks". SSRN Electronic Journal (2009): https://novaresearch.unl.pt/en/publications/a82c6250-6017-46c3-bcfd-10787a9e4f1e.
    10.2139/ssrn.1354790
  14. "On the Value of European Options on a Stock Paying a Discrete Dividend". Journal of Modelling in Management (2009): http://www.emeraldinsight.com/journals.htm?issn=1746-5664&volume=4&issue=3&articleid=1823670&show=html#!.
    10.1108/17465660911006468
  15. Ana Lacerda; João Amaro de Matos. "American Derivatives in Dry Markets". SSRN Electronic Journal (2008): https://novaresearch.unl.pt/en/publications/c702e7fd-7511-42a0-8047-2d6f8360003e.
    10.2139/ssrn.1101556
  16. de Carvalho, A.G.; Calomiris, C.W.; de Matos, J.A.. "Venture capital as human resource management". Journal of Economics and Business 60 3 (2008): 223-255. http://www.scopus.com/inward/record.url?eid=2-s2.0-44249123339&partnerID=MN8TOARS.
    10.1016/j.jeconbus.2007.04.009
  17. Amaro de Matos, J.; Fernandes, M.. "Testing the Markov property with high frequency data". Journal of Econometrics 141 1 (2007): 44-64. http://www.scopus.com/inward/record.url?eid=2-s2.0-34548699666&partnerID=MN8TOARS.
    10.1016/j.jeconom.2007.01.007
  18. João Amaro de Matos; Ana Lacerda. "Equilibrium bid-ask spread of European derivatives in dry markets". SSRN Electronic Journal (2006): https://novaresearch.unl.pt/en/publications/4e41ef4f-b35a-4e48-9307-765ebe79b354.
    10.2139/ssrn.882796
  19. João Amaro de Matos; Ana Lacerda. "Dry markets and statistical arbitrage bounds for European derivatives". SSRN Electronic Journal (2006): https://novaresearch.unl.pt/en/publications/d47bea7d-abbd-46db-a74b-dec36e893dde.
    10.2139/ssrn.882793
  20. João Amaro de Matos; Ana Lacerda. "Dry markets and superreplication bounds of American derivatives". SSRN Electronic Journal (2004): https://novaresearch.unl.pt/en/publications/2080a89b-216c-4a39-9878-a95b41e4b961.
    10.2139/ssrn.882456
  21. Luis Almeida Costa; João Amaro de Matos; Miguel Pina e Cunha. "The manager as change agent". International Studies of Management & Organization 33 4 (2004): 65-93. https://novaresearch.unl.pt/en/publications/0fcd1707-4dc3-4877-91c9-2e713ce1228e.
  22. Amaro De Matos, J.; Barros, P.P.. "Social norms and the paradox of elections' turnout". Public Choice 121 1-2 (2004): 239-255. http://www.scopus.com/inward/record.url?eid=2-s2.0-17644365423&partnerID=MN8TOARS.
    10.1007/s11127-004-2251-4
  23. Amaro De Matos, J.; Antão, P.. "Market illiquidity and bounds on European option prices". European Journal of Finance 9 5 (2003): 475-498. http://www.scopus.com/inward/record.url?eid=2-s2.0-0742288882&partnerID=MN8TOARS.
    10.1080/1351847032000087777
  24. Luis Almeida Costa; João Amaro de Matos. "Towards an organizational model of attitude change". Computational and Mathematical Organization Theory 8 4 (2002): 315-335. https://novaresearch.unl.pt/en/publications/c535a887-1887-43f1-8af8-a949f96fbefa.
    10.1023/A:1025468602019
  25. "Market Power and Feedback Effects from Hedging Derivatives". International Journal of Theoretical and Applied Finance (2002):
    10.1142/S0219024902001766
  26. João Amaro de Matos; Paula Antão. "Super-replicating bounds on European option prices when the underlying asset is illiquid". Economics Bulletin 7 1 (2001): 1-7. https://novaresearch.unl.pt/en/publications/fb24ac34-c4a5-4ffb-8d2f-75a54e5a6083.
  27. João Amaro de Matos; Marcelo Fernandes. "Testing the Markov Property With Ultra-High Frequency Financial Data". SSRN Electronic Journal (2001): https://novaresearch.unl.pt/en/publications/9d578245-0dc4-466b-a3b2-9030a8fcaf87.
    10.2139/ssrn.882457
  28. Amaro De Matos, J.. "MSM estimators of European options on assets with jumps". Mathematical Finance 11 2 (2001): 189-203. http://www.scopus.com/inward/record.url?eid=2-s2.0-0039248559&partnerID=MN8TOARS.
    10.1111/1467-9965.00112
  29. João Amaro de Matos; Paula Antão. "Market Illiquidity and the Bid-Ask Spread of Derivatives". SSRN Electronic Journal (2000): https://novaresearch.unl.pt/en/publications/5aafe5db-79a7-4bed-9662-9dc4d4514bb5.
    10.2139/ssrn.879754
  30. João Amaro de Matos; Joao Rosario. "The equilibrium dynamics for an endogeneous bid-ask spread in a monopolistic financial market". SSRN Electronic Journal (2000): https://novaresearch.unl.pt/en/publications/61502123-cc79-40be-ac2a-c51caf343093.
    10.2139/ssrn.880438
  31. "Fluctuations in dilute antiferromagnets: Curie-Weiss models". Journal of Physics A: Mathematical and General (1992): http://iopscience.iop.org/0305-4470/25/10/011#!.
    10.1088/0305-4470/25/10/011
  32. Amaro de Matos, J.M.G.; Patrick, A.E.; Zagrebnov, V.A.. "Random infinite-volume Gibbs states for the Curie-Weiss random field Ising model". Journal of Statistical Physics 66 1-2 (1992): 139-164. http://www.scopus.com/inward/record.url?eid=2-s2.0-0001068559&partnerID=MN8TOARS.
    10.1007/BF01060064
  33. Amaro de Matos, J.M.G.; Perez, J.F.. "Fluctuations in the Curie-Weiss version of the random field Ising model". Journal of Statistical Physics 62 3-4 (1991): 587-608. http://www.scopus.com/inward/record.url?eid=2-s2.0-0000068030&partnerID=MN8TOARS.
    10.1007/BF01017975
  34. "Fluctuations in the Curie-Weiss Version of the Ising Model with Random Field". Europhysics Letters (1988): http://iopscience.iop.org/0295-5075/5/3/016#!.
    doi:10.1209/0295-5075/5/3/016
Working paper
  1. Antonio Gledson De Carvalho; João Amaro de Matos; Douglas Beserra Pinheiro; Marcio Mello. 2015. "Conflicts of interest in the underwriting of IPOs and price stabilization". https://novaresearch.unl.pt/en/publications/bcdba84c-a2a4-4bf8-a1c7-2f3be740de32.
    10.2139/ssrn.2678920
Activities

Supervision

Thesis Title
Role
Degree Subject (Type)
Institution / Organization
2018/04/18 - 2018/04/18 Essays in Derivative Pricing in Incomplete Markets
Supervisor of Marko Petrov
Universiteit van Amsterdam, Netherlands

Universidade NOVA de Lisboa, Portugal
2018 - 2018 Strategic Asset Allocation in Brazil
Supervisor of André Filipe Barreto Morais
Universidade NOVA de Lisboa NOVA School of Business and Economics, Portugal
2016 - 2016 Impact of Negative Interest Rates on Hedging
Supervisor
Universidade NOVA de Lisboa, Portugal
2016 - 2016 On the value of European options on a stock paying uncertain dividends
Supervisor of José António Gomes De Sousa Pereira
Universidade NOVA de Lisboa, Portugal
2016 - 2016 Analysis of Hedge Fund Replication Products
Supervisor of Robin Joel Candreia
Fundação Getulio Vargas Escola de Economia de São Paulo, Brazil
2015 - 2015 Investment in Education: Status Effect and Portfolio Choice over the Life-Cycle
Supervisor of Francesco Savarese
Universidade NOVA de Lisboa, Portugal
2014 - 2014 On the Pricing of Bivariate Options in the Presence of a Discrete Dividend Payment
Co-supervisor of Tilmann Kolb
Insper, Brazil

Universidade NOVA de Lisboa, Portugal
2014 - 2014 Wealth generation (increase) and its management in Africa
Co-supervisor of Rita Silva do Vale
Universidade NOVA de Lisboa, Portugal

Universidade NOVA de Lisboa NOVA School of Business and Economics, Portugal
2014 - 2014 Attractiveness of European Masters Under Bologna Constraints: The South American Case
Co-supervisor of Vanessa Santos Collas
Universidade NOVA de Lisboa NOVA School of Business and Economics, Portugal
2014 - 2014 Evolution Of Reputation In Networks: A Mean Field Game Approach
Supervisor
Universidade NOVA de Lisboa NOVA School of Business and Economics, Portugal
2014 - 2014 Almirante - Evaluating the Board Game
Supervisor of Pedro João Grade de Assunção
Universidade NOVA de Lisboa NOVA School of Business and Economics, Portugal
2014 - 2014 The Accuracy of the Escrowed Dividend Model on the Value of European Options on a Stock Paying Discrete Dividend
Supervisor of Weiqing Wu
Universidade NOVA de Lisboa NOVA School of Business and Economics, Portugal
2013 - 2013 Dynamic Hedging
Supervisor of Marta Cachola
Universidade NOVA de Lisboa NOVA School of Business and Economics, Portugal
2013 - 2013 Hedging in discontinuous market: the barrier option and the unlikely profit
Supervisor of Francesco Corea
Universidade NOVA de Lisboa NOVA School of Business and Economics, Portugal
2011/07 - 2011/07 Essays on Social Networks in Finance
Supervisor of João Mergulhão
Fundação Getulio Vargas Escola de Economia de São Paulo, Brazil

Universidade NOVA de Lisboa, Portugal
2010 - 2010 Essays on Strategic Asset Allocation
Supervisor of Nuno Miguel Barateiro Goncalves Silva
Universidade NOVA de Lisboa, Portugal
2009 - 2009 A Social Interaction Model for the relation between Price Volatility and Transaction Volume
Supervisor of Ariel Guerreiro
Universidade NOVA de Lisboa, Portugal
2008 - 2008 Porque uma Empresa faz um IPO? - um estudo de caso
Supervisor of Vera Lucia de Assis Campos
Fundação Getúlio Vargas, Brazil
2008 - 2008 Essays on Market Microstructure
Supervisor
Universidade NOVA de Lisboa NOVA School of Business and Economics, Portugal
2007 - 2007 Essays on Asset Pricing
Supervisor of Paulo Maio
Universidade NOVA de Lisboa, Portugal
2007 - 2007 The Voting Paradox and Social Networks: an Empirical Analysis
Supervisor of Inacia Pimentel Pacheco Pereira
Universidade NOVA de Lisboa NOVA School of Business and Economics, Portugal
2006 - 2006 Risk Premia of American Options in Dry Markets
Supervisor of Ana Lacerda
Universidade NOVA de Lisboa NOVA School of Business and Economics, Portugal
2004 - 2004 A Model for Reversed LBO's
Supervisor of Sergio Lagoa
Universidade NOVA de Lisboa NOVA School of Business and Economics, Portugal
2002 - 2002 Market Illiquidity and the Pricing of Derivatives
Supervisor of Paula Antão
Universidade NOVA de Lisboa NOVA School of Business and Economics, Portugal
2002 - 2002 Dry Equity Markets and the Bid-Ask Spread of Warrants
Supervisor of Luis Filipe Zeferino
Universidade NOVA de Lisboa NOVA School of Business and Economics, Portugal
2001 - 2001 The Feedback effect in Pricing of Options written on an asset with a Bid-Ask Spread
Supervisor of João Sobral do Rosário
Universidade NOVA de Lisboa NOVA School of Business and Economics, Portugal
1999 - 1999 Illiquidity in the Exotic Options' Market - The Case of Barrier Options in the Portuguese Market
Supervisor of Cláudia Alexandra Goncalves Correia Ribeiro
Universidade do Porto, Portugal
1998 - 1998 Financial Innovations in the Portuguese Market
Supervisor of Paula Cristina Candido Geada
Universidade NOVA de Lisboa NOVA School of Business and Economics, Portugal

Event organisation

Event name
Type of event (Role)
Institution / Organization
2015/03/27 - 2015/03/29 IX Luso-Brazilian Finance Meeting, Óbidos, March 27-29 (organizer), Conflicts of Interest in the Underwriting of IPOs and Price Stabilization (2015/03/27 - 2015/03/29)
Conference (Member of the Organising Committee)
2014/03/25 - 2014/03/27 VIII Luso-Brazilian Finance Meeting, Pinhão, Douro Valley, Portugal, March 25-27 (organizer) (2014/03/25 - 2014/03/27)
Conference (Member of the Organising Committee)
2012/03/23 - 2012/03/25 VI Luso-Brazilian Finance Meeting, Coimbra, Portugal, March 23-25 (organizer), Consuming Durable Goods When Stock Markets Jump: A Strategic Asset Allocation Approach. (2012/03/23 - 2012/03/25)
Conference (Member of the Organising Committee)
2012/03 - 2012/03 VII Luso-Brazilian Finance Meeting, Buzios, Brazil, March (organizer) (2012/03 - 2012/03)
Conference (Member of the Organising Committee)
2011 - 2011 V Luso-Brazilian Finance Meeting, Natal, Brazil, March (organizer), The Network Centrality of Influential Bankers: a new Capital Structure Determinant (2011 - 2011)
Congress (Member of the Organising Committee)
Universidade NOVA de Lisboa, Portugal
2010 - 2010 IV Luso-Brazilian Finance Meeting, Évora, Portugal, March (organizer), Price Stabilization in IPOs (2010 - 2010)
Conference (Member of the Organising Committee)
2009/03 - 2009/03 III Luso-Brazilian Finance Meeting, Rio de Janeiro, Brazil, March (organizer) (2009/03 - 2009/03)
Conference (Member of the Organising Committee)
2008/03 - 2008/03 II Luso-Brazilian Finance Meeting, Funchal, Portugal, March (organizer). (2008/03 - 2008/03)
Conference (Member of the Organising Committee)
2007/03 - 2007/03 I Luso-Brazilian Finance Meeting, Fortaleza, Brazil, March: Information Flow, Social Networks and Volatility of Prices in Financial Markets (organizer). (2007 - 2007)
Conference (Member of the Organising Committee)

Event participation

Activity description
Type of event
Event name
Institution / Organization
2022/12/05 - 2022/12/05 QS Conference Reimagining Education, Universidade NOVA, TKH, December 5th, Cairo, Pedagogical Innovation and the future of the Higher Education
Conference
QS Conference Reimagining Education
Universidade NOVA de Lisboa, Portugal
2022/11/28 - 2022/11/28 LEAD Final Conference, Vrije Universiteit Brussel, November 28th, Brussels, Enhancing Academic Leadership and Governance of Chinese and European Universities in the Context of Innovation and Internationalization
Conference
LEAD Final Conference
Vrije Universiteit Brussel, Belgium
2022/10/30 - 2022/10/30 EDUNIVERSAL World Meeting, American University of Cairo, October 30th
Conference
EDUNIVERSAL World Meeting
The American University in Cairo, Egypt
2019/05/14 - 2019/05/14 Forum on University Social Responsibility (USR), Asia University, 14 May, Taiwan, Universidade NOVA, its International Strategy and the Portuguese and Business Program for Chinese Speakers
Conference
Forum on University Social Responsibility (USR)
Universidade NOVA de Lisboa, Portugal

Asia University, Taiwan
2019/03/22 - 2019/03/22 LEAD Workshop, March 22nd, Vrije Universiteit Brussel, Brussels, Culture and Hierarchy in Western and Chinese Academic Leadership
Conference
LEAD Workshop
Vrije Universiteit Brussel, Belgium
2018/07/10 - 2018/07/13 LEAD Dissemination conferences held in Beijing and Kunming, 10-13 July, Centralizing the Governance of a Decentralized University
Conference
LEAD Dissemination conferences held in Beijing and Kunming
2017/12/12 - 2017/12/15 Quantitative Methods in Finance, December 12-15, Sydney, On the value of European options on a stock paying a discrete dividend at uncertain date
Conference
Quantitative Methods in Finance
2017/11/13 - 2017/11/14 LEAD Academic Leadership Forum & workshop 13-14 November, Shanghai, Portuguese and Business: the case of cultural bridges business opportunity
Conference
LEAD Academic Leadership Forum & workshop
2016/10/24 - 2016/10/26 2nd Series of LEAD Workshops on Academic Leadership, 24-26 Oct, Beijing Cross-Cultural aspects of academic cooperation between China and Europe
Conference
2nd Series of LEAD Workshops on Academic Leadership
2016/03/22 - 2016/03/22 LEAD Launch conference, 22 March, VUB Brussels, The cooperation of Nova in China in the area of Business
Conference
LEAD Launch conference
2015/07/22 - 2015/07/24 World Finance Conference, Universidad del CEMA, Buenos Aires, July 22-24, Equilibrium Bid-Ask Spread of European Derivatives in Dry Markets
Conference
World Finance Conference
Universidad del Centro de Estudios Macroeconómicos de Argentina, Argentina
2015/05/01 - 2015/05/31 ATINER Conference, Athens, May, Equilibrium Bid-Ask Spread of European Derivatives in Dry Markets
Conference
ATINER Conference
2014/10/22 - 2014/10/25 7th Eduniversal World Convention, October 22-25, Istanbul, Turkey
Conference
7th Eduniversal World Convention
2014/06/19 - 2014/06/21 European Political Science Association, 4th Annual Conference, Edinburgh, June 19 -21, Referenda outcomes and the influence of polls: a social network feedback process
Conference
European Political Science Association, 4th Annual Conference
2013/10/08 - 2013/10/10 6th Eduniversal World Convention, October 8-10, Bengalore, India, Keynote speaker: The international challenge for a Business School
Conference
6th Eduniversal World Convention
2012/11/17 - 2012/11/19 AACSB Associate Deans' Meeting, November 17-19, Houston, Texas, Keynote speaker: the internationalization strategy of a Portuguese Business School
Conference
AACSB Associate Deans' Meeting
2012/10/17 - 2012/10/19 5th Eduniversal World Convention, October 17-19, Lima, Peru, Keynote speaker: the internationalization strategy of a Portuguese Business School
Conference
5th Eduniversal World Convention
2012/02/22 - 2012/02/25 Midwest Finance Association meetings in New Orleans, February 22-25, Consuming Durable Goods When Stock Markets Jump: A Strategic Asset Allocation Approach
Conference
Midwest Finance Association meetings in New Orleans
2011/12/15 - 2011/12/18 Quantitative Methods in Finance, December 15-18, Sydney, Consuming Durable Goods When Stock Markets Jump: A Strategic Asset Allocation Approach
Congress
Quantitative Methods in Finance
2011/12/14 - 2011/12/17 Quantitative Methods in Finance, December 14-17, Sydney, Optimal Consumption and Asset Allocation with Internal Habit
Conference
Quantitative Methods in Finance
2011/03/02 - 2011/03/05 Midwest Finance Association, March 2-5, Chicago, The Network Centrality of Influential Bankers: a new Capital Structure Determinant
Conference
Midwest Finance Association
2009/10/01 - 2009/10/03 Latin American Econometric Society Meeting, October 1-3, Torquato de Tella, Buenos Aires, Argentina, An Organizational Model of Attitude Change
Conference
Latin American Econometric Society Meeting
2009/08/03 - 2009/08/05 Far-East Econometric Society Meeting, August 3-5, University of Tokyo, Japan, The voting paradox and social networks: An empirical analysis
Conference
Far-East Econometric Society Meeting
2008/12 - 2008/12 Quantitative Methods in Finance, December 17-20, Sydney, A New Superreplication Methodology of European Derivatives in Probabilistic Dry Markets
Conference
Quantitative Methods in Finance
2007/12/12 - 2007/12/15 Quantitative Methods in Finance, December 12-15, UTS, Sydney, Randomized Stopping Times and American Derivatives Pricing in Dry Markets
Conference
Quantitative Methods in Finance
2006/06/28 - 2006/07/01 EFMA Conference, June 28-July 1, Universidad Complutense, Madrid: Random Dry Markets and Statistical Arbitrage Bounds for European Derivatives
Conference
EFMA Conference
2006/06/12 - 2006/06/13 4th INFINITI Conference on International Finance, Dublin, Trinity College, 12-13 June 2006: Information Flow, Social Networks and Volatility of Prices in Financial Markets.
Conference
4th INFINITI Conference on International Finance
2006/04/07 - 2006/04/07 9th Conference of the Swiss Society for Financial Market Research, April 7, Zu•rich, SWX Swiss Exchange: Random Dry Markets and Statistical Arbitrage Bounds for European Derivatives
Conference
9th Conference of the Swiss Society for Financial Market Research
2005/12 - 2005/12 XXVI Brazilian Econometric Society Meeting, Natal, Brazil, December: Random Dry Markets and Statistical Arbitrage Bounds for European Derivatives
Conference
XXVI Brazilian Econometric Society Meeting
2005/10 - 2005/10 ASSET Meeting, Crete, October: Equilibrium Bid-Ask Spread of European Derivatives in Dry Markets
Conference
ASSET Meeting
2005/08 - 2005/08 World Meeting Econometric Society, London, August: An Organizational Model of Attitude Change
Conference
World Meeting Econometric Society
2005/08 - 2005/08 Queen Mary, University of London, August: An Organizational Model of Attitude Change
Seminar
An Organizational Model of Attitude Change
Queen Mary University of London, United Kingdom
2005/06 - 2005/06 RiskControl, Rio de Janeiro, June: Random Dry Markets and Statistical Arbitrage Bounds for European Derivatives
Seminar
RiskControl, Random Dry Markets and Statistical Arbitrage Bounds for European Derivatives
2005/06 - 2005/06 Ibmec, São Paulo, June: Random Dry Markets and Statistical Arbitrage Bounds for European Derivatives
Seminar
Random Dry Markets and Statistical Arbitrage Bounds for European Derivatives
Insper, Brazil
2004/12 - 2004/12 XXVI Brazilian Econometric Society Meeting, Joao Pessoa, Brasil, December: Dry Markets and Superreplication Bounds of American Derivatives
Conference
XXVI Brazilian Econometric Society Meeting
2004/09 - 2004/09 Stochastic and Finance International Conference, Lisbon, September: Information Flow, Social Networks and the Fluctuations of Prices in Financial Markets
Conference
Stochastic and Finance International Conference
2004/07 - 2004/07 IV Brazilian Finance Society Meeting, Rio de Janeiro, July: Offspring Effect in Asset Allocation
Conference
IV Brazilian Finance Society Meeting
2004/07 - 2004/07 IV Brazilian Finance Society Meeting, Rio de Janeiro, July: Dry Markets and Super-replication Bounds of American Derivatives
Conference
IV Brazilian Finance Society Meeting
2004/07 - 2004/07 Latin American Meeting Econometric Society, Santiago de Chile, July: Information Flow, Social Networks and the Fluctuations of Prices in Financial Markets
Conference
Latin American Meeting Econometric Society
2004/04 - 2004/04 Encontro Nacional de Gestão de Riscos, Sao Paulo, April: Corporate Hedging
Meeting
Encontro Nacional de Gestão de Riscos
2004/03 - 2004/03 PUC, Rio de Janeiro, March: Information Flow, Social Networks and the Fluctuations of Prices in Financial Markets
Seminar
Information Flow, Social Networks and the Fluctuations of Prices in Financial Markets
Pontifícia Universidade Católica do Rio de Janeiro, Brazil
2004/03 - 2004/03 EPGE-FGV, Rio de Janeiro, March: Information Flow, Social Networks and the Fluctuations of Prices in Financial Markets
Seminar
Information Flow, Social Networks and the Fluctuations of Prices in Financial Markets
Fundação Getúlio Vargas, Brazil
2004/02 - 2004/02 Ibmec, São Paulo, February: Information Flow, Social Networks and the Fluctuations of Prices in Financial Markets
Seminar
Information Flow, Social Networks and the Fluctuations of Prices in Financial Markets
Insper, Brazil
2003/12 - 2003/12 XXV Brazilian Econometric Society Meeting, Porto Seguro, Brasil, December: Information Flow, Social Networks and the Fluctuations of Prices in Financial Markets
Meeting
XXV Brazilian Econometric Society Meeting
2003/08 - 2003/08 European Meeting Econometric Society, Stockholm, August: Organizational Structure, Information Flows and Attitude Change
Meeting
European Meeting Econometric Society
2003/06 - 2003/06 Ibmec, Rio de Janeiro, June: Information Flow, Social Networks and the Fluctuations of Prices in Financial Markets
Seminar
Information Flow, Social Networks and the Fluctuations of Prices in Financial Markets
Insper, Brazil
2002/08 - 2002/08 European Meeting Econometric Society, Venice, August: Social Networks and the Paradox of Voting
Meeting
European Meeting Econometric Society
2002/06 - 2002/06 Bachelier Finance Society, Crete, Greece, June: Equilibrium Option Pricing and Market Incompleteness Driven by Illiquidity
Conference
Bachelier Finance Society
2002/06 - 2002/06 North-American Meeting Econometric Society, UCLA, June: Equilibrium Option Pricing and Market Incompleteness Driven by Illiquidity
Conference
North-American Meeting Econometric Society
2002/05 - 2002/05 EPGE-FGV, Rio de Janeiro, May: Social Networks and the Paradox of Voting
Seminar
Social Networks and the Paradox of Voting
Fundação Getúlio Vargas, Brazil
2002/05 - 2002/05 School of Economics of the Universidade de São Paulo, Brazil, May: Equilibrium Option Pricing and Market Incompleteness Driven by Illiquidity
Seminar
Equilibrium Option Pricing and Market Incompleteness Driven by Illiquidity
Fundação Getulio Vargas Escola de Economia de São Paulo, Brazil
2002/02 - 2002/02 London School of Economics, February: Equilibrium Option Pricing and Market Incompleteness Driven by Illiquidity
Seminar
Equilibrium Option Pricing and Market Incompleteness Driven by Illiquidity
The London School of Economics and Political Science, United Kingdom
2001/12 - 2001/12 XXIII Brazilian Econometric Society Meeting, Salvador, Brasil, December: Equilibrium Option Pricing and Market Incompleteness Driven by Illiquidity
Meeting
XXIII Brazilian Econometric Society Meeting
2001/12 - 2001/12 Second International Conference of the Iberoamerican Academy of Management, Mexico City, December: Organizational Structure, Information Flows and Attitude Change
Congress
Second International Conference of the Iberoamerican Academy of Management
2001/07 - 2001/07 I Brazilian Finance Society Meeting, Sao Paulo, July: Equilibrium Option Pricing and Market Incompleteness Driven by Illiquidity
Meeting
I Brazilian Finance Society Meeting
2001/07 - 2001/07 I Brazilian Finance Society Meeting, São Paulo, July 2001, Guest speaker in the mini-course: Theoretical Foundations of Finance
Meeting
I Brazilian Finance Society Meeting
2001/07 - 2001/07 I Brazilian Finance Society Meeting, São Paulo, July: Option Markets and the Feed- back Effect in the Presence of Bid-Ask Spreads in the Underlying Asset
Meeting
I Brazilian Finance Society Meeting
2001/07 - 2001/07 EPGE-FGV, Rio de Janeiro, July: Equilibrium Option Pricing and Market Incompleteness Driven by Illiquidity
Seminar
Equilibrium Option Pricing and Market Incompleteness Driven by Illiquidity
Fundação Getúlio Vargas, Brazil
2001/06 - 2001/06 SPiE, Portuguese Society of Research in Economics, Lisbon, June: Equilibrium Option Pricing and Market Incompleteness Driven by Illiquidity
Congress
SPiE, Portuguese Society of Research in Economics
2001/06 - 2001/06 8th International Conference in Forecasting Financial Markets, London, June: Option Markets and the Feedback E ect in the Presence of Bid-Ask Spreads in the Underlying Asset
Conference
8th International Conference in Forecasting Financial Markets
2001/06 - 2001/06 European Finance Management Association Meeting, Paris, June: Option Markets and the Feedback E ect in the Presence of Bid-Ask Spreads in the Underlying Asset
Meeting
European Finance Management Association Meeting
2000/12 - 2000/12 SBE, XXII Brazilian Econometric Society Meeting, Campinas, December: Market Illiquidity and the Bid-Ask Spread of Derivatives
Meeting
SBE, XXII Brazilian Econometric Society Meeting
2000/12 - 2000/12 Graduate School of Economics (EPGE), FGV, Rio de Janeiro, December: Organizational Structure, Information Flows and Attitude Change
Seminar
Organizational Structure, Information Flows and Attitude Change
Fundação Getúlio Vargas, Brazil
2000/11 - 2000/11 School of Economics, University of Lausanne (DEEP), November: Organizational Structure, Information Flows and Attitude Change
Seminar
Organizational Structure, Information Flows and Attitude Change
Université de Lausanne, Switzerland
2000/06 - 2000/06 SPiE, Portuguese Society of Research in Economics, Porto, June: Market Illiquidity and the Bid-Ask Spread of Derivatives
Conference
SPiE, Portuguese Society of Research in Economics
2000/06 - 2000/06 Portuguese Finance Network, Braga, June: Market Illiquidity and the Bid-Ask Spread of Derivatives
Congress
Portuguese Finance Network
2000/06 - 2000/06 SPiE, Portuguese Society of Research in Economics, Porto, June: The Equilibrium Dynamics for an Endogeneous Bid-Ask Spread in Financial Markets
Congress
SPiE, Portuguese Society of Research in Economics
1999/12 - 1999/12 School of Economics of the Universidade Nova de Lisboa, Portugal, December: Organizational Structure, Information Flows and Attitude Change
Seminar
Organizational Structure, Information Flows and Attitude Change
Universidade NOVA de Lisboa NOVA School of Business and Economics, Portugal
1997/12 - 1997/12 XIX Brazilian Meeting of the Econometric Society, Recife, December: MSM Estima- tors of European Option Pricing Models on Assets with Jumps
Meeting
XIX Brazilian Meeting of the Econometric Society
1997/08 - 1997/08 School of Economics of the Universidade de São Paulo, Brazil, August: MSM Estimators of European Option Pricing Models on Assets with Jumps
Seminar
MSM Estimators of European Option Pricing Models on Assets with Jumps
Universidade de São Paulo, Brazil
1996/08 - 1996/08 Latin American Meeting of the Econometric Society, Rio de Janeiro, August: MSM Estimators of American Options Pricing Models
Meeting
Latin American Meeting of the Econometric Society
1994/06 - 1994/06 AFFI Conference, (French Finance Association), Tunis, June: MSM Estimators of American Options Pricing Models
Conference
AFFI Conference
Association française de finance, France
1994/03 - 1994/03 Faculdade de Economia, Universidade Nova de Lisboa, Portugal, March: MSM Estimators of American Options Pricing Models
Seminar
MSM Estimators of American Options Pricing Models
Universidade NOVA de Lisboa, Portugal
1994/03 - 1994/03 Nijenrode University, Breukelen, Holand, March: MSM Estimators of American Options Pricing Models
Seminar
MSM Estimators of American Options Pricing Models
Nyenrode Business Universiteit, Netherlands
1994/02 - 1994/02 E.S.S.E.C., Cergy Pontoise, France, February: MSM Estimators of American Options Pricing Models
Seminar
MSM Estimators of American Options Pricing Models
ESSEC Business School, France
1994/01 - 1994/01 H.E.C., Jouy-en-Josas, France, January: MSM Estimators of American Options Pricing Models
Seminar
MSM Estimators of American Options Pricing Models
HEC Paris, France
1992/12 - 1992/12 Instituto de Física, Universidade de São Paulo, Brazil, December: Phase Transitions in Financial Models
Seminar
Phase Transitions in Financial Models
Universidade de São Paulo, Brazil
1989/07 - 1989/07 Ecole Polytechnique, Lausanne, Switzerland, July: Fluctuations in the Curie-Weiss Version of the Random Field Ising Model
Seminar
Fluctuations in the Curie-Weiss Version of the Random Field Ising Model
École Polytechnique Fédérale de Lausanne, Switzerland
1989/06 - 1989/06 Catholic University, Leuven, Belgium, June: Fluctuations in the Curie-Weiss Version of the Random Field Ising Model
Seminar
Fluctuations in the Curie-Weiss Version of the Random Field Ising Model
Katholieke Universiteit Leuven - Campus Brussel, Belgium
1988/12 - 1988/12 Sonderforschungsbereich 123 Universität Heidelberg, Germany, December: Fluctuations in the Curie-Weiss Version of a Spin-Glass Model
Seminar
Fluctuations in the Curie-Weiss Version of a Spin-Glass Model
Universität Heidelberg, Germany
1988/04 - 1988/04 Laboratory of Theoretical Physics, Dubna, U.S.S.R., April: Fluctuations in the Curie- Weiss Version of the Random Field Ising Model
Seminar
Fluctuations in the Curie- Weiss Version of the Random Field Ising Model
Gosudarstvennyj universitet Dubna Kafedra biofiziki, Russia
Distinctions

Other distinction

2012 Bolsa de Investigação
Massachusetts Institute of Technology Sloan Finance Group, United States
2009 Bolsa de Investigação
Universidade NOVA de Lisboa, Portugal
2006 Bolsa de Investigação
Universidade NOVA de Lisboa, Portugal
2004 Bolsa de Investigação
Fundação para a Ciência e a Tecnologia, Portugal
2004 Bolsa de Investigação
Universidade NOVA de Lisboa, Portugal
2003 Bolsa de Investigação
Fundação para a Ciência e a Tecnologia, Portugal
2002 Bolsa de Investigação
Fundação para a Ciência e a Tecnologia, Portugal
2002 Bolsa de Investigação
Universidade NOVA de Lisboa, Portugal
2002 Bolsa de Investigação
Fundação de Apoio à Universidade Federal de São Paulo, Brazil
2002 Bolsa de Pós-Doutoramento
Fundação para a Ciência e a Tecnologia, Portugal
2001 Bolsa de Investigação
Universidade NOVA de Lisboa, Portugal
1997 Bolsa de Investigação
Fundação de Apoio à Universidade Federal de São Paulo, Brazil
1994 Bolsa de Investigação
Égide - Associação Portuguesa das Artes, Portugal
1992 Bolsa de Doutoramento
European SPES Institute, Belgium
1989 Bolsa de Doutoramento
INSEAD, France
1988 Bolsa de Pós-Doutoramento
Conselho Nacional de Desenvolvimento Científico e Tecnológico, Brazil
1984 Bolsa de Doutoramento
Fundação de Apoio à Universidade Federal de São Paulo, Brazil