Curriculum Vitae
João Manuel Gonçalves Amaro de Matos
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 |
|
| Journal article |
|
| Working paper |
|
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
|