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Melissa Porras Prado.
Identification

Personal identification

Full name
Melissa Porras Prado

Citation names

  • Prado, Melissa
  • Porras Prado

Author identifiers

Ciência ID
2213-90B6-E0A2
ORCID iD
0000-0001-5616-1135
Google Scholar ID
mkfRU8EAAAAJ&hl

Telephones

Mobile phone
  • 967669843 (Personal)

Addresses

  • Campus de carcavelos Rua da Holanda 1, 2775-405, , Carcavelos, Lisboa, Portugal (Professional)

Websites

Knowledge fields

  • Social Sciences

Languages

Language Speaking Reading Writing Listening Peer-review
Spanish; Castilian (Mother tongue)
Dutch (Mother tongue)
English Proficiency (C2) Proficiency (C2) Proficiency (C2) Proficiency (C2) Proficiency (C2)
Portuguese Upper intermediate (B2) Upper intermediate (B2) Upper intermediate (B2) Upper intermediate (B2) Upper intermediate (B2)
Education
Degree Classification
2018/07 - 2018/07
Concluded
 Melissa Prado (Título de Agregado)
Universidade Nova de Lisboa, Portugal
2006/09/01 - 2012/01/12
Concluded
 Finance (Doktor (PhD))
Erasmus Universiteit Rotterdam, Netherlands
"The Long and Short Side of Real Estate, Real Estate Stocks, and Equity" (THESIS/DISSERTATION)
2005/09/01 - 2006/08/01
Concluded
 Finance (Master)
Major in Finance
Erasmus Universiteit Rotterdam, Netherlands
2004/09/01 - 2005/08/01
Concluded
 Cems International Management (Master)
Major in Finance
Erasmus Universiteit Rotterdam, Netherlands
2001/09/01 - 2004/08/01
Concluded
 International Business Administration (Bachelor)
Erasmus Universiteit Rotterdam, Netherlands
Affiliation

Teaching in Higher Education

Category
Host institution 		Employer
2022/04/15 - Current Full Professor (University Teacher) Universidade Nova de Lisboa Nova School of Business and Economics, Portugal
Universidade Nova de Lisboa Nova School of Business and Economics, Portugal
2017/09/01 - 2022/04/14 Associate Professor (University Teacher) Universidade Nova de Lisboa, Portugal
2011 - 2017 Assistant Professor (University Teacher) Universidade Nova de Lisboa, Portugal
Outputs

Publications

Journal article
  1. Gómez, Juan-Pedro; Prado, Melissa Porras; Zambrana, Rafael. "Capital Commitment and Performance: The Role of Mutual Fund Charges". Journal of Financial and Quantitative Analysis (2022): 1-56. http://dx.doi.org/10.1017/s0022109022001235.
    Accepted • 10.1017/s0022109022001235
  2. Evans, Richard B.; Porras Prado, Melissa; Zambrana, Rafael. "Competition and Cooperation in Mutual Fund Families". Journal of Financial Economics 136 (2020): 168-188. http://dx.doi.org/10.2139/ssrn.2986304.
    Accepted • 10.2139/ssrn.2986304
  3. Huszár, Zsuzsa R.; Prado, Melissa Porras. "An analysis of over-the-counter and centralized stock lending markets". Journal of Financial Markets 43 (2019): 31-53. http://dx.doi.org/10.1016/j.finmar.2018.10.004.
    Published • 10.1016/j.finmar.2018.10.004
  4. BOONS, MARTIJN; PRADO, MELISSA PORRAS. "Basis-Momentum". Journal of Finance 74 1 (2019): 239-280. https://onlinelibrary.wiley.com/doi/pdf/10.1111/jofi.12738.
    Published • 10.1111/jofi.12738
  5. Evans, Richard; Ferreira, Miguel A.; Porras Prado, Melissa. "Fund Performance and Equity Lending: Why Lend What You Can Sell?*". Review of Finance 21 3 (2016): 1093-1121. http://dx.doi.org/10.1093/rof/rfw059.
    Published • 10.1093/rof/rfw059
  6. Porras Prado, Melissa; Saffi, Pedro A. C.; Sturgess, Jason. "Ownership Structure, Limits to Arbitrage, and Stock Returns: Evidence from Equity Lending Markets". Review of Financial Studies 29 12 (2016): 3211-3244. http://dx.doi.org/10.1093/rfs/hhw058.
    Published • 10.1093/rfs/hhw058
  7. Prado, Melissa Porras. "Future Lending Income and Security Value". Journal of Financial and Quantitative Analysis 50 4 (2015): 869-902. http://dx.doi.org/10.1017/s0022109015000393.
    Published • 10.1017/s0022109015000393
  8. Brounen, D.; Ling, D.C.; Prado, M.P.. "Short Sales and Fundamental Value: Explaining the REIT Premium to NAV". Real Estate Economics 41 3 (2013): 481-516. http://www.scopus.com/inward/record.url?eid=2-s2.0-84884204393&partnerID=MN8TOARS.
    10.1111/reec.12004
  9. Brounen, D.; Prado, M.P.; Verbeek, M.. "Real Estate in an ALM Framework: The Case of Fair Value Accounting". Real Estate Economics 38 4 (2010): 775-804. http://www.scopus.com/inward/record.url?eid=2-s2.0-78649500293&partnerID=MN8TOARS.
    10.1111/j.1540-6229.2010.00283.x
Activities

Conference scientific committee

Conference name Conference host
2020 - Current Spanish Finance Forum
2020 - Current Lubrafin
2020 - Current Portuguese Finance Network
2019 - Current ESMT/Humboldt Asset Management Conference
2019 - Current European Finance Conference

Consulting

Activity description Institution / Organization
2019/09/01 - 2020/01/01 Implementation of ESG criteria in asset management BPI, Portugal
2018/09/01 - 2019/01/01 Develop a business plan for a bank on how to tap into the consumer to consumer market, especially through digital channel.
2017/09/01 - 2018/01/01 The main goal of the work project is to develop a model of credit risk for large and medium corporate clients to enhance the current rating system and measure probability of defaults for each rating notch across varies holding periods.

Journal scientific committee

Journal title (ISSN) Publisher
2020 - Current Journal of Systematic Investing
Distinctions

Award

2021 SFA Best Empirical Paper
2017 4Nation Cup
Vrije Universiteit Amsterdam, Netherlands
2017 SFA Best Paper in Empirical Finance

Other distinction

2020 Inquire Grant for "Securities Lending in Corporate Bond Funds: Liquidity Provision or Increased Fragility"
Inquire Europe, France