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Ana Sofia is a Post-Doc Researcher at UECE and an Invited Assistant Professor at the University of Lisbon in Portugal. She holds a PhD in Economics, specializing in Finance from the UC (2017-2022), a Master s degree in Economics and Management from the Aarhus University (AU) in Denmark (2015-2017), and a Bachelor s degree in Economics from the University of Porto (2011-2014). Additionally, she was a visiting scholar at the University of Antwerp in Belgium (May 2023). Her research interests include financial economics, portfolio management, econometrics, and sustainability in finance, which are the main themes of her research plan. Recently, Ana Sofia s publications included a study on the delayed reaction of international economies to information coming from the US. This article was recognized by UC for being published in a top 5% finance journal and also received national press coverage in 12 high-quality newspapers, magazines, and TV channels, such as CNN Portugal, TVI, Jornal Económico, and Executive Digest, among others. The article was also shared more than 8,000 times on social media channels and had a high automatic advertising value.
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Identification

Personal identification

Full name
Ana Sofia Melo Monteiro

Citation names

  • Monteiro, Ana Sofia

Author identifiers

Ciência ID
D512-D50E-67BD

Languages

Language Speaking Reading Writing Listening Peer-review
English Advanced (C1) Advanced (C1) Advanced (C1) Advanced (C1)
Danish Beginner (A1) Intermediate (B1) Beginner (A1) Beginner (A1)
Spanish; Castilian Intermediate (B1) Advanced (C1) Intermediate (B1) Intermediate (B1)
Portuguese Advanced (C1) Advanced (C1) Advanced (C1) Advanced (C1)
Education
Degree Classification
2017/09/01 - 2022/07/14
Concluded
 Doutoramento em Economia (Doutoramento)
Universidade de Coimbra Faculdade de Economia, Portugal
"Return Predictability and Portfolio Selection" (THESIS/DISSERTATION)
 Approved with praise and distinction
2015/09/01 - 2017/07/14
Concluded
 Master degree in Economics and Management (Mestrado)
Aarhus Universitet, Denmark
"Jumps and Volatility Modeling" (THESIS/DISSERTATION)
2011/09/01 - 2014/07/11
Concluded
 Bachelor degree in Economics (Licenciatura)
Universidade do Porto Faculdade de Economia, Portugal
Affiliation

Science

Category
Host institution 		Employer
2023/08 - Current Postdoc (Research) Universidade de Lisboa Unidade de Investigação sobre Complexidade e Economia, Portugal
ISEG Lisbon School of Economics and Management, Portugal

Teaching in Higher Education

Category
Host institution 		Employer
2023 - 2023 Visiting Professor (University Teacher) Universiteit Antwerpen, Belgium
Universiteit Antwerpen, Belgium
2022/09/01 - 2023 Invited Assistant Professor (University Teacher) Universidade de Coimbra Faculdade de Economia, Portugal

Positions / Appointments

Category
Host institution 		Employer
2019/09/01 - 2021/07/31 Adjunta de Ensino Universidade de Coimbra Faculdade de Economia, Portugal
Universidade de Coimbra Faculdade de Economia, Portugal

Others

Category
Host institution 		Employer
2019/09/01 - 2021/04/14 Economics Tutor Centro de Explicações Pentagrama, Portugal
2017/03/01 - 2018/03/01 Data Scientist and Co-founder Spiller Startup Portugal, IAPMEI, Agência para a Competitividade e Inovação and Economics Ministry of Portuguese Republic., Portugal
2015/09/01 - 2016/04/01 Consultant New Business Consulting, Portugal, Portugal
2015/05/01 - 2015/09/01 Financial Markets tutor Centro de Explicações Sabedoria2, Maia, Portugal, Portugal
2014/09/01 - 2015/02/01 Accounts Management Infineon Technologies AG, Germany
Outputs

Publications

Book chapter
  1. Conference proceeding Book IJUP'14. "Impact Assessment of the Possible Free trade Agreement between EU and Mercosur". In Conference proceeding Book IJUP'14. Porto, Portugal: University of Porto, 2014.
    Published
Journal article
  1. Monteiro, Ana Sofia. "US Stocks, Bonds, and REITs Predictability and Allocation (forthcoming)". Computational Economics (2023):
    Open access
  2. Ana Monteiro; Nuno Silva; Helder Sebastião. "Industry return lead-lag relationships between the US and other major countries". Financial Innovation (2023): https://doi.org/10.1186/s40854-022-00439-1.
    10.1186/s40854-022-00439-1
  3. Ana Monteiro; Helder Sebastião; Nuno Silva. "International evidence on stock returns and dividend growth predictability using dividend yields". Revista Contabilidade & Finanças 31 84 (2020): 473-489. https://doi.org/10.1590/1808-057x202009690.
    10.1590/1808-057x202009690
Working paper
  1. Monteiro, Ana Sofia. 2018. "Predictability of stock returns and dividend growth using dividend yields: An international approach". https://www.uc.pt/uid/ceber/working-paper?key=5eb431b0.
Activities

Oral presentation

Presentation title Event name
Host (Event location)
2023/01/12 Multi-asset Return Predictability using VARs 42nd EBES Conference
ISCTE-IUL Instituto Universitário de Lisboa (Lisbon, Portugal)
2022/03/09 Industry Lead Lag Relationships between the US and other developed Countries CeBer Research Seminars
CeBer (Coimbra, Portugal)
2021/07/05 Multi-asset return Predictability using VAR's 11th Portuguese Finance Network Conference
University of Minho (Braga, Portugal)
2021/06/28 International Portfolio Selection with Machine-Learning and Asymmetric Dynamic Conditional Correlations 41st International Symposium on Forecasting
International Institute of Forecasters
2021/06/25 Portfolio Selection with Multivariate Machine Learning Asymmetric DCC model The Nineteenth Annual European Economics and Finance Society - EEFS Conference
European Economics and Finance Society and Department of Economics, City, University of London (London, United Kingdom)
2021/05/28 Multi-asset return predictability using VARs Annual Conference ITFA 2021
The International Trade and Finance Association (United Kingdom)
2020/11/25 Multi-asset return predictability using VARs CeBer Research Seminars
CeBER University of Coimbra (Coimbra, Portugal)
2018/05/25 Predictability under agent based models Simulação com ABMS:da Ecologia À Economia" Universidade de Tras-os-Montes e Alto Douro (UTAD)
Universidade de Trás-os-Montes e Alto Douro (Vila Real, Portugal)
2014/05/01 An Impact assessment of the Possible FTA between EU and Mercosur 7TH Meeting of Young Researchers of University of Porto
Universidade do Porto (Porto, Portugal)

Event participation

Activity description
Type of event 		Event name
Institution / Organization
2021/01 - 2021/06 Econometrics and Business Analytics Seminar Series with authors such as: Stefan Wager, Stanford University; Andrew Patton, Duke University; Torben Andersen, Northwestern University (Kellogg) and CREATES.
Seminar
 Econometrics and Business Statistics Seminar Series, CREATES, Aarhus University
Aarhus Universitet, Denmark
2020/09/01 - 2021/06 CeBER Research Seminars
Conference
 CeBer Research Seminars
Universidade de Coimbra Faculdade de Economia, Portugal
2021/03/16 - 2021/03/17 Second Big Data and Economic Forecasting workshop The European Commission
Workshop
 Big Data and Forecasting of Economic Developments
European Commission, Belgium
2021 - 2021 Formação iiiUC - Ferramentas de apoio à investigação:
Workshop
 Formação iiiUC - Ferramentas de apoio à investigação:
Universidade de Coimbra, Portugal
2021 - 2021 Inside the Circular Economy: Beyond the Basic Inside the Circular Economy: Beyond the Basic
UPTEC Associação de Transferência de Tecnologia da Asprela, Portugal
2019 - 2021 Blockchain and Bitcoin. An informed (probable) opinion
Seminar
 Seminário - Partilha de dinâmicas de inovação: Blockchain, Bitcoin e educação Faculdade de Psicologia e de Ciências da Educação da Universidade de Coimbra (Coimbra, Portugal)
Universidade de Coimbra, Portugal
2019/12/16 - 2019/12/17 Workshop - Reproducible Research and Modern Data Analysis: Concepts, Skills and Tools
Workshop
 Workshop - Reproducible Research and Modern Data Analysis: Concepts, Skills and Tools
Banco de Portugal, Portugal
2019/11/06 - 2019/11/07 Autumn School 2019 Hierarchical Linear Modelling
Seminar
 Autumn School 2019 Hierarchical Linear Modelling
Universidade de Coimbra, Portugal
2019/07/02 - 2019/07/03 LIBRA: Consequências, Oportunidades e Ameaças
Conference
 LIBRA: Consequências, Oportunidades e Ameaças
Universidade do Porto Porto Business School, Portugal
2019/03/22 - 2019/03/22 Regulação e Supervisão Bancária na Área do Euro, 2019 Details: 22th March 2019 in Faculdade de Economia do Porto, University of Porto, Porto, Portugal.
Conference
 Regulação e Supervisão Bancária na Área do Euro, 2019
Universidade do Porto, Portugal
2018/10/03 - 2018/10/04 Autumn School 2018 "Asset price dynamics and forecasts incorporating options information" Details: Center for Business and Economics Research (CeBER), 3th and 4th October 2018, Coimbra, Portugal.
Conference
 Autumn School 2018
Universidade de Coimbra, Portugal
2016 - 2016 Econometric Models of Climate Change. Denmark. 2016. Details: Econometric Models of Climate Change". University of Oxford, Oxford, United Kingdom, Aarhus University, Denmark.
Conference
 Econometric Models of Climate Change". University of Oxford, Oxford, United Kingdom, Aarhus University, Denmark.
Aarhus Universitet, Denmark
2012/04/01 - 2012/04/05 Second International Annual Conference The present economic and sovereign debt crisis. 2012. Details: "The present economic and sovereign debt crisis: Evaluation and the way out". University of Porto. Porto, Portugal.
Conference
 The present economic and sovereign debt crisis: Evaluation and the way out"
Universidade do Porto, Portugal
2012/01/02 - 2012/01/05 Sixth Annual Meeting of the Portuguese Economic Journal. Portugal. 2012. Details: "Sixth Annual Meeting of the Portuguese Economic Journal. School of Economics and Management", Faculdade de Economia do Porto, University of Porto, Porto, Portugal.
Conference
 Sixth Annual Meeting of the Portuguese Economic Journal. School of Economics and Management"
Universidade do Porto, Portugal

Jury of academic degree

Topic
Role 		Candidate name (Type of degree)
Institution / Organization
2023/04/19 Financialization of Portuguese firms- investment, profitability, and financial behaviour analysis
(Thesis) Arguer
 Nuno Filipe Gonçalves (PhD)
Universidade de Coimbra Faculdade de Economia, Portugal

Interview (newspaper / magazine)

Activity description Newspaper / Forum
2023/03/09 Media Coverage of the article Industry return lead-lag relationships between the US and other major countries Jornal Economico; CNN Portugal, TVI, Executive Digest, MundialFM, Diário das Beiras, Radio Regional do Centro, Noticias ao Minuto, Campeao das Provincias, Diario de Leiria, Diario de Coimbra, Terras do Homem, Creative news
Distinctions

Other distinction

2018 Sylff Programme Award 2018
2017 Development grant
Startup Portugal, IAPMEI, Agência para a Competitividade e Inovação and Economics Ministry of Portuguese Republic., Portugal
2015 IELTS
University of Cambridge, United Kingdom
2014 FCE - First Certificate in English
University of Cambridge, United Kingdom
2007 Certification of Academic Excellence