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Identification

Personal identification

Full name
Luis Oliveira

Citation names

  • Oliveira, Luis

Author identifiers

Ciência ID
EB17-7253-9FAE
ORCID iD
0000-0002-5405-5686
Education
Degree Classification
2004/09/01 - 2007/11/30
Concluded
 Ciências de Gestão (Mestrado)
Major in Finanças
ISCTE-Instituto Universitário de Lisboa, Portugal
"Theoretical and empirical essays on the Heath-Jarrow-Morton Framework" (THESIS/DISSERTATION)
 Muito Bom
1999/09/01 - 2001/11/07
Concluded
 Finanças (Mestrado)
ISCTE Business School, Portugal
"The Quality Option Implicit in Treasury Bond Futures Contracts: A Theoretical and Empirical Assessment" (THESIS/DISSERTATION)
 16
1993/09/11 - 1994/07/06
Concluded
 Pós-Graduação em Análise Financeira (Pós-Graduação)
ISEG Lisbon School of Economics and Management, Portugal
 16
1985/09/15 - 1990/06/15
Concluded
 Economia (Licenciatura)
ISEG Lisbon School of Economics and Management, Portugal
 14
Affiliation

Teaching in Higher Education

Category
Host institution 		Employer
1994/09/15 - 2001/01/31 Invited Assistant Professor (University Teacher) Universidade Autónoma de Lisboa, Portugal

Other Careers

Category
Host institution 		Employer
1991/02/01 - 2000/09/30 Técnico Superior (Técnico Superior) Euronext SA, France
Projects

Contract

Designation Funders
2010/01/01 - 2012/12/31 Early Exercise Decisions under uncertainty and Stochastic Interest Rates
PTDC/EGE-ECO/099255/2008
Researcher
ISCTE-Instituto Universitário de Lisboa Unidade de Investigação em Desenvolvimento Empresarial, Portugal
 Associação para a Inovação e Desenvolvimento da FCT
Outputs

Publications

Book
  1. Finanças da Empresa: Teoria e Prática. Portugal. 2015.
  2. Investimentos Financeiros: teoria e prática. Portugal. 2012.
Journal article
  1. "The Halloween effect in European sectors". (2016):
    10.10.16/j.ribaf.2016.01.003
  2. "The performance of deterministic and stochastic interest rate risk measures: another question of dimensions?". Portuguese Economic Journal (2014):
    10.1007/s1058-014-0104-8ger
  3. "Efeito dia da semana em mercados acionistas internacionais". Revista Portuguesa e Brasileira de Gestão (2013):
  4. Oliveira, L.; Curto, J.D.; Nunes, J.P.. "The determinants of sovereign credit spread changes in the Euro-zone". Journal of International Financial Markets, Institutions and Money 22 2 (2012): 278-304. http://www.scopus.com/inward/record.url?eid=2-s2.0-84857115002&partnerID=MN8TOARS.
    10.1016/j.intfin.2011.09.007
  5. "Multifactor and analytical valuation of treasury bond futures with an embedded quality option". Journal of Futures Markets (2007):
    10.1002/fut.20250