Educação
| 2018 | Doctorat, Matemática, Matemática Instituto Superior Técnico (Portugal) |
| 2012 | Master of Science, Matemática Financeira Instituto Superior de Economia e Gestão (Portugal) |
| 2010 | Bachelor of Science, Matemática aplicada à Economia e à Gestão Instituto Superior de Economia e Gestão (Portugal) |
Publicações e Citações
Journal article
| Ano | Título / Publicação | Link |
|---|---|---|
| 2023 | Investment in two alternative projects with multiple switches and the exit option. Mathematics and Financial Economics |
|
| 2023 | The impact of hurricanes on a property portfolio: an empirical study based on loss data in Portugal Managerial Finance |
|
| 2023 | The interplay between technology options, market uncertainty, and policy in zero-carbon investment decisions Energy Economics |
|
| 2023 | The impact of hurricanes on a property portfolio: an empirical study based on loss data in Portugal Managerial Finance |
|
| 2021 | Time-symmetric optimal stochastic control problems in space-time domains Optimization |
Ver |
| 2021 | Quasi-analytical solution of an investment problem with decreasing investment cost due to technological innovations Journal of Economic Dynamics & Control |
Ver |
| 2021 | Stepwise Investment in Circular Plastics under Policy Uncertainty, Environmental and Resource Economics |
Ver |
| 2021 | Preventing environmental disasters in investment under uncertainty Environmental and Resource Economics |
Ver |
| 2021 | Keyword Search over Schema-less RDF Datasets by SPARQL Query Compilation INFORMATION SYSTEMS |
Ver |
| 2020 | Optimal stopping of one-dimensional diffusions with integral criteria Journal of Mathematical Analysis and Applications |
Ver |
| 2020 | Green investment under time-dependent subsidy retraction risk Journal of Economic Dynamics & Control |
Ver |
| 2019 | The optimal stopping problem revisited Statistical Papers |
Ver |
| 2019 | Optimal Investment Decision Under Switching regimes of Subsidy Support European Journal of Operational Research |
Ver |
| 2019 | PRODUCTION PROCESSES WITH DIFFERENT LEVELS OF RISK: ADDRESSING THE REPLACEMENT OPTION REVSTAT STATISTICAL JOURNAL |
Ver |
| 2019 | Problemas de tempo tempo ótimo de paragem com critério integral Boletim da Sociedade Portuguesa de Estatística |
|
| 2018 | Hysteresis due to irreversible exit: Addressing the option to mothball Journal of Economic Dynamics and Control |
|
| 2018 | An investment model with switching costs and the option to abandon Mathematical Methods of Operations Research |
Paper presented at academic or professional meetings
| Ano | Título / Publicação | Link |
|---|---|---|
| 2023 | Influence of insurance in mitigating negative events in investment strategies |
|
| 2022 | Reinsurance treaty minimizing the ruin probability using a diffusion approximation |
|
| 2021 | The role of insurance in investment strategies |
Ver |
| 2021 | Investment in a Circular Economy Plastics under Policy Uncertainty |
Ver |
| 2021 | Time-symmetric optimal stochastic control problems in space-time domains |
Ver |
| 2019 | Production processes with different levels of risk: addressing the replacement option |
Ver |
| 2019 | Green investment under time-dependent subsidy retraction risk |
|
| 2019 | Investment with decreasing cost due to technological innovation improvements |
|
| 2019 | Investment with decreasing cost due to technological innovation improvements |
Ver |
| 2019 | Green investment under time-dependent subsidy retraction risk |
Ver |
| 2018 | Optimal Investment Decision Under Switching regimes of Subsidy Support |
Ver |
| 2018 | Optimal Investment Decision Under Switching regimes of Subsidy Support |
|
| 2018 | Optimal Investment Decision Under Switching regimes of Subsidy Support |
|
| 2017 | Optimal stopping of one-dimensional diffusions with integral criteria |
|
| 2017 | Optimal stopping of one-dimensional diffusions with integral criteria |
|
| 2016 | An Investment Model with Switching Costs and the Option to Abandon |
Thesis
| Ano | Título / Publicação | Link |
|---|---|---|
| 2018 | Stochastic optimization and decisions made under uncertainty |
|
| 2012 | ILLIQUID MARKETS AND HAMILTON-JACOBI-BELLMAN EQUATIONS |
Faculty research seminar
| Ano | Título / Publicação | Link |
|---|---|---|
| 2021 | Using data to understand the economic consequences of climate-related and extreme weather events. |
|
| 2020 | Green investment under time-dependent subsidy retraction risk |
|
| 2019 | Green investment under time-dependent subsidy retraction risk |
Ensino
2022/2023
| Semester | Curso | Graduação | Coordenação |
|---|---|---|---|
| 1º | Statistics I | Licenciatura Bolonha em Economics - Economics, Licenciatura Bolonha em Management - Management, Licenciatura Bolonha em Finance - Finance | Yes |
| 1º | Estatística I (G) | Licenciatura Bolonha em Finanças - Finanças, Licenciatura Bolonha em Gestão - Gestão | Yes |
| Ano | Aluno / Título / Instituição | Tipo | Link |
|---|---|---|---|
| 2021/2022 | OMAR MOHAMMAD INSURANCE PRODUCT IMPROVEMENT AND ESTIMATING THE SURCHARGE TO THE PURE PREMIUM Instituto Superior de Economia e Gestão |
Master | Ver |
| 2021/2022 | JOSÉ FILIPE GORDO NEVES CLIMATE CHANGE IMPACT ON NON-LIFE INSURANCE LIABILITIES: THE RIVER FLOOD CASE |
Master | Ver |
| 2020/2021 | SÍLVIA MONTEIRO OLIVEIRA The impact of insurance in investment strategies: a real options approach |
Master | Ver |
Experiência Profissional
| Nome / Descrição | Data | Organização |
|---|---|---|
| Professor assistente Professor assistente |
2010 - 2013 | Instituto Superior de Economia e Gestão |