António Manuel Rodrigues Guerra Barbosa
Contact
Information
ISCTE Business School
Lisbon University Institute
Office D5.29 (Building II)
Avenida das Forças Armadas
1600-083 Lisboa, Portugal
Phone (+351) 21 790 39 31
Cell (+351) 91 931 44 30
E-mail: [email protected]
Personal
Date of Birth: December 5, 1979
Citizenship: Portuguese
Languages: Portuguese (native) and English (fluent)
Research
Interests
Information Economics, Asset Pricing, Market Microstructure
Education
Carnegie Mellon University, Pittsburgh, USA
Ph.D. Industrial Administration (Finance)
Aug. 2005 - Dec. 2009
– Thesis: “Incorporation of Information in Asset Prices: Dynamic Trading and Manipulation”
– Committee: Burton Hollifield (advisor, chair), Richard Green and Bryan Routledge
– GPA: 4.21 (0-4.33 scale)
– Minor: Accounting
ISCTE Business School, Lisbon, Portugal
Mestrado (M.Sc.) Finance
Sep. 2001 - Dec. 2003
– Dissertation: “Beyond Coherence and Extreme Losses: An Analysis of Lower
Partial Moment as a Risk Management Tool”
– Committee: Miguel Ferreira (advisor), Clara Raposo (chair) and Alexandre Baptista
– Final Classification: Very Good
– GPA: 18 (0-20 scale)
University of Algarve, Faro, Portugal
Licenciatura (B.A.) Economics
Sep. 1997 - Jul. 2001
– GPA: 17 (0-20 scale)
Honors and
Awards
American Finance Association
Student travel grant - AFA 2009 Annual Meeting
1 of 3
2008
Carnegie Mellon University
William Larimer Mellon Award
2005-2009
Fundação para a Ciência e Tecnologia
Doctoral grant
2005-2009
University of Algarve
Merit award - best student in the program
Current and
Past
Appointments
Teaching
Experience
2001
ISCTE Business School, Lisbon, Portugal
Assistant Professor
Lecturer
since Jan. 2010
Feb. 2003 - Dec. 2009
University of Algarve, Faro, Portugal
Teaching Assistant
Feb. 2001 - Feb. 2003
ISCTE Business School, Lisbon, Portugal
– Graduate:
– Asset Pricing 2 (Ph.D)
2010
– Risk Management
2010
– Derivatives
2010
– Undergraduate:
– Financial Options
2003-2005
– Corporate Finance
2003-2005
– Investments
2005 and 2010
University of Algarve, Faro, Portugal
– Undergraduate:
– Cost Accounting
2001- 2002
Working Papers
– Optimal Learning, Overvaluation and Overinvestment
– Manipulation and Information Acquisition
– Differential Interpretation of Information and the Post-Announcement Drift: A
Story of Consensus Learning
– The Role of Information in the Discrepancy Between Average Prices and Expectations
Presentations
Tepper Seminar Series, “Differential Interpretation of Information and the PostAnnouncement Drift: A Story of Consensus Learning, Pittsburgh 2009
2 of 3
Other
Professional
Experience
FEFSS - Social Security Pension Fund, Portugal
Portfolio valuation
Technical Skills
Matlab, Mathematica, LATEX
3 of 3
Feb. 2001 to Jan. 2003