Education
| 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) |
Publications & Citations
Journal article
| Year | Title / Publication | Link |
|---|---|---|
| 2024 | The impact of hurricanes on a property portfolio: an empirical study based on loss data in Portugal Managerial Finance |
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| 2024 | Pathwise Stochastic Control and a Class of Stochastic Partial Differential Equations Journal of Optimization Theory and Applications |
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| 2023 | Investment in two alternative projects with multiple switches and the exit option. Mathematics and Financial Economics |
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| 2023 | The interplay between technology options, market uncertainty, and policy in zero-carbon investment decisions Energy Economics |
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| 2023 | Preventive investment, malfunctions and liability International Journal of Production Economics |
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| 2021 | Time-symmetric optimal stochastic control problems in space-time domains Optimization |
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| 2021 | Quasi-analytical solution of an investment problem with decreasing investment cost due to technological innovations Journal of Economic Dynamics & Control |
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| 2021 | Stepwise Investment in Circular Plastics under Policy Uncertainty, Environmental and Resource Economics |
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| 2021 | Preventing environmental disasters in investment under uncertainty Environmental and Resource Economics |
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| 2021 | Keyword Search over Schema-less RDF Datasets by SPARQL Query Compilation INFORMATION SYSTEMS |
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| 2020 | Optimal stopping of one-dimensional diffusions with integral criteria Journal of Mathematical Analysis and Applications |
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| 2020 | Green investment under time-dependent subsidy retraction risk Journal of Economic Dynamics & Control |
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| 2019 | The optimal stopping problem revisited Statistical Papers |
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| 2019 | Optimal Investment Decision Under Switching regimes of Subsidy Support European Journal of Operational Research |
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| 2019 | PRODUCTION PROCESSES WITH DIFFERENT LEVELS OF RISK: ADDRESSING THE REPLACEMENT OPTION REVSTAT STATISTICAL JOURNAL |
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| 2019 | Problemas de tempo tempo ótimo de paragem com critério integral Boletim da Sociedade Portuguesa de Estatística |
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| 2018 | Hysteresis due to irreversible exit: Addressing the option to mothball Journal of Economic Dynamics and Control |
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| 2018 | An investment model with switching costs and the option to abandon Mathematical Methods of Operations Research |
Paper presented at academic or professional meetings
| Year | Title / Publication | Link |
|---|---|---|
| 2023 | Influence of insurance in mitigating negative events in investment strategies |
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| 2022 | Reinsurance treaty minimizing the ruin probability using a diffusion approximation |
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| 2021 | The role of insurance in investment strategies |
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| 2021 | Investment in a Circular Economy Plastics under Policy Uncertainty |
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| 2021 | Time-symmetric optimal stochastic control problems in space-time domains |
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| 2019 | Production processes with different levels of risk: addressing the replacement option |
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| 2019 | Green investment under time-dependent subsidy retraction risk |
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| 2019 | Investment with decreasing cost due to technological innovation improvements |
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| 2019 | Investment with decreasing cost due to technological innovation improvements |
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| 2019 | Green investment under time-dependent subsidy retraction risk |
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| 2018 | Optimal Investment Decision Under Switching regimes of Subsidy Support |
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| 2018 | Optimal Investment Decision Under Switching regimes of Subsidy Support |
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| 2018 | Optimal Investment Decision Under Switching regimes of Subsidy Support |
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| 2017 | Optimal stopping of one-dimensional diffusions with integral criteria |
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| 2017 | Optimal stopping of one-dimensional diffusions with integral criteria |
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| 2016 | An Investment Model with Switching Costs and the Option to Abandon |
Thesis
| Year | Title / Publication | Link |
|---|---|---|
| 2018 | Stochastic optimization and decisions made under uncertainty |
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| 2012 | ILLIQUID MARKETS AND HAMILTON-JACOBI-BELLMAN EQUATIONS |
Faculty research seminar
| Year | Title / Publication | Link |
|---|---|---|
| 2021 | Using data to understand the economic consequences of climate-related and extreme weather events. |
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| 2020 | Green investment under time-dependent subsidy retraction risk |
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| 2019 | Green investment under time-dependent subsidy retraction risk |
Teaching
2024/2025
| Semester | Course | Degree | Coordinator |
|---|---|---|---|
| 2º | Análise de Dados | Mestrado Bolonha em Métodos Quantitativos para a Decisão Económica e Empresarial - Métodos Quantitativos para a Decisão Económica e Empresarial | Yes |
| 2º | Estatística II | Licenciatura Bolonha em Gestão - Gestão | Yes |
| Year | Student Name / Title / Institution | Supervision Type | 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 |
Professional Experience
| Name / Description | Date | Organization |
|---|---|---|
| Professor assistente Professor assistente |
2010 - 2013 | Instituto Superior de Economia e Gestão |