Matos, João Amaro de

Matos, João Amaro de

Associate Professor | Associate Dean

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João Amaro de Matos is Associate Dean for International Affairs of the Nova School of Business and Economics since 2005. He is also Director of the Ph.D. Program and CEMS Director at Nova SBE. João Amaro de Matos joined Nova SBE in 1995 and is Associated Professor of Finance since 2005. He has a Ph.D. in Management from INSEAD, with a major in Finance, and a Ph.D. in Physics from the Universidade de São Paulo, Brazil.

At Nova SBE he teaches Corporate Finance, Investments, Options, Risk Management and Continuous-Time Finance in the undergraduate and graduate programs, MBA and in the Ph.D. programs. He has also participated in various dissertation committes and has been advisor of Ph.D. and M.Sc. candidates. Additionally, João Amaro de Matos has taught in various European and Brazilian schools such as INSEAD, London School of Economics, HEC in Geneve and Fundação Getúlio Vargas in Brazil.

João Amaro de Matos is the author of the finance book Theoretical Foundations of Corporate Finance, published by Princeton University Press. He has published in numerous academic journals such as the Journal of Modelling Management, Journal of Economics and Business, Journal of Econometrics, European Journal of Finance, International Journal of Theoretical and Applied Finance and Mathematical Finance, among others. João Amaro de Matos has been invited to participate in numerous conferences and seminars.

João Amaro de Matos is Chair of the CEMS Committee for Research and Doctoral Education, elected in May 2010. He has organized every year since 2007 the annual Luso-Brazilian Finance Meeting.

Education

  • Ph.D. in Management, 1995, INSEAD. Major in Finance
  • Ph.D. in Physics, 1988, Instituto de Física at Universidade de São Paulo
  • M.Sc. in Physics, 1984, Instituto de Física at Universidade de São Paulo
  • B. Sc. in Business Administration, 1983, Fundação Getúlio Vargas
  • B.Sc. in Physics, 1982, Universidade de São Paulo

Interests

Incomplete markets, derivatives and risk management, corporate governance and network analysis.

Publications

Matos, João Amaro de and Nuno Silva. 2014. "Consuming Durable Goods When Stock Markets Jump: A Strategic Asset Allocation Approach". Journal of Economic Dynamics and Control, 42, 86-104.

Costa, Luís Almeida and João Amaro de Matos. 2014. "Attitude Change in Arbitrarily Large Organizations". Computational and Mathematical Organization Theory, Volume 20, issue 3, pp. 219-251

Matos, João Amaro de and Stewart Clegg. 2013. "Sustainability and Organizational Change". Journal of Change Management, 14(4), 382-86.

Matos, João Amaro de, Rui Dilão and Bruno Ferreira. 2009. "On the value of European options on a stock paying a discrete dividend", Journal of Modelling in Management, Vol. 4 Iss: 3, pp.235 - 248

Carvalho, Antonio Gledson de,  Charles W. Calomiris and João Amaro de Matos. 2008. "Venture capital as human resource management." Journal of Economics and Business, 60(3), 223-255.

Matos, João Amaro de and Marcelo Fernandes. 2007. "Testing the Markov property with high frequency data." Journal of Econometrics, 141(1), 44–64

Matos, João Amaro de and Pedro Pita Barros. 2004. "Social Norms and the Paradox of Elections’ Turnout." Public Choice 121(1-2), 239-255

Matos, João Amaro de and Paula Antão. 2003. "Market Illiquidity and Bounds on European Option Prices". European Journal of Finance, 9 (5), 475-498

Costa, Luís Almeida, João Amaro de Matos and Miguel Pina e Cunha. 2003. "The Manager as Change Agent: Organizational Design and Attitude Change" International Studies in Management and Organizations, 38 (4)

Costa, Luís Almeida and João Amaro de Matos. 2002. "Towards an Organizational Model of Attitude Change". Computational & Mathematical Organization Theory, 8 (4), pp 315-335

Matos, João Amaro de and Joao Sobral do Rosario. 2002. "Market Power and Feedback Effects from Hedging Derivatives." International Journal of Theoretical and Applied Finance,  5(8), 845-875

Matos, João Amaro de and Paula Antão. 2001. "Super-replicating Bounds on European Option Prices when the Underlying Asset is Illiquid",Economics Bulletin, 7(1), 1-7

Matos, João Amaro de. 2001. "MSM Estimators of European Options on Assets with Jumps" Mathematical Finance, 11 (2), 189-203

Books

Matos, João Amaro de. 2001. "Theoretical Foundations of Corporate Finance." Princeton University Press.