João Amaro de Matos (Vice-Rector)
João Amaro de Matos (Vice-Rector)
Professor

João Amaro de Matos is Vice Rector of Nova University, Lisbon, having joined Nova School of Business and Economics in 1995, where he has been Associate Dean for International Development (2005-2017) and Director of the PhD Programs. He worked for the European Foundation for Management Development (EFMD) as an expert for the internacionalization of Cuban Universities, was a member of the International Board of the Strasbourg Business School, and was a member of the Executive Board (2007-2017) of the Community of European Management Schools (CEMS), chairing its Research and Doctoral Education Comittee (2008-2012) and its Quality Assessment Comittee (2015-2017). He holds a Ph.D. in Management (1995) from INSEAD and a PhD in Physics (1988) from Sao Paulo University. He was a visiting scholar at Heidelberg University (1988-89), at the London School of Economics (2002), and at the MIT (2012). He teaches Corporate Finance, Investments, Derivatives, Risk Management and Continuous-Time Finance at all levels. Additionally, João Amaro de Matos has taught in various European and Brazilian schools such as INSEAD, HEC Geneva, INSPER and Getúlio Vargas Foundation. He is the author of the textbook "Theoretical Foundations of Corporate Finance", (Princeton University Press, 2001), and also of "Sustainability and Organizational Change Management", (Routledge, 2015). He wrote more than 50 scientific works among books, chapters, papers, and conference proceedings. His research has been published in journals such as the Journal of Econometrics, European Journal of Finance, Mathematical Finance, Journal of Statistical Physics and Physica A, among others. João Amaro de Matos has participated in numerous conferences and seminars and has supervised many MSc and PhD thesis in the area of Finance and Economics. He has founded and organized since 2007 the annual Luso-Brazilian Finance Meetings.

1995 - Ph.D. in Management - INSEAD, Major in Finance

1988 - Ph.D. in Physics - Instituto de Física at Universidade de São Paulo

1984 - Master in Physics - Instituto de Física at Universidade de São Paulo

1983 - Bachelor in Business Administration - Fundação Getúlio Vargas

1981 - Bachelor in Physics - Universidade de São Paulo

Finance. Incomplete markets; derivatives and risk management; corporate governance and network analysis.

  • de Carvalho, Antonio Gledson, Amaro de Matos, João, Pinheiro, Douglas Beserra (2020). Determinants of price stabilisation in initial public offerings. International Journal of Banking, Accounting and Finance, 11 (3), 411-433.
  • Amaro de Matos, Joao, Mergulhao, Joao (2018). Debt, information asymmetry and bankers on board. JOURNAL OF NETWORK THEORY IN FINANCE, 4 (1), 39-64.
  • Amaro de Matos, João, Lacerda, Ana (2016). Randomized stopping times and early exercise for american derivatives in dry markets. Journal of Mathematical Finance, 6 (5), 842-865.
  • Almeida Costa, Luis, Amaro de Matos, João (2014). Attitude change in arbitrarily large organizations. Computational and Mathematical Organization Theory, 20 (3), 219-251.
  • Amaro de Matos, João, Silva, Nuno (2014). Consuming durable goods when stock markets jump: a strategic asset allocation approach. Journal of Economic Dynamics and Control, 42, 86-104.
  • Amaro de Matos, João, Clegg, Stewart (2013). Sustainability and organizational change. Journal of Change Management, 13 (4), 382-386.
  • Guerreiro, Ariel, Amaro de Matos, João (2013). Referenda outcomes and the influence of polls: a social network feedback process. SSRN Electronic Journal.
  • Amaro de Matos, João, Mergulhao, Joao (2012). Directors' network and the method of payment in mergers and acquisitions. SSRN Electronic Journal, , 1-23.
  • Amaro de Matos, João, Funchal, Bruno (2012). Investment in education and strategic asset allocation. SSRN Electronic Journal.
  • Amaro de Matos, João, Dilão, Rui, Ferreira, Bruno (2009). On the value of European options on a stock paying a discrete dividend. Journal Of Modelling In Management, 4 (3), 235-248.
  • Amaro de Matos, João, Ferreira, Miguel A., Matos, Pedro P., Mergulhao, Joao (2009). The network centrality of influential bankers: a new capital structure determinant. SSRN Electronic Journal.
  • Amaro de Matos, João, Barros, Pedro P., Pereira, Inacia Pacheco (2009). The voting paradox and social networks: an empirical analysis. SSRN Electronic Journal.
  • de Carvalho, Antonio Gledson, Calomiris, Charles W., Amaro de Matos, João (2008). Venture capital as human resource management. Journal of Economics and Business, 60 (3), 223-255.
  • Lacerda, Ana, Amaro de Matos, Joao (2008). American Derivatives in Dry Markets. SSRN Electronic Journal.
  • Amaro de Matos, João, Fernandes, Marcelo (2007). Testing the Markov property with high frequency data. Journal of Econometrics, 141 (1), 44-64.
  • Amaro de Matos, João, Lacerda, Ana (2006). Dry markets and statistical arbitrage bounds for European derivatives. SSRN Electronic Journal.
  • Amaro de Matos, João, Lacerda, Ana (2006). Equilibrium bid-ask spread of European derivatives in dry markets. SSRN Electronic Journal.
  • Almeida Costa, Luís, Amaro de Matos, João, Cunha, Miguel Pina e (2004). The manager as change agent: communication channels, timing of information, and attitude change. International Studies of Management & Organization, 33 (4), 65-93.
  • Amaro de Matos, João, Lacerda, Ana (2004). Dry markets and superreplication bounds of American derivatives. SSRN Electronic Journal.
  • Amaro de Matos, João, Barros, Pedro P. (2004). Social norms and the paradox of elections' turnout. Public Choice, 121 (1-2), 239-255.
  • Amaro de Matos, João, Antão, Paula (2003). Market illiquidity and bounds on European option prices. European Journal of Finance, 9 (5), 475-498.
  • Almeida Costa, Luís, Amaro de Matos, João (2002). Towards an organizational model of attitude change. Computational and Mathematical Organization Theory, 8 (4), 315-335.
  • Amaro de Matos, João, Do Rosário, João Sobral (2002). Market power and feedback effects from hedging derivatives. International Journal of Theoretical and Applied Finance, 05 (08), 845-875.
  • Amaro de Matos, João (2001). MSM estimators of European options on assets with jumps. Mathematical Finance, 11 (2), 189-203.
  • Amaro de Matos, João, Antão, Paula (2001). Super-replicating bounds on European option prices when the underlying asset is illiquid. Economics Bulletin, 7 (1), 1-7.
  • Amaro de Matos, João, Fernandes, Marcelo (2001). Testing the Markov Property With Ultra-High Frequency Financial Data. SSRN Electronic Journal.
  • Amaro de Matos, Joao, Antão, Paula (2000). Market Illiquidity and the Bid-Ask Spread of Derivatives. SSRN Electronic Journal.
  • Amaro de Matos, João, Rosario, Joao (2000). The equilibrium dynamics for an endogeneous bid-ask spread in a monopolistic financial market. SSRN Electronic Journal.
  • Amaro de Matos, João, Segundo, J A Baeta, Perez, J F (1992). Fluctuations in dilute antiferromagnets: Curie-Weiss models. Journal of Physics A: Mathematical and General, 25 (10), 2819-2830.
  • Amaro De Matos, J. M. G., Patrick, A. E., Zagrebnov, V. A. (1992). Random infinite-volume Gibbs states for the Curie-Weiss random field Ising model. Journal Of Statistical Physics, 66 (1-2), 139-164.
  • Amaro De Matos, J. M. G., Perez, J. Fernando (1991). Fluctuations in the Curie-Weiss version of the random field Ising model. Journal Of Statistical Physics, 62 (3-4), 587-608.
  • Matos, J. M. G. Amaro De, Perez, J. Fernando (1988). Fluctuations in the Curie-Weiss Version of the Ising Model with Random Field. Epl, 5 (3), 277-281.
  • Clegg, Stewart, Amaro de Matos, João (2016). Sustainability and organizational change management. 1st ed. Routledge.
  • Amaro de Matos, João (2001). Theoretical foundations of corporate finance. Princeton University Press.
  • De Carvalho, Antonio Gledson, Amaro de Matos, João, Pinheiro, Douglas Beserra, Mello, Marcio (Oct 2015), 27 p., Conflicts of interest in the underwriting of IPOs and price stabilization.