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Gerhard J. Barone Dr. Hanumant Yadav Jack Jonck DOĞANAY, Mehmet Mete Bernardo Balboni G. Eddy Birrer Cem Behar Bin Ke Cengiz Kallek Michael Frese Engin Akarli Andrew M. Brajcich Robert Lee Ensar Gul Irene Elisabeth De Pater RUOLIAN FANG REMUS ILIES Geraldo Cerqueiro Timothy G. Coville Ghee Soon Lim View MoreJosé Faias
Assistant Professor
Business & Economics
Catolica Lisbon School of Business & Economics
Portugal
José Faias holds a PhD in Finance (FE-UNL), a MSc in Statistics and Optimization (FCT-UNL), an MBA (CATÓLICA-LISBON) and a BA ("Licenciatura") in Mathematics - Actuarial Sciences (FCT-UNL). He was a visiting fellow at Harvard University. He has previously taught at FE-UNL and worked in the insurance and investment banking industry. His research interests include empirical asset pricing and econometrics: option pricing, extreme events, regime switching models, international financial markets, risk management, and quantitative portfolio management.
His research interests include empirical asset pricing and econometrics: option pricing, extreme events, regime switching models, international financial markets, risk management, and quantitative portfolio management.