António Manuel Rodrigues Guerra Barbosa
- Profile
- Academic Activities
- Scientific Activities
- Other Activities
Type | Program | Institution | Year |
---|---|---|---|
Finanças | Carnegie Mellon University | 2009 | |
Finanças | ISCTE-IUL - Instituto Superior Ciências Trabalho e da Empresa | 2003 | |
Economia | Universidade Algarve | 2001 |
Curricular Courses
Supervisions
Master Thesis
Radu Cebotari, "Medição e gestão do Value-at-Risk de uma carteira de ações e obrigações", António Manuel Rodrigues Guerra Barbosa, Master Thesis, Concluded, 2023
Daniel Filipe Miguel Soares, "Impacto de uma Pandemia e a sua gestão no risco de mercado: Análise de Values-at-Risk", António Manuel Rodrigues Guerra Barbosa, Master Thesis, Concluded, 2022
Lúcia Gonçalves Nunes, "Impacto do cash-flow mapping no cálculo do VaR em portefólios de obrigações", António Manuel Rodrigues Guerra Barbosa, Master Thesis, Concluded, 2022
Rafael Manuel Vaz Lima, "Podemos melhorar a precisão do Value-at-Risk com modelos de GARCH assimétricos e de memória longa?", António Manuel Rodrigues Guerra Barbosa, Master Thesis, Concluded, 2021
Bárbara Mendes Ferreira, "Os efeitos do risco sistémico em Portugal: abordagem CoVaR", António Manuel Rodrigues Guerra Barbosa, Master Thesis, Concluded, 2020
Diogo Filipe Meireles Gomes, "Avaliação comparativa de modelos VaR através de simulações de Monte Carlo", António Manuel Rodrigues Guerra Barbosa, Master Thesis, Concluded, 2020
Teresa Silva Galhardo Dutra Jónatas, "Medição do Risco Sistémico no Sistema Bancário do Sudeste Asiático: Uma Aplicação do CoVaR", António Manuel Rodrigues Guerra Barbosa, Master Thesis, Concluded, 2020
Guilherme Sousa Falcão Duarte Banhudo, "Otimização Adaptativa da Política de Valor de Risco: Uma Abordagem para Minimizar a Cobrança de Capital", António Manuel Rodrigues Guerra Barbosa, Master Thesis, Concluded, 2019
Vladimir Krecmer, "Volatilidade implícita: Podemos melhorar modelos VaR?", António Manuel Rodrigues Guerra Barbosa, Master Thesis, Concluded, 2018
Tomé Domingos Gomes, "Atividade de espaculação e cobertura de risco nos mercados de Futuros, relação com volatilidade e efeitos de causalidade.", António Manuel Rodrigues Guerra Barbosa, Master Thesis, Concluded, 2018
Ricardo João da Silva Gouveia, "Abordagem Saddle-point: avaliação de modelos de VaR na presença de perdas extremas", António Manuel Rodrigues Guerra Barbosa, Master Thesis, Concluded, 2018
Mário Rui dos Santos Seixas, "Optimal Value-at-Risk Policy: A model for minimizing the daily capital charge", António Manuel Rodrigues Guerra Barbosa, Master Thesis, Concluded, 2016
Telma Catarina Martins Gonçalves, "A Liquidez do Mercado Acionista Antecipa o Ciclo Económico na Europa?", António Manuel Rodrigues Guerra Barbosa, Master Thesis, Concluded, 2015
Li Zongyuan, "Does Contagion Really Matter? Real role of Greece in the sovereign bond crisis.", António Manuel Rodrigues Guerra Barbosa, Master Thesis, Concluded, 2015
Susana de Jesus Morais Queiroga Ferreira Amaral, "Saúde, espiritualidade e sentido: produção de cuidados em contexto hospitalar", António Manuel Rodrigues Guerra Barbosa, Master Thesis, Concluded, 2013
Ricardo Noutel de Matos Correia, "Can Reversal be Explained by Post-Earnings Announcement Drift or Momentum?", António Manuel Rodrigues Guerra Barbosa, Master Thesis, Concluded, 2012
Final Project
André Rodrigues Seatra Camelo, "Stochastic Evaluation of Deepwater Oil Prospects in Portugal using Monte Carlo Simulation", António Manuel Rodrigues Guerra Barbosa, Final Project, Concluded, 2013
Raquel Costa Carvalho Ruivo, "Backtesting VaR Models - An application to Caixa Geral de Depósitos", António Manuel Rodrigues Guerra Barbosa, Final Project, Concluded, 2012
Conference Proceedings
Barbosa, A. (2012). Differential Interpretation of Information and the Post-Announcement Drift: A Story of Consensus Learning. In Carlos Pinho, Mara Madaleno e Elisabete Vieira (Ed.), 2012 Portuguese Finance Network. (pp. 1-54). Aveiro, Ciência-IUL
Barbosa, A. (2012). Manipulation and Information Acquisition. In Laurence Blose and Vijay Gondhalekar (Ed.), 2012 Midwest Finance Association Annual Meeting. (pp. 1-51). New Orleans: Midwest Finance Association., Ciência-IUL
Barbosa, A. (2012). Manipulation and Information Acquisition. In Carlos Pinho, Mara Madaleno e Elisabete Vieira (Ed.), 2012 Portuguese Finance Network. (pp. 1-51). Aveiro, Ciência-IUL
International Communications
Oral Presentation
Barbosa, A. (2012). Differential Interpretation of Information and the Post-Announcement Drift: A Story of Consensus Learning. 2012 European Financial Management Association Conference., Ciência-IUL
Barbosa, A. (2012). Manipulation and Information Acquisition. ? 2012 Financial Management Association European Conference., Ciência-IUL
Barbosa, A. (2012). Manipulation and Information Acquisition. 2012 Midwest Finance Association Conference., Ciência-IUL
Barbosa, A. (2012). Manipulation and Information Acquisition. 2012 Eastern Finance Association Conference., Ciência-IUL
Barbosa, A. (2011). Manipulation and Information Acquisition. European Financial Management Association 2011 Annual Meetings., Ciência-IUL
Barbosa, A. (2011). Differential Interpretation of Information and the Post-Announcement Drift: A Story of Consensus Learning. 2011 Eastern Finance Association Annual Meetings., Ciência-IUL
Barbosa, A. (2011). Differential Interpretation of Information and the Post-Announcement Drift: A Story of Consensus Learning. 2011 Midwest Finance Association Annual Meeting., Ciência-IUL
Barbosa, A. (2011). Differential Interpretation of Information and the Post-Announcement Drift: A Story of Consensus Learning. 2011 Financial Management Association European Conference ., Ciência-IUL
National Communications
Oral Presentation
Barbosa, A. (2012). Manipulation and Information Acquisition. 2012 Portuguese Finance Network., Ciência-IUL
Barbosa, A. (2012). Differential Interpretation of Information and the Post-Announcement Drift: A Story of Consensus Learning. 2012 Portuguese Finance Network., Ciência-IUL
Academic Management Roles
(2022, 2026)
(2022, 2026)
(2022, 2026)
(2018, 2022)
(2018, 2022)
(2018, 2022)
(2017, 2019)
(2015, 2017)
(2014, 2018)
(2014, 2018)
(2014, 2018)
(2013, 2015)
(2012, 2013)