| Type | Program | Institution | Year |
|---|---|---|---|
| PhD | Mathematics (Probability and Stochastic Analysis) | University of Edinburgh | 2014 |
| M.Sc. | Matemática Financeira | ISCTE-Instituto Universitario de Lisboa | 2009 |
| Licenciate | Matemática | Universidade de Lisboa - Faculdade de Ciencias | 2007 |
Meireles, A., Paolo Guasoni & Andrea Meireles‐Rodrigues (2023). Reference dependence and endogenous anchors. Mathematical Finance. 34 (3), 925-976, Ciência-IUL
Meireles, A., Paolo Guasoni & Andrea Meireles-Rodrigues (2020). Reference Dependence and Market Participation. Mathematics of Operations Research. 45 (1), 129-156, Ciência-IUL
Meireles, A., Miklós Rásonyi & Andrea Meireles‐Rodrigues (2020). On utility maximization under model uncertainty in discrete‐time markets. Mathematical Finance. 31 (1), 149-175, Ciência-IUL
Laurence Carassus, Miklós Rásonyi & Meireles, A. (2015). Non-concave utility maximisation on the positive real axis in discrete time. Mathematics and Financial Economics. 9 (4), 325-349, Ciência-IUL
Vilela Mendes, R., Oliveira, M. J. & Meireles-Rodrigues, A. (2015). No-arbitrage, leverage and completeness in a fractional volatility model. Physica A. 419, 470-478, Ciência-IUL
Miklós Rásonyi & Meireles, A. (2014). Continuous-Time Portfolio Optimisation for a Behavioural Investor with Bounded Utility on Gains. Electronic Communications in Probability. 19 (none), Ciência-IUL
Miklós Rásonyi & Meireles, A. (2012). Optimal portfolio choice for a behavioural investor in continuous-time markets. Annals of Finance. 9 (2), 291-318, Ciência-IUL
