José Faias

Senior Affiliate Professor
José Faias is the Academic Director of the MSc Programs in Finance and is a Senior Affiliate Professor of Finance at Católica Lisbon School of Business & Economics. He was the recipient of five CATÓLICA-LISBON Distinguished Teaching Awards between 2017 and 2021 at the master’s level.
He holds a PhD in Finance (NOVA SBE), an MSc in Statistics and Optimization (NOVA SST), an MBA (CATÓLICA-LISBON) and a BA ("Licenciatura") in Mathematics - Actuarial Sciences (NOVA SST). He was a visiting fellow at Harvard University and a visiting scholar at MIT. He has previously taught at NOVA SBE and worked in the insurance and investment banking industry.
His research interests lie in Empirical Finance including topics such as predictability, extreme events, stock market efficiency, risk management, investor heterogeneity, mergers and acquisitions, cat bonds, and quantitative portfolio management. His research was presented in the major conferences in Finance, Statistics, and Economics, and published in academic journals in the same fields. He has also received several research grants and awards for his research.
Paper

The diffusion of complex securities: The case of CAT bonds

CATÓLICA-LISBON Researcher(s): José Faias & José Corrêa Guedes
Insurance: Mathematics and Economics, Vol. 19, pp. 46-57, 2020
Paper

Out-of-Sample Stock Return Prediction Using Higher-Order Moments

CATÓLICA-LISBON Researcher(s): José Faias
Castel-Branco, T., International Journal of Theoretical and Applied Finance, Volume 21, Issue 6, 2018
Paper

Does Institutional Ownership Matter for International Stock Return Comovement?

CATÓLICA-LISBON Researcher(s): José Faias
Faias, J. & Ferreira, M., Journal of International Money and Finance, Vol. 78, pages 64-83, 2017
Paper

Optimal Option Portfolio Strategies: Deepening the Puzzle of Index Option Mispricing

CATÓLICA-LISBON Researcher(s): José Faias
Santa-Clara, P., Journal of Financial and Quantitative Analysis, vol. 52, issue 01, pages 277-303 , 2017