Overview
The Finance Research Group works both on theoretical and empirical issues in mainstream research areas such as corporate finance, asset pricing (both theoretical and empirical), banking and other financial institutions, mathematical finance and monetary policy, focusing on changes and innovation in financial markets.
Facts and Numbers
Main Areas of Research
Finance Research Group main areas of research:
Asset Pricing
Financial intermediaries (Banks, Venture Capital, Private Equity and Fintechs)
Corporate Finance
Financial Derivatives
Research Strands
For 2018-2022, the Finance Research Group (FRG) is focused on 5 research strands, namely:
Corporate financial decisions of intermediaries (banks, venture capital and private equity firms and fintechs)
Capital market implications of corporate financial reporting
Inferring the degree of markets integration from the behavior of mutual fund investors
Pricing complex financial instruments, and contributing to transparency and pricing efficiency
New estimators of realized variance and of the variance risk premium
Financing of small and medium corporates by intermediaries during crises situations
Our Researchers
The Finance Research Group includes faculty members from Iscte and other institutions, as well as research oriented former Ph.D. Students.
