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Identification

Personal identification

Full name
Ana Sofia Melo Monteiro

Citation names

  • Monteiro, Ana Sofia

Author identifiers

Ciência ID
D512-D50E-67BD

Languages

Language Speaking Reading Writing Listening Peer-review
Portuguese Advanced (C1) Advanced (C1) Advanced (C1) Advanced (C1)
Education
Degree Classification
2017/09/01 - 2022/07/14
Concluded
Doutoramento em Economia (Doutoramento)
Universidade de Coimbra Faculdade de Economia, Portugal
"Return Predictability and Portfolio Selection" (THESIS/DISSERTATION)
Approved with praise and distinction
2015/09/01 - 2017/07/14
Concluded
Master degree in Economics and Management (Mestrado)
Aarhus Universitet, Denmark
"Jumps and Volatility Modeling" (THESIS/DISSERTATION)
2011/09/01 - 2014/07/11
Concluded
Bachelor degree in Economics (Licenciatura)
Universidade do Porto Faculdade de Economia, Portugal
Affiliation

Science

Category
Host institution
Employer
2023/08 - Current Postdoc (Research) Universidade de Lisboa Unidade de Investigação sobre Complexidade e Economia, Portugal
ISEG Lisbon School of Economics and Management, Portugal
Outputs

Publications

Book chapter
  1. Conference proceeding Book IJUP'14. "Impact Assessment of the Possible Free trade Agreement between EU and Mercosur". In Conference proceeding Book IJUP'14. Porto, Portugal: University of Porto, 2014.
    Published
Journal article
  1. Monteiro, Ana Sofia. "US Stocks, Bonds, and REITs Predictability and Allocation (forthcoming)". Computational Economics (2023):
    Open access
  2. Ana Monteiro; Nuno Silva; Helder Sebastião. "Industry return lead-lag relationships between the US and other major countries". Financial Innovation (2023): https://doi.org/10.1186/s40854-022-00439-1.
    10.1186/s40854-022-00439-1
  3. Ana Monteiro; Helder Sebastião; Nuno Silva. "International evidence on stock returns and dividend growth predictability using dividend yields". Revista Contabilidade & Finanças 31 84 (2020): 473-489. https://doi.org/10.1590/1808-057x202009690.
    10.1590/1808-057x202009690
Working paper
  1. Monteiro, Ana Sofia. 2018. "Predictability of stock returns and dividend growth using dividend yields: An international approach". https://www.uc.pt/uid/ceber/working-paper?key=5eb431b0.
Activities

Oral presentation

Presentation title Event name
Host (Event location)
2022/03/09 Industry Lead Lag Relationships between the US and other developed Countries CeBer Research Seminars
CeBer (Coimbra, Portugal)
2021/07/05 Multi-asset return Predictability using VAR's 11th Portuguese Finance Network Conference
University of Minho (Braga, Portugal)
2021/06/28 International Portfolio Selection with Machine-Learning and Asymmetric Dynamic Conditional Correlations 41st International Symposium on Forecasting
International Institute of Forecasters
2021/06/25 Portfolio Selection with Multivariate Machine Learning Asymmetric DCC model The Nineteenth Annual European Economics and Finance Society - EEFS Conference
European Economics and Finance Society and Department of Economics, City, University of London (London, United Kingdom)
2021/05/28 Multi-asset return predictability using VARs Annual Conference ITFA 2021
The International Trade and Finance Association (United Kingdom)
2020/11/25 Multi-asset return predictability using VARs CeBer Research Seminars
CeBER University of Coimbra (Coimbra, Portugal)
2018/05/25 Predictability under agent based models Simulação com ABMS:da Ecologia À Economia" Universidade de Tras-os-Montes e Alto Douro (UTAD)
Universidade de Trás-os-Montes e Alto Douro (Vila Real, Portugal)
2014/05/01 An Impact assessment of the Possible FTA between EU and Mercosur 7TH Meeting of Young Researchers of University of Porto
Universidade do Porto (Porto, Portugal)

Event participation

Activity description
Type of event
Event name
Institution / Organization
2021/01 - 2021/06 Econometrics and Business Analytics Seminar Series with authors such as: Stefan Wager, Stanford University; Andrew Patton, Duke University; Torben Andersen, Northwestern University (Kellogg) and CREATES.
Seminar
Econometrics and Business Statistics Seminar Series, CREATES, Aarhus University
Aarhus Universitet, Denmark
2020/09/01 - 2021/06 CeBER Research Seminars
Conference
CeBer Research Seminars
Universidade de Coimbra Faculdade de Economia, Portugal
2021/03/16 - 2021/03/17 Second Big Data and Economic Forecasting workshop The European Commission
Workshop
Big Data and Forecasting of Economic Developments
European Commission, Belgium
2021 - 2021 Formação iiiUC - Ferramentas de apoio à investigação:
Workshop
Formação iiiUC - Ferramentas de apoio à investigação:
Universidade de Coimbra, Portugal
2021 - 2021 Inside the Circular Economy: Beyond the Basic Inside the Circular Economy: Beyond the Basic
UPTEC Associação de Transferência de Tecnologia da Asprela, Portugal
2019 - 2021 Blockchain and Bitcoin. An informed (probable) opinion
Seminar
Seminário - Partilha de dinâmicas de inovação: Blockchain, Bitcoin e educação Faculdade de Psicologia e de Ciências da Educação da Universidade de Coimbra (Coimbra, Portugal)
Universidade de Coimbra, Portugal
2019/12/16 - 2019/12/17 Workshop - Reproducible Research and Modern Data Analysis: Concepts, Skills and Tools
Workshop
Workshop - Reproducible Research and Modern Data Analysis: Concepts, Skills and Tools
Banco de Portugal, Portugal
2019/11/06 - 2019/11/07 Autumn School 2019 Hierarchical Linear Modelling
Seminar
Autumn School 2019 Hierarchical Linear Modelling
Universidade de Coimbra, Portugal
2019/07/02 - 2019/07/03 LIBRA: Consequências, Oportunidades e Ameaças
Conference
LIBRA: Consequências, Oportunidades e Ameaças
Universidade do Porto Porto Business School, Portugal
2019/03/22 - 2019/03/22 Regulação e Supervisão Bancária na Área do Euro, 2019 Details: 22th March 2019 in Faculdade de Economia do Porto, University of Porto, Porto, Portugal.
Conference
Regulação e Supervisão Bancária na Área do Euro, 2019
Universidade do Porto, Portugal
2018/10/03 - 2018/10/04 Autumn School 2018 "Asset price dynamics and forecasts incorporating options information" Details: Center for Business and Economics Research (CeBER), 3th and 4th October 2018, Coimbra, Portugal.
Conference
Autumn School 2018
Universidade de Coimbra, Portugal
2016 - 2016 Econometric Models of Climate Change. Denmark. 2016. Details: Econometric Models of Climate Change". University of Oxford, Oxford, United Kingdom, Aarhus University, Denmark.
Conference
Econometric Models of Climate Change". University of Oxford, Oxford, United Kingdom, Aarhus University, Denmark.
Aarhus Universitet, Denmark
2012/04/01 - 2012/04/05 Second International Annual Conference The present economic and sovereign debt crisis. 2012. Details: "The present economic and sovereign debt crisis: Evaluation and the way out". University of Porto. Porto, Portugal.
Conference
The present economic and sovereign debt crisis: Evaluation and the way out"
Universidade do Porto, Portugal
2012/01/02 - 2012/01/05 Sixth Annual Meeting of the Portuguese Economic Journal. Portugal. 2012. Details: "Sixth Annual Meeting of the Portuguese Economic Journal. School of Economics and Management", Faculdade de Economia do Porto, University of Porto, Porto, Portugal.
Conference
Sixth Annual Meeting of the Portuguese Economic Journal. School of Economics and Management"
Universidade do Porto, Portugal