College of Business
Florida International University
Modesto A. Maidique Campus
11200 S.W. 8th St, RB 210
Miami, FL 33199
Phone: (305) 348-5429
Email: diogo.duarte@fiu.edu
Diogo Duarte
Associate Professor, Department of Finance
College of Business
Florida International University
Modesto A. Maidique Campus
11200 S.W. 8th St, RB 210
Miami, FL 33199
Phone: (305) 348-5429
Email: diogo.duarte@fiu.edu
Education
Ph.D. in Mathematical Finance
Boston University, Boston, Massachusetts
Master in Mathematical Methods
Instituto Nacional de Matemática Pura e Aplicada, Rio de Janeiro , Brazil
Courses Taught
- Financial Economics II
- Financial Futures and Fixed Income Investments
- Financial Risk Management-Financial Engineering
- Intermediate Finance
- Machine Learning Applications in Finance
- Quantitative Methods in Financial Analysis
- Special Topics in Finance
Publications
Duarte, D., Dupoyet, B. V., Docgne, S., & Rouxelin, F.
(2023).
Tax Policies and Agency Costs.
Journal of Financial Research
.
Duarte, D. ., Galindo, H. ., & Montecinos, A. .
(2022).
Leverage and capital utilization.
EUROPEAN JOURNAL OF FINANCE
, 28(null)
.
Duarte, D. ., Prieto, R. ., Rindisbacher, M. ., & Saporito, Y. F.
(2022).
Vanishing Contagion Spreads.
MANAGEMENT SCIENCE
, 68(null)
.
Duarte, D., Oztekin, O., & Saporito, Y. F.
(2022).
Capital Structure and the Yield Curve.
REVIEW OF CORPORATE FINANCE STUDIES
.
Docgne, S., & Duarte, D.
(2022).
Price Uncertainty and Debt Covenants: Evidence from U.S. Oil Producers.
REVIEW OF CORPORATE FINANCE STUDIES
.
Diaz, J. ., Duarte, D. ., Galindo, H. ., Montecinos, A. ., & Truffa, S. .
(2021).
The importance of large shocks to return predictability.
PACIFIC-BASIN FINANCE JOURNAL
, 68(null)
.
Duarte, D. ., & Prieto, R. .
(2020).
Equilibrium implications of interest rate smoothing.
QUANTITATIVE FINANCE
, 20(null)
.
Duarte, V. ., Duarte, D. ., Fonseca, J. ., & Montecinos, A. .
(2020).
Benchmarking machine-learning software and hardware for quantitative economics.
JOURNAL OF ECONOMIC DYNAMICS & CONTROL
, 111(null)
.
Duarte, D. ., Gil, H. G., & Montecinos, A. .
(2020).
The effects of risk aversion and money illusion on the components of dividend growth rate.
EUROPEAN JOURNAL OF FINANCE
, 26(null)
.
Duarte, D. ., & Saporito, Y. F.
(2019).
Endogenous asymmetric money illusion.
JOURNAL OF BANKING & FINANCE
, 109(null)
.