Faculty and ResearchExpert Guide

Diogo Duarte

Diogo Duarte

Assistant Professor
Department of Finance

College of Business
Florida International University

Modesto A. Maidique Campus
11200 S.W. 8th St, RB 210
Miami, FL 33199

(305) 348-5429
diogo.duarte@fiu.edu

https://sites.google.com/site/diogoduartephd

Education

  • Ph.D. in Mathematical Finance
    Boston University, Boston, Massachusetts
  • Master in Mathematical Methods
    Instituto Nacional de Matem├ítica 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

Refereed Journal Articles

Docgne, S., & Duarte, D.

(2022).

Price Uncertainty and Debt Covenants: Evidence from U.S. Oil Producers.

Review of Corporate Finance Studies

.

(Accepted)


Duarte, D., Dupoyet, B. V., Docgne, S., & Rouxelin, F.

(2022).

Tax Policies and Agency Costs.

Journal of Financial Research

.

(Accepted)


Duarte, D., Oztekin, O., & Saporito, Y. F.

(2022).

Capital Structure and the Yield Curve.

Review of Corporate Finance Studies

.

(Accepted)


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)

.


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)

.


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