Faculty and ResearchExpert Guide

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

Refereed Journal Articles

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

(2023).

Tax Policies and Agency Costs.

Journal of Financial Research

.

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

(2022).

Tax Policies and Agency Costs.

Journal of Financial Research

.

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

(2022).

Capital Structure and the Yield Curve.

Review of Corporate Finance Studies

.

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)

.