Diogo Duarte

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

Ryder Systems Research Fellowship

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, V., Duarte, D., & Silva, D. H.

    (2024).

    Machine Learning for Continuous-Time Finance.

    Review of Financial Studies

    .

  • Duarte D., Duarte V., Caglayan M. O., & Lu X.

    (2024).

    Compounding Money and Nominal Price Illusions.

    Management Science

    .

  • Duarte D., Caglayan M. O., & Lu X.

    (2024).

    Variance of Deviation from Optimal Leverage.

    Journal of Financial Research

    .

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

    (2023).

    Tax policies and agency costs.

    JOURNAL OF FINANCIAL RESEARCH

    , 46(null)

    .

  • 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)

    .

  • 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)

    .

Show more