معرفی
Andrea Meireles serves as Assistant Professor in the Department of Finance at ISCTE Business School, ISCTE-University Institute of Lisbon, where she teaches core finance courses across undergraduate and graduate programs including Investments, Investment Portfolio Management, and Credit Risk.
Her academic credentials include:
- PhD in Mathematics (Probability and Stochastic Analysis) from University of Edinburgh (2014)
- Master's degree in Financial Mathematics from ISCTE-University Institute of Lisbon (2009)
- Bachelor's degree in Mathematics from University of Lisbon - Faculty of Sciences (2007)
Dr. Meireles' research pioneers the integration of behavioral economics with rigorous mathematical finance, focusing on reference-dependent utility functions, model uncertainty in discrete-time markets, and optimal portfolio strategies for behavioral investors. Her work bridges theoretical probability with practical financial decision-making, addressing critical gaps in understanding how psychological anchors influence market participation and investment choices.
Analysis of her 2012-2023 publications reveals consistent contributions to top-tier journals like Mathematical Finance and Mathematics of Operations Research, demonstrating evolving expertise from foundational continuous-time portfolio theory toward contemporary behavioral market microstructure analysis. Her recent work increasingly examines endogenous anchor formation and its systemic market implications.
She currently supervises Master's dissertation research on interest rate model calibration for inflation-protected securities, specifically guiding Alexandre Miguel Furtado Silva's 2025 project implementing the Jarrow-Yildirim HJM framework for nominal and real rate modeling.
