Simon Business School

Faculty Profile

Alan Moreira
Assistant Professor
Phone: 585.273.3253
Office: 3-110G Carol Simon Hall

Bio

I was born and raised in Rio de Janeiro, Brazil, where I acquired my passion for economics and finance living through the (ultimately successful) monetarist experiments to conquest the Brazilian inflation. Currently, I'm an assistant professor of finance at University of Rochester Simon Graduate School of Business. From July 2011 to June 2017, I was an assistant professor of finance at Yale University Yale School of Management. I did my PhD in Financial Economics at the University of Chicago, graduating in 2011, and my undergraduate and master studies back in Brazil at the Rio de Janeiro Federal University and PUC-RJ respectively. I do research to understand how asset prices, financial intermediation, and the macroeconomy are related.

Teaching Interests

Quantitative investing, Risk Management, Macrofinance

Research Interests

Financial Intermediation, Asset Pricing, Monetary Policy

Professional History

Assistant Professor
University of Rochester, Simon Business School
July 2017 -
Assistant Professor of Finance
Yale University
July 2011 - June 2017

Education

University of Chicago, Booth School of Business - 2011
Ph D
Financial Economics
Pontificia Universidade Catolica do Rio de Janeiro (PUC-RIO) - 2006
MA
Economics
Universidade Federal do Rio de Janeiro (UFRJ) - 2003
BS
Industrial Engineering

Publications

2017
The macroeconomics of shadow banking
Contribution Type: Journal Article, Academic Journal
Journal/Publisher/Proceedings Publisher: The Journal of Finance
Volume: 72
Issue: 6
2017
Volatility-Managed Portfolios
Contribution Type: Journal Article, Academic Journal
Journal/Publisher/Proceedings Publisher: The Journal of Finance
Volume: 72
Issue: 4
2017
News implied volatility and disaster concerns
Contribution Type: Journal Article, Academic Journal
Journal/Publisher/Proceedings Publisher: Journal of Financial Economics
Volume: 123
Issue: 1
2011
Career concerns versus entrenchment in money management: quantifying limits to arbitrage using lockup maturities
Journal/Publisher/Proceedings Publisher: The University of Chicago

Current Research Programs

Low risk anomalies
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