• Education Open or Close

    Ph D, University of Rochester, Economics, 1999.

    MS, University of Rochester, Economics, 1997.

    BA, Universidade Catolica Portuguese, Lisbon, Economics, 1992.

  • PublicationsOpen or Close

    Journal Articles:

      Albuquerque, R., Miao, J., (2014). Advance Information and Asset Prices. Journal of Economic Theory,

      Albuquerque, R., Miao, J., (2013). CEO Power, Compensation, and Governance. Annals of Economics and Finance, 14(2), 417-452.

      Albuquerque, R., (2012). Skewness in Stock Returns: Reconciling the Evidence on Firm versus Aggregate Stock Returns. Review of Financial Studies, 25(5), 1630-1673.

      Albuquerque, R., (2010). Comment on: Optimal taxation in the presence of bailouts. Journal of Monetary Economics, 57(1), 117-119.

      Albuquerque, R., Schroth, E., (2010). Quantifying private benefits of control from a structural model of block trades. Journal of Financial Economics, 96(1), 33-55.

      Albuquerque, R., Bauer, G., Schneider, M., (2009). Global Private Information in International Equity Markets. Journal of Financial Economics, 94(1), 18-46.

      Albuquerque, R., Vega, C., (2009). Economic News and International Stock Market Co-Movement. Review of Finance, 13(3), 401-465.

      Albuquerque, R., de Francisco, E., Marques, L., (2008). Marketwide Private Information in Stocks: Forecasting Currency Returns. Journal of Finance, 63(5), 2297-2343.

      Albuquerque, R., (2008). The Forward Premium Puzzle in a Model of Imperfect Information. Economics Letters, 99(3), 461-464.

      Albuquerque, R., Wang, N., (2008). Agency Conflicts, Investment, and Asset Pricing. Journal of Finance, 63(1), 1-40.

      Albuquerque, R., (2007). Optimal Currency Hedging. Global Finance Journal, 18(1), 16-33.

      Albuquerque, R., Bauer, G., Schneider, M., (2007). International Equity Flows and Returns: A Quantitative Equilibrium Approach. The Review of Economic Studies, 74(1), 1-30.

      Albuquerque, R., Loayza, N., Serven, L., (2005). World Market Integration Through the Lens of Foreign Direct Investors. Journal of International Economics, 66(2), 267-295.

      Albuquerque, R., Hopenhayn, H., (2004). Optimal Lending Contracts and Firm Dynamics. Review of Economic Studies/Blackwell Publishers, 71(2/247), 285-315.

      Albuquerque, R., (2003). The Composition of International Capital Flows: Risk Sharing through Foreign Direct Investment. Journal of International Economics, 61(2), 353-383.

      Albuquerque, R., Rebelo, S., (2000). On the Dynamics of Trade Reform. Journal of International Economics, 51(1), 21-48.

      Albuquerque, R., Neves, P. D., (1995). The Effects of the Value Added Tax on Income Distribution in Portugal (in Portugese). Bank of Portugal Quarterly Bulletin Series,

      Albuquerque, R., Gouveia, M., (1994). Wage Distribution in Portugal: 1980 and 1990 (in Portugese). Bank of Portugal Quarterly Bulletin Series,

      Albuquerque, R., Schroth, E., (Accepted). The Value of Control and the Costs of Illiquidity. Journal of Finance,

  • General ServiceOpen or Close

    Service to the School:

      School of Management, Curriculum Development Activities, Concentration Liaison. (September 2013 - August 2014).
      Among other things he Concentration Liaison serves as the point person for students with questions about the concentration. While our students donít require a faculty memberís signature to declare a concentration, the person in the Liaison role must still be knowledgeable regarding the curriculum (especially the courses making up the IM concentration) and willing to spend time chatting with undergraduates. I donít think itís a huge time burden, as IM is a small concentration, but there will likely be some students with questions.

  • Conference ActivitiesOpen or Close

      4th Conference on Macro-Finance Linkages, Boston University and the Federal Reserve Bank of Boston, Committee Member. (October 4, 2013 - October 5, 2013).

  • Editorial And Review ActivitiesOpen or Close

    Albuquerque, R., Financial Research Letters, Associate Editor, International, Standing Editorship (Edited Multiple Publications), Appointed, Academic. (February 3, 2013 - Present).

  • Academic, Military and Professional PositionsOpen or Close

    Associate Editor, Finance Research Letters. (February 3, 2013 - Present).

  • Awards and HonorsOpen or Close

    Best Paper Award, Geneva Summit on Sustainable Finance, Research. (March 3, 2013).

    For paper on Corporate Social Responsibility and Asset Pricing

    Inquire Third Prize, Inquire Europe, Research. (March 3, 2013).
    2012-2013 prize for Fall 2012 Conference awarded in 3/2013.

  • BroadcastsOpen or Close


      Geracao Cientista (The Scientific Generation), 02/17/2007, Portuguese Public Network Television-Canal2.

  • Web LinksOpen or Close