Research
I work in decision theory and other fields in economic theory such as game theory and asset pricing. My main interest is in decision under uncertainty, focusing on the definition of probability, non-Bayesian decision models, and related issues. I am also interested in finance models in continuous time and in computational implementations in the web and in smartphones (using C, C++, Java, Python, R and Matlab among others).
Research fields: decision theory, game theory, asset pricing.
Research interests: decision under uncertainty, definition of probabilility, non-Bayesian decision models, finance models in continuous time, computational implementations.
CV Lattes
ResearchGate
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Papers Published:
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Book on Microeconomics:
I am one of the authors of the book Microeconomia from Série Questões ANPEC:
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PhD Thesis in Economics, Graduate School of Economics at Getulio Vargas Foundation (EPGE/FGV-RJ):
MA Dissertation in Economics, Graduate School of Economics at Getulio Vargas Foundation (EPGE/FGV-RJ):
Specialization Monograph in System Developing with Java Technologies at Federal University of Juiz de Fora:
Specialization Monograph in Computational Methods in Statistics at Federal University of Juiz de Fora:
BA Monograph in Economics Science at Santa Ursula University (USU):
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Supervisions
Monographs that I would like to guide are those that are directly related to my research and my courses. If you are interested in supervision (monograph), read below and here.
I work in decision theory and other fields in economic theory such as game theory and asset pricing. My main interest is in decision under uncertainty, focusing on the definition of probability, non-Bayesian decision models, and related issues. I am also interested in finance models in continuous time.
With regard to my areas of training and interest, that is, those in which I have better conditions to guide, they fall broadly within the framework of economic theory (closer to mathematical economics) and finance (nearest of asset pricing, derivatives and risk). In addition, my interests (slightly more) specific lies in: i) theory of individual choice under risk and uncertainty (in the sense of Frank Knight) and their applications; ii) game theory (interdependent choice) and their applications, especially in industrial organization; iii) contract theory (problems in which occurs the presence of asymmetric information, such as moral hazard, adverse selection and signalling); iv) general equilibrium theory with financial assets, either in the presence of complete markets, either in incomplete markets; v) asset pricing; vi) derivatives (futures and options markets among others). In fact, this is a fairly wide area, with plenty of themes and objects to work. A good starting point to find more specific topics is in the content of the subjects of Microeconomics II and Asset pricing, derivatives and risk that I regularly offer in our undergraduate and whose programs you find here on the site. I'm also interested in behavioral economics and DSGE (Dynamic Stochastic General Equilibrium) models and its applications.
Other topics may be added to this page in the future. Eventually, some topics may be deleted. My research interest may vary over time. Look return to this page from time to time for you to upgrade.
In general, I try to motivate the student who would instruct to use the knowledge learned throughout their academic training. I believe that the most important is the student have the ability and be motivated to develop the theme. Students who have not yet chosen the theme and would like me to accompany them as a supervisor I suggest attending my courses because over the same make several suggestions for topics .
If you are also interested in the above topics or related issues that you believe could turn out to be a paper, you can find me in my room to talk. If you prefer, send me an e-mail ([email protected]) prior to schedule the conversation.
Research fields: decision theory, game theory, asset pricing.
Research interests: decision under uncertainty, definition of probabilility, non-Bayesian decision models, finance models in continuous time, computational implementations.
CV Lattes
ResearchGate
==========================================================================================
Papers Published:
- COIMBRA, Paulo C.; Bruno FUNCHAL; Fernando C. Galdi (2008), Corporate governance, bankruptcy law and firms’ debt financing under uncertainty, Corporate Ownership & Control, v. 6, p. 47-51.
- COIMBRA-LISBOA, Paulo C.; Rubens P. CYSNE (2007), Imposto Inflacionário e Transferências Inflacionárias no Mercosul e nos Estados Unidos, Estudos Econômicos, Instituto de Pesquisas Econômicas, v. 37 (2007), p. 01-12.
- COIMBRA-LISBOA, Paulo C.; Rubens P. CYSNE (2004), Imposto Inflacionário e Transferências Inflacionárias no Brasil: 1947 – 2003, Revista de Economia Política, v. 24, p. 620-624.
- COIMBRA, Paulo C., On the foundations of Knightian uncertainty theory: a survey, 2013.
- COIMBRA, Paulo C., Contamination of confidence, 2013.
- COIMBRA, Paulo C., An Axiomatic Approach to Contamination of confidence, 2013.
- COIMBRA, Paulo C., Nash Equilibrium under Uncertainty: An Explicit Soluction to the paradox of Breaking Down Backward Induction, 2013.
- COIMBRA, Paulo C., Portfolio Inertia and Contamination of Confidence, 2013.
- COIMBRA, Paulo C. e Sidney M. CAETANO, Transferências Arbitrárias de Renda e a Curva do Imposto Inflacionário, 2013.
- COIMBRA, Paulo C., Jadir SOARES JUNIOR, Bruno FUNCHAL, The Effects of the spread of computers in the brazilian market, 2011.
- COIMBRA, Paulo C., Edson GONCALVES, Option Princing under Ambiguity: Binomial Trees, Arbitrage and Black-Scholes, 2007.
- COIMBRA, Paulo C., Quando a presença de incerteza pode induzir à eliminação de estratégias fracamente dominadas, 2012.
- COIMBRA, Paulo C., Por que os familiares das vítimas de sequestro pagam o resgate? , 2012.
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Book on Microeconomics:
I am one of the authors of the book Microeconomia from Série Questões ANPEC:
- COIMBRA, Paulo C., Cristiane A. J. SCHIMIDT, Microeconomia: questões comentadas das provas de 2008 a 2017, 6a. Edição. Rio de Janeiro: Elsevier, 2017.
- COIMBRA, Paulo C., Cristiane A. J. SCHIMIDT, Microeconomia: questões comentadas das provas de 2006 a 2015, 5a. Edição. Rio de Janeiro: Elsevier, 2015.
- COIMBRA, Paulo C., Cristiane A. J. SCHIMIDT, Microeconomia: questões comentadas das provas de 2005 a 2014, 4a. Edição. Rio de Janeiro: Elsevier, 2014.
- COIMBRA, Paulo C., Cristiane A. J. SCHIMIDT, Microeconomia: questões comentadas das provas de 2004 a 2013, 3a. Edição. Rio de Janeiro: Elsevier, 2013.
- COIMBRA, Paulo C., Cristiane A. J. SCHIMIDT, Microeconomia: questões comentadas das provas de 2003 a 2012, 2a. Edição. Rio de Janeiro: Elsevier, 2012.
- COIMBRA, Paulo C., Cristiane A. J. SCHIMIDT, Microeconomia: questões comentadas das provas de 2002 a 2011, 1a. Edição. Rio de Janeiro: Elsevier, 2011.
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PhD Thesis in Economics, Graduate School of Economics at Getulio Vargas Foundation (EPGE/FGV-RJ):
- COIMBRA, Paulo C. (2009), On the contamination of confidence, EPGE/FGV-RJ.
- Sérgio Ribeiro da Costa Werlang (supervisor: Vice-President of Itaú-Unibanco Bank, Former Director of Central Bank of Brasil, Professor at EPGE/FGV-RJ; Ph.D. in Economics at Princeton University);
- José Heleno Faro (Professor at UFMG; Ph.D. in Mathematical Economics at IMPA/CNPq);
- Victor Filipe Martins-da-Rocha (Professor at EPGE/FGV-RJ; Doctorat en Mathématiques Appliquées et Applications - Paris 1 Panthéon Sorbonne);
- Humberto Moreira (Professor at EPGE/FGV-RJ; Ph.D. in Mathematical Economics at IMPA);
- Wilfredo Maldonato (Professor at UCB; Ph.D. in Mathematical Economics at IMPA).
MA Dissertation in Economics, Graduate School of Economics at Getulio Vargas Foundation (EPGE/FGV-RJ):
- COIMBRA, Paulo C. (2003), Individual choice under Knightian uncertainty: a survey, EPGE/FGV-RJ.
- Sérgio Ribeiro da Costa Werlang (supervisor: Vice-President of Itaú-Unibanco Bank, Former Director of Central Bank of Brasil, Professor at EPGE/FGV-RJ; Ph.D. in Economics at Princeton University);
- Aloísio Araujo (Professor at IMPA and EPGE/FGV-RJ; Ph.D. in Statistics at The University of California at Berkeley);
- Hugo Boff (Professor at UFRJ; Ph.D. in Economics at EPGE/FGV-RJ).
Specialization Monograph in System Developing with Java Technologies at Federal University of Juiz de Fora:
- COIMBRA, Paulo C. (2017), Aspectos teóricos e computacionais da equação de Black-Scholes.
Specialization Monograph in Computational Methods in Statistics at Federal University of Juiz de Fora:
- COIMBRA, Paulo C. (2015), Intervalos de Confiança, Margens de Erro e Tamanhos das Amostras em Pesquisas Eleitorais sob Amostragem Aleatória Simples.
- Marcel de Toledo Vieira (Professor at UFJF; Ph.D. in Statistics at Southampton)
BA Monograph in Economics Science at Santa Ursula University (USU):
- COIMBRA, Paulo C. (1990), O Plano de Ação do Governo Castello Branco (PAEG): o planejado e o realizado. USU-RJ.
- Senador Roberto de O. Campos (Former Minister of Planning, in memoriam);
- Dênio Nogueira (1st Presidente of Central Bank of Brasil, in memorian);
- José Luis Carvalho (Professor at USU and EPGE/FGV-RJ; Ph.D. in Economics at The University of Chicago).
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Supervisions
Monographs that I would like to guide are those that are directly related to my research and my courses. If you are interested in supervision (monograph), read below and here.
I work in decision theory and other fields in economic theory such as game theory and asset pricing. My main interest is in decision under uncertainty, focusing on the definition of probability, non-Bayesian decision models, and related issues. I am also interested in finance models in continuous time.
With regard to my areas of training and interest, that is, those in which I have better conditions to guide, they fall broadly within the framework of economic theory (closer to mathematical economics) and finance (nearest of asset pricing, derivatives and risk). In addition, my interests (slightly more) specific lies in: i) theory of individual choice under risk and uncertainty (in the sense of Frank Knight) and their applications; ii) game theory (interdependent choice) and their applications, especially in industrial organization; iii) contract theory (problems in which occurs the presence of asymmetric information, such as moral hazard, adverse selection and signalling); iv) general equilibrium theory with financial assets, either in the presence of complete markets, either in incomplete markets; v) asset pricing; vi) derivatives (futures and options markets among others). In fact, this is a fairly wide area, with plenty of themes and objects to work. A good starting point to find more specific topics is in the content of the subjects of Microeconomics II and Asset pricing, derivatives and risk that I regularly offer in our undergraduate and whose programs you find here on the site. I'm also interested in behavioral economics and DSGE (Dynamic Stochastic General Equilibrium) models and its applications.
Other topics may be added to this page in the future. Eventually, some topics may be deleted. My research interest may vary over time. Look return to this page from time to time for you to upgrade.
In general, I try to motivate the student who would instruct to use the knowledge learned throughout their academic training. I believe that the most important is the student have the ability and be motivated to develop the theme. Students who have not yet chosen the theme and would like me to accompany them as a supervisor I suggest attending my courses because over the same make several suggestions for topics .
If you are also interested in the above topics or related issues that you believe could turn out to be a paper, you can find me in my room to talk. If you prefer, send me an e-mail ([email protected]) prior to schedule the conversation.
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