Alan Moreira

Alan Moreira

Associate Professor
Area(s) of Expertise
Finance
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 associate 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.

Courses
Quantitative Finance with Python
Theory of Finance
Research Interests

Financial Intermediation, Asset Pricing, Monetary Policy

Teaching Interests

Quantitative investing, Macrofinance

Publications
Whatever it Takes? The Impact of Conditional Policy Promises
2023
National Bureau of Economic Research
Text Selection
Journal of Business & Economic Statistics, 2021
When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response
2021
Review of Financial Studies
Issue
11
Volume
34
Capital Immobility and the Reach for Yield
2019
Journal of Economic Theory
Issue
2019
Volume
183
Should long-term investors time volatility?
2019
Journal of Financial Economics
Issue
3
Volume
131
The macroeconomics of shadow banking
2017
The Journal of Finance
Issue
6
Volume
72
Volatility-Managed Portfolios
2017
The Journal of Finance
Issue
4
Volume
72
News implied volatility and disaster concerns
2017
Journal of Financial Economics
Issue
1
Volume
123
Career concerns versus entrenchment in money management: quantifying limits to arbitrage using lockup maturities
2011
The University of Chicago
3-110K Carol Simon Hall
585.273.3253