Paulo C. Coimbra

Personal

Education

  • Ph.D. candidate in Economics [since August 2002, expected 2006]

    • Graduate School of Economics (EPGE), Getulio Vargas Foundation (FGV), Rio de Janeiro, RJ, Brazil

      Main research interests: auction theory, contract theory, dynamic macroeconomics, economic theory, finance, game theory and regulatory economics

      Fields of specialization: game theory, economic theory and finance

      Advisor: Professor Sérgio Ribeiro da Costa Werlang, Ph.D., Princeton University

  • M.Sc. in Economics [from August 2001 to July 2002, degree awarded in December 2003]

    • Graduate School of Economics (EPGE), Getulio Vargas Foundation (FGV), Rio de Janeiro, RJ, Brazil

      Fields of specialization: contract theory and industrial organization

      Thesis: The theory of individual choice under Knightian uncertainty: a survey (in Portuguese)

    • Comitee: Professor Sérgio Ribeiro da Costa Werlang, Ph.D., Princeton University (Advisor)

      • Professor Aloísio Pessoa de Araujo, Ph.D., The University of California at Berkeley

        Professor Hugo Pedro Boff, Ph.D., Getulio Vargas Foundation

  • Specialist in Economics [from January 1992 to June 1993]

    • Graduate School of Economics (EPGE), Getulio Vargas Foundation (FGV), Rio de Janeiro, RJ, Brazil

      Fields of specialization: business economics, finance and macroeconomic theory

  • B.A. in Economic Sciences [1985 to 1989, degree awarded in August 1990]

    • Inst. of Econ. Sciences and Management(ICEG), Santa Úrsula University (USU), Rio de Janeiro, RJ, Brazil

      Monography: An analysis of the Economic Plan of the Castello Branco Government (PAEG)

      Comitee: Professor José Luiz Carvalho, Ph.D., The University of Chicago (Advisor)

      • Senator Roberto de Oliveira Campos, Ph.D. Studies, Columbia University (in memorian)

        Professor Dênio de Chagas Nogueira (1st President of BACEN) (in memorian)

Research and Teaching Interests

  • economic theory and mathematical economics
  • risk and uncertainty decision
  • game theory, auctions theory and industrial organization
  • contract theory and regulatory economics
  • applied microeconomics: asset pricing and corporate finance
  • quantitative methods in economics and finance

Academic Apointments

  • Lecturer of Economics [since 2004]

    • Graduate School of Economics, Getulio Vargas Foundation Rio de Janeiro, RJ, Brazil

  • Teaching Assistant of Economics [since 1997]

    • Graduate School of Economics, Getulio Vargas Foundation Rio de Janeiro, RJ, Brazil

  • Lecturer of Economics [from 1997 to 1999]

    • Department of Economics, Pontifical Catholic University Rio de Janeiro, RJ, Brazil

  • Lecturer of Economics [from 1998 to 2003]

    • School of Economics, IBMEC Business School Rio de Janeiro, RJ, Brazil

  • Teaching Assistant of Economics [from 1996 to 1997]

    • School of Economics, IBMEC Business School Rio de Janeiro, RJ, Brazil

Other Professional Activities and Skills

  • Director of Technical Department [1994-1995]

    • UM Consultores Ltda Rio de Janeiro, RJ, Brazil

  • Macroeconomic and Finance Analist [1993-1994]

    • UM Consultores Ltda Rio de Janeiro, RJ, Brazil

  • Autonom Agent of Investiments [1987-1991]

    • Registro Geral de Agentes Autônomos de Investimentos (RGA) Rio de Janeiro, RJ, Brazil

Teaching, Consultant and Research Assistance

  • Teaching Assistance for Professor Sérgio Ribeiro da Costa Werlang´s Game Theory (Ph.D. course) [since 1997]

    • Graduate School of Economics, Getulio Vargas Foundation

  • Consultant Assistance for Professor Renato Fragelli Cardoso [1993]

    • Graduate School of Economics, Getulio Vargas Foundation

  • Research Assistance for Professor Mario Henrique Simonsen (in memorian) and Professor Rubens P. Cysne [1992 to 1993]

    • Graduate School of Economics, Getulio Vargas Foundation

  • Research Assistance for Professor José Luiz Carvalho [1988 to 1990]

    • National Council for Scientific and Technological Development (CNPq), Ministry of Science and Technology (MCT)

  • Research Assistance for Professor Helson C. Braga [1987 to 1988]

    • Instituto de Pesquisa Econômica Aplicada (IPEA), Mistério de Planejamento, Orçamento e Gestão

Institutional Contribution

  • Organizer of the “Giba’s Challenge to the Stock Market´s Tournament at EPGE [2006]

    • Graduate School of Economics, Getulio Vargas Foundation Rio de Janeiro, RJ, Brazil

  • Coordinator of the Preparatory Course to the ANPEC´s National Exam at EPGE [2005]

    • Graduate School of Economics, Getulio Vargas Foundation Rio de Janeiro, RJ, Brazil

  • Student Member of the PROEX’s CAPES Comission at EPGE [2004-2005]

    • Graduate School of Economics, Getulio Vargas Foundation Rio de Janeiro, RJ, Brazil

  • Applied Microeconomics Workshop Coordinator [2002-2005]

    • Graduate School of Economics, Getulio Vargas Foundation Rio de Janeiro, RJ, Brazil

  • Brazilian Mathematical Olympiad´s Coordinator [2002-2005]

    • School of Economics, IBMEC Business School Rio de Janeiro, RJ, Brazil

Teaching Experiences: Sole Responsibility

  • Microeconomics II [2nd semester of 2006] (Business Administration)

    • Graduate School of Economics, Getulio Vargas Foundation Rio de Janeiro, RJ, Brazil

  • Topics in Macroeconomic Analisys [year long course, since 2005] (Preaparatory to ANPEC´s National Exam)

    • Graduate School of Economics, Getulio Vargas Foundation Rio de Janeiro, RJ, Brazil

  • Topics in Microeconomic Analisys [year long course, since 2005] (Preaparatory to ANPEC's National Exam)

    • Graduate School of Economics, Getulio Vargas Foundation Rio de Janeiro, RJ, Brazil

  • Microeconomics [2005](MBA in Finance course)

    • Graduate School of Economics, Getulio Vargas Foundation Rio de Janeiro, RJ, Brazil

  • Microeconomics I [since 2nd semester of 2004] (Economy and Business Administration)

    • Graduate School of Economics, Getulio Vargas Foundation Rio de Janeiro, RJ, Brazil

  • Topics in Microeconomic Analysis [year long course, from 1998 to 2003, except 2002]

    • School of Economics, IBMEC Business School Rio de Janeiro, RJ, Brazil

  • Introduction to Industrial Organization & Regulatory Economics [2002, 2nd Sem]

    • School of Economics, IBMEC Business School Rio de Janeiro, RJ, Brazil

  • Introduction to Game Theory & Contract Theory [2002, 1st Sem]

    • School of Economics, IBMEC Business School Rio de Janeiro, RJ, Brazil

  • Introduction to Economics [1999, 1st Sem]

    • Department of Economics, Pontifical Catholic University Rio de Janeiro, RJ, Brazil

  • Microeconomics III (2 courses) [1998](Game Theory, Industrial Organization & Contract Theory)

    • Department of Economics, Pontifical Catholic University Rio de Janeiro, RJ, Brazil

  • Mathematics for Economists (3 courses)[1997-1998]

    • Department of Economics, Pontifical Catholic University Rio de Janeiro, RJ, Brazil

  • Introduction to Game Theory (minicourse) [1997]

    • Graduate School of Economics, Getulio Vargas Foundation Rio de Janeiro, RJ, Brazil

Teaching Experiences: as Teaching Assistance

  • Game Theory (Ph.D. course) [since 1997] (10 courses)

    • for Professor Sérgio Ribeiro da Costa Werlang Graduate School of Economics, Getulio Vargas Foundation Rio de Janeiro, RJ, Brazil

  • Options, Futures and other Derivative Securities (Undergraduate course, 1st semester)[2005-2006](2 courses)

    • for Professor Marcelo de Oliveira e Costa Nazareth

      Graduate School of Economics, Getulio Vargas Foundation Rio de Janeiro, RJ, Brazil

  • Derivatives(Master course)[2006, 3rd Qua]

    • for Professor Marcelo Fernandes

      Graduate School of Economics, Getulio Vargas Foundation Rio de Janeiro, RJ, Brazil

  • Risk Management (Undergraduate course)[2005, 2nd Sem]

    • for Professor Marcelo de Oliveira e Costa Nazareth

      Graduate School of Economics, Getulio Vargas Foundation Rio de Janeiro, RJ, Brazil

  • Regulatory Economics (Ph.D. course)[2004, 4th Qua]

    • for Professor Humberto Luís de Ataíde Moreira

      Graduate School of Economics, Getulio Vargas Foundation Rio de Janeiro, RJ, Brazil

  • Game Theory (Undergraduate course)[2004, 2nd Sem]

    • for Professor Emilio Hiroshi Matsmura

      Graduate School of Economics, Getulio Vargas Foundation Rio de Janeiro, RJ, Brazil

  • Investiments (Undergraduate course)[2004, 1st Sem]

    • for Professor Marcelo de Oliveira e Costa Nazareth

      Graduate School of Economics, Getulio Vargas Foundation Rio de Janeiro, RJ, Brazil

  • Regulatory Economics (Ph.D. course)[2003, 1st Qua]

    • for Professor Humberto Luís de Ataíde Moreira

      Graduate School of Economics, Getulio Vargas Foundation Rio de Janeiro, RJ, Brazil

  • Microeconomics II (Undergraduate course)[2003, 1st Sem] (Economy and Business Administration)

    • for Professor Marcelo de Oliveira e Costa Nazareth

      Graduate School of Economics, Getulio Vargas Foundation Rio de Janeiro, RJ, Brazil

  • Contract Theory (Ph.D. course) [2002, 3rd Qua]

    • for Professor Humberto Luís de Ataíde Moreira and Professor Luis Henrique Bertolino Braido

      Graduate School of Economics, Getulio Vargas Foundation Rio de Janeiro, RJ, Brazil

  • Regulation in Wealth (MBA course)[2002, 3rd Qua]

    • for Professor Joisa Campanher Dutra Saraiva

      Graduate School of Economics, Getulio Vargas Foundation Rio de Janeiro, RJ, Brazil

  • Microeconomics I (Undergraduate course)[2002, 2nd Sem](Economy and Business Administration)

    • for Professor Maria Cristina Trindade Terra and Professor Luis Henrique Bertolino Braido

      Graduate School of Economics, Getulio Vargas Foundation Rio de Janeiro, RJ, Brazil

  • Microeconomics III (M.Sc. course)[2001, 3rd Qua]

    • for Professor Sérgio Ribeiro da Costa Werlang

      Graduate School of Economics, Getulio Vargas Foundation Rio de Janeiro, RJ, Brazil

  • Microeconomics III (M.Sc. course)[1999, 3rd Qua]

    • for Professor Luis Guilherme Schymura de Oliveira

      Graduate School of Economics, Getulio Vargas Foundation Rio de Janeiro, RJ, Brazil

  • Microeconomics II (Undergraduate course)[1996, 2nd Sem]

    • for Professor Fernando de Holanda Barbosa

      School of Economics, IBMEC Business School Rio de Janeiro, RJ, Brazil

  • Microeconomics I (Undergraduate course)[1996-1997](4 courses)

    • for Professor Honório Kume

      School of Economics, IBMEC Business School Rio de Janeiro, RJ, Brazil

Publications

  • COIMBRA-LISBOA, Paulo C. and Rubens P. CYSNE [2007]

    • Imposto inflacionário e transferências inflacionárias no Mercosul e nos EUA.

      Estudos Econômicos, forthcoming.

  • COIMBRA-LISBOA, Paulo C. and Rubens P. CYSNE [2004]

    • Imposto inflacionário e transferências no Brasil: 1947-2003.

      Brazilian Journal of Political Economy, Vol 24, nº 4, Out-Dez.

Working Papers

  • COIMBRA, Paulo C. [first version: 2002]

    • Nash equilibrium under uncertainty: a generalization of the existence theorem

  • COIMBRA, Paulo C. [first version: 2003]

    • Expected utility for parametrical convex capacities

  • COIMBRA, Paulo C. [first version: 2001]

    • Individual Choice under Knightian Uncertainty: a survey (MSc Thesis)

Main Papers in Progress

  • COIMBRA, Paulo C. and Edson GONÇALVES [first version: 2006]

    • Option princing under Knightian uncertainty: binomial trees, arbitrage results and Black-Scholes

  • COIMBRA, Paulo C. [first version 2005]

    • Horizontal product differentiation under Knightian uncertainty

  • COIMBRA, Paulo C. [first version: 2004]

    • Regulation under Knightian uncertainty

Consulting Output

  • COIMBRA-LISBOA, Paulo C., Uriel de MAGALHÃES and Luis A. PERDIGÃO [1995]

    • Rating dos bancos comerciais, múltiplos e de investimentos no Brasil: uma análise referente aos balanços de dezembro de 1994.

      UM Consultores Ltda

  • COIMBRA-LISBOA, Paulo C. and Uriel de MAGALHÃES and Luis A. PERDIGÃO [1994]

    • Rating dos bancos comerciais, múltiplos e de investimentos no Brasil: uma análise referente aos demostrativos de resultados de setembro de 1994.

      UM Consultores Ltda

  • COIMBRA-LISBOA, Paulo C., Uriel de MAGALHÃES [weekly editions, 1994-1995]

    • Analise econômico-financeira .

      UM Consultores Ltda

Conference Proceedings

  • VII Jornadas Latino Americanas de Teoria Econômica [December 2006].

    • Title: Option pricing under K. u.: binomial trees, arbitrage results and Black and Scholes; Presenter: Edson Goncalves. Rio de Janeiro, RJ, Brazil.

  • VII Jornadas Latino Americanas de Teoria Econômica [December 2006].

    • Title: Nash equilibrium under Knightian uncertainty: a generalization of the existence theorem. Rio de Janeiro, RJ, Brazil.

  • XXV Meeting of the Brazilian Econometric Society [December 2006].

    • Title: Arbitrage theorems under Knightian uncertainty. Salvador, BA, Brazil.

  • 2006 Latin American Meeting of the Econometric Society [November 2006].

    • Title: Arbitrage theorems under Knightian uncertainty; Presenter: Edson Goncalves. Mexico City, Mexico.

  • VI Meeting of the Brazilian Finance Society [July 2006].

    • Title: Arbitrage theorems under Knightian uncertainty; Presenter: Edson Goncalves. Vitoria, ES, Brazil.

  • VIII Brazilian School on Probability [August 2004].

    • Title: Nash equilibrium under Knightian uncertainty: a generalization of the existence theorem. Ubatuba, SP, Brazil.

  • 2004 Latin American Meeting of the Econometric Society [July 2004].

    • Title: Nash equilibrium under Knightian uncertainty: a generalization of the existence theorem. Santiago, Chile.

  • The Second World Congress of the Game Theory Society (Games 2004) [July 2004].

    • Title: Integral representation with convex capacities that are squeezes of (additive) probability measures. Marseille, France.

  • The Second World Congress of the Game Theory Society (Games 2004) [July 2004].

    • Title: Nash equilibrium under Knightian uncertainty: a generalization of the existence theorem. Marseille, France.

  • XXV Meeting of the Brazilian Econometric Society [December 2003].

    • Title: Nash equilibrium under Knightian uncertainty: a generalization of the existence theorem. Porto Seguro, BA, Brazil.

  • First Brazilian Conference on Sthatistical Modelling in Insurance and Finance [August 2003].

    • Title: Integral representation with convex capacities that are squeezes of (additive) probability measures. Ubatuba, SP, Brazil.

  • 2003 Latin American Meeting of the Econometric Society [August 2003].

    • Title: Integral representation with convex capacities that are squeezes of (additive) probability measures. Panama City, Panama.

  • XXIX Stochastic Process and Applications and VII Brazilian School on Probability [July 2003].

    • Title: Integral representation with convex capacities that are squeezes of (additive) probability measures. Angra dos Reis, RJ, Brazil.

  • First Brazilian Workshop of the Game Theory Society [July 2002].

    • Title: Nash equilibrium under Knightian uncertainty. São Paulo, SP, Brazil.

Academic Seminars

  • Pure and Applied Mathematical Institute (IMPA) [December 2006].

    • Title: Expected utility with parametrical convex capacities and Nash equilibrium under uncertainty. Rio de Janeiro, RJ, Brazil.

  • Getulio Vargas Foundation [December 2006].

    • Title: Option pricing under K. u.: binomial trees, arbitrage results and Black and Scholes; Presenter: Edson Goncalves. Rio de Janeiro, RJ, Brazil.

  • Getulio Vargas Foundation [November 2006].

    • Title: Expected utility with parametrical convex capacities and Nash equilibrium under uncertainty. Rio de Janeiro, RJ, Brazil.

  • Federal University of Rio de Janeiro (UFRJ) [September 2004].

    • Title: Integral representation with convex capacities that are squeezes of (additive) probability measures. Rio de Janeiro, RJ, Brazil.

  • Federal University of Rio de Janeiro (UFRJ) [September 2004].

    • Title: Nash equilibrium under Knightian Uncertainty: A Generalization of the Existence Theorem. Rio de Janeiro, RJ, Brazil.

  • IBMEC Business School [November 2003].

    • Title: Integral representation with convex capacities that are squeezes of (additive) probability measures. Rio de Janeiro, RJ, Brazil.

  • Getulio Vargas Foundation [October 2003].

    • Title: Integral representation with convex capacities that are squeezes of (additive) probability measures. Rio de Janeiro, RJ, Brazil.

  • Getulio Vargas Foundation [April 2003].

    • Title: Nash equilibrium under Knightian uncertainty: A generalization of the existence theorem. Rio de Janeiro, RJ, Brazil.

  • Getulio Vargas Foundation [September 2002].

    • Title: How do uncertainty events affects the insurance industry?. Rio de Janeiro, RJ, Brazil.

Language Skills

  • Knowledge: Portuguese and English (intermediate level)

  • Working Knowledge: Spanish and French

Computer Skills

  • Operational Systems: DOS and MS Windows

  • Microsoft Office: Word, Excell, Access and Power Point

  • Text Editor: Latex and Scientific Word

  • Spreadsheets: Lotus 123 and Quattro Pro

  • Web: Html

  • Mathematical Packages: Matlab and Mathematica

Sports and General Interests

  • Sports: Diving (Rio de Janeiro (RJ), Buzios (RJ), Angra dos Reis (RJ), Guarapari - Setiba (ES) and Praia do Forte(BA), Mountain Bike (Tijuca Florest up to Corcovado (RJ) and Rio Bonito to Saquarema (RJ)), Squash and Trekking (Camiño de Santiago - From Roncesvales (France) to Santiago de Compostela (extended to Finis Terrae) (Spain) and National Park of Serra dos Orgãos (RJ))

  • Interests: Comic Books, Science and History´s Journals, Travels, Photography, Theater, Cinema, Formula 1 and Soccer...

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PauloCoimbra (last edited 2007-08-08 14:53:51 by 10)