Sofia Ramos is Associate Professor of finance at ESSEC Business School (Paris-Singapore).
She teaches Financial Management, Corporate Finance, ESG Investing and International finance courses in several masters and executive programmes. She has written business case studies for classes.
She is Associate editor of the European Journal of Finance. Her research interests are primary in the area of Mutual Funds, Portfolio Management, ESG Investing Energy Finance and International Finance. She has published her work on the Review of Finance, Journal of Banking and Finance, Journal of Empirical Finance, Journal of Financial Markets, Energy Economics, Economic Modeling among other journals and a financial book in energy finance: The Interrelationship Between Financial and Energy Markets.
She is co-chair professor of the chair “Shaping the Future of Finance” and academic advisor of the ESSEC Amundi-Chair in Asset & Risk Management.
She holds a Ph.D. in Finance from the Swiss Finance Institute -University of Lausanne.
- 2003 : Ph.D. in Finance (Université de Lausanne, Switzerland )
- 1998 : MSc in Economics (Universitat Pompeu Fabra, Spain )
- 2015 - Present : Associate Professor (ESSEC Business School, France)
Full-time academic appointments
- RAMOS, S., LATOEIRO, P. and VEIGA, H. (2020). Limited Attention, Salience of Information and Stock Market Activity. Economic Modelling, 87, pp. 92-108.
- KESWANI, A., MEDHAT, M., MIGUEL, A.F. and RAMOS, S. (2020). Uncertainty avoidance and mutual funds. Journal of Corporate Finance,(Forthcoming).
- FERREIRA, M., KESWANI, A., MIGUEL, A.F. and RAMOS, S. (2019). What determines fund performance persistence? International evidence. Financial Review, 54(4), pp. 679-708.
- GOODALL, G., LAMOTTE, M., RAMOS, S., MAUNOURY, F., PEJCHALOVA, B. and DE POUVOURVILLE, G. (2018). Cost-effectiveness analysis of the SAPIEN 3 TAVI valve compared with surgery in intermediate-risk patients. Journal of Medical Economics, 22(4), pp. 289-296.
- RAMOS, S., TAAMOUTI, A., VEIGA, H. and WANG, C.W. (2017). Do Investors Price Industry Risk? Evidence from the Cross-Section of the Oil Industry. Journal of Energy Markets, 10(1), pp. 79-108.
- PEREIRA, M., RAMOS, S. and DIAS, J.G. (2017). The Cyclical Behaviour of Commodities. The European Journal of Finance, 23(12), pp. 1107-1128.
- BHIMJEE, D.C., RAMOS, S. and DIAS, J.G. (2016). Banking Industry Performance in the Wake of the Global Financial Crisis. International Review of Financial Analysis, 48, pp. 376-387.
- RAMOS, S. and DIAS, J. (2015). An analysis of industry regimes synchronization in the Eurozone. Journal of Common Market Studies, 35(2), pp. 255-273.
- RAMOS, S. and DIAS, J. (2015). Clustering financial time series: New insights from an extended hidden Markov model. European Journal of Operational Research, 243(3), pp. 852-864.
- RAMOS, S., MARTÍN-BARRAGÁN, B. and VEIGA, H. (2015). Correlations between oil and stock markets: A wavelet-based approach. Economic Modelling, 50, pp. 212-227.
- RAMOS, S. and DIAS, J. (2014). Dynamic clustering of energy markets: An extended hidden Markov approach. Expert Systems with Applications, 41(17), pp. 7722-7729.
- RAMOS, S. and DIAS, J. (2014). Energy price dynamics in the U.S. market. Insights from a heterogeneous multi-regime framework. Energy, 68(15), pp. 327-336.
- RAMOS, S. and DIAS, J. (2013). A core–periphery framework in stock markets of the euro zone. Economic Modelling, 35(C), pp. 320-329.
- RAMOS, S. and VEIGA, H. (2013). Oil Price Asymmetric Effects: Answering the Puzzle in International Stock Markets. Energy Economics, 38(1), pp. 136-145.
- RAMOS, S. and DIAS, J. (2013). The aftermath of the subprime crisis - a clustering analysis of world banking sector. Review of Quantitative Finance and Accounting, 42(2), pp. 293-308.
- RAMOS, S., FERREIRA, M., KESWANI, A. and MIGUEL, A. (2013). The determinants of mutual fund performance: a cross-country study. Review of Finance (ex European Finance Review), 17(2), pp. 483-525.
- RAMOS, S., FERREIRA, M., KESWANI, A. and MIGUEL, A. (2012). The flow-performance relationship around the world. Journal of Banking and Finance, 36(6), pp. 1759-1780.
- RAMOS, S. and VEIGA, H. (2011). Risk Factors in Oil and Gas Industry Returns: International Evidence. Energy Economics, 33(3), pp. 525-542.
- RAMOS, S., DIAS, J. and VERMUNT, J. (2011). When markets fall down: are emerging markets all equal?. International Journal of Finance and Economics, 16(1), pp. 324-338.
- RAMOS, S. (2009). Competition and stock market development. The European Journal of Finance, 15(43862), pp. 231-247.
- RAMOS, S. (2009). The size and structure of the world mutual fund industry. European Financial Management, 15(1), pp. 145-180.
- RAMOS, S. and VON THADDEN, E.L. (2008). Stock exchanges competition in a simple model of capital market equilibrium. Journal of Financial Markets, 11(3), pp. 284-307.
- RAMOS, S. and EHLING, P. (2006). Geographical versus Industrial Diversification: constraints matter. Journal of Empirical Finance, 4(5), pp. 396-416.
Presentations at an Academic or Professional conference
- RAMOS, S., GALAN, J. and VEIGA, H. (2019). Funds Efficiency: an Analysis of Smart Beta, Index and Activitely Managed Funds.
- MCCOURT, M. and RAMOS, S. (2018). Persistence and Skill in the Performance of Mutual Fund Families. In: 2018 Paris Financial Management Conference.
- RAMOS, S., VEIGA, H. and WANG, C. (2016). Energy Industry’s Market Value and Oil Price. In: Energy and Commodity Finance Conference 2016.
- RAMOS, S. (2016). Lazy Investors, Lazy Fund Managers, Lousy Performance, Culture and Mutual Fund Management. In: 2016 Paris Financial Management Conference.
- KESWANI, A., MIGUEL, A., A., F. and RAMOS, S. (2016). Mutual Fund Size Versus Fees: When Big Boys Become Bad Boys. In: 2016 Financial Management Association (FMA) Applied Finance Conference.
- 2015 - 2019 : The European Journal of Finance
- Reviewer for Emerging Markets Finance and Trade; Energy Economics; Journal of Banking and Finance; Journal of Behavioral Finance; Journal of Business Finance and Accounting; Journal of Empirical Finance; Journal of Finance; Journal of Financial Stability; Managerial Finance; North American Journal of Economics and Finance; Review of Finance (ex European Finance Review); Small Business Economics; The European Journal of Finance
- 2018 Conference on “Institutional and Individual Investors: Saving for Old Age”, University of Bath School of Management, Royaume-Uni
- 2011 - 2015 : Committee program of European Financial Management Association 2011, 2012, 2013, 2014, 2015
- 2014 Committee program of INFINITI 2014
- 2014 Committee program of Southern Finance Association 2014
- 2013 Committee program of Financial Management Association – Asian Meeting 2013
- 2009 - 2012 : Committee program of Financial Management Association 2009, 2010, 2011, 2012
- 2010 - 2012 : Committee program of Midwest Finance Association 2010, 2012
- 2012 Committee program of Society Financial Studies Cavalcade 2012
- 2011 Committee program of 8th International Conference on the European Energy Market (EEM 11)
- 2006 - 2010 : Committee program of European Finance Association 2006, 2007, 2008, 2010
- 2006 - 2008 : Committee program of Portuguese Finance Network 2006, 2008
- 2006 Committee program of Global Finance Conference 2006
Editorial Board Membership
Reviewer for a journal
Participation in scientific commissions or reviewer for a conference
- 2019 : COVACHEV Svetoslav (ESSEC Business School), Thesis co-director, First placement: Risk Data Scientist - UniCredit Bulbank
- 2018 : MCCOURT Maurice (ESSEC Business School), Thesis co-director, First placement: Assistant Professor - university of melbourne