Strategy definition of a new business opportunity in mobile-casual gaming: Partnership between Nmusic and Rovio Entertainment Ltd.

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

Definition, implementation and management of m.commerce apps and services

This report aims to analyse the Definition, Implementation and Management of Vodafone Portugal’s Apps and Services, so that possible ways of improvement can be suggested. To do so, Vodafone’s strategy regarding the development/ implementation of specific Apps and Services, as well as the strategy of its competitors are going to be analysed. This analysis is going to be complemented with insights from some key-persons of Vodafone’s Consumer Business Unit team in Portugal. Findings suggest that Vodafone is ahead of its competitors when it comes to developing the most innovative Apps and Services, but there is always room for improvements, especially when it comes to communication.

Testing for volatility persistence change: The effect of the credit crisis on the Portuguese banks

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

Exploiting the cointrgration between vix and CDS in a credit market timing model

We investigate the cointegration between VIX and CDS indices, and the possibility of exploiting it in an existing credit market timing investment model. We find cointegration over most of the sample period and the leadership of VIX over the CDS in the price discovery process. We present two methods for including cointegration into the model. Both strategies improve the in-sample and out-of-sample model performances, even though out-of-sample results are weaker. We find that in-sample better performances are explained by a stronger cointegration, concluding that in the presence of cointegration our strategies can be profitable in an investment model that considers transaction costs.