Browsing by Author Brito, Rui Pedro

Results 1 to 6 of 6
Issue DateTitleAuthor(s)TypeAccess
29-Apr-2020Asset classification under the IFRS 9 framework for the construction of a banking investment portfolioBrito, Rui Pedro ; Júdice, Pedro Maria Corte-Real Alarcão workingPaperopenAccess
28-Sep-2016Efficient skewness/semivariance portfoliosPedro Brito, Rui ; Sebastião, Hélder ; Godinho, Pedro articleembargoedAccess
22-Dec-2017New Ways of Measuring and Dealing with Risk and Return in Portfolio OptimizationBrito, Rui Pedro Gonçalves de doctoralThesisopenAccess
2017On the gains of using high frequency data and higher moments in Portfolio SelectionBrito, Rui Pedro ; Sebastião, Hélder ; Godinho, Pedro workingPaperopenAccess
2018On the Gains of Using High Frequency Data in Portfolio SelectionBrito, Rui Pedro ; Sebastião, Helder ; Godinho, Pedro articleopenAccess
17-Mar-2017Portfolio management with higher moments: the cardinality impactBrito, Rui Pedro ; Sebastião, Hélder ; Godinho, Pedro articleembargoedAccess