Pedro Brito, Rui
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1

Efficient skewness/semivariance portfolios:

Pedro Brito, Rui ; Sebastião, Hélder ; Godinho, Pedro
Journal of Asset Management.  17 (2016)  5 - p. 331-346 , 2016
 
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2

Efficient credit portfolios under IFRS 9:

Brito, Rui Pedro ; Júdice, Pedro
International Transactions in Operational Research.  30 (2022)  5 - p. 2453-2484 , 2022
 
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3

Asset classification under the IFRS 9 framework for the con..:

Brito, Rui Pedro ; Júdice, Pedro
International Transactions in Operational Research.  29 (2021)  4 - p. 2613-2648 , 2021
 
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4

On the Gains of Using High Frequency Data in Portfolio Sele..:

Brito, Rui Pedro ; Sebastião, Helder ; Godinho, Pedro
Scientific Annals of Economics and Business.  65 (2018)  4 - p. 365-383 , 2018
 
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5

Portfolio management with higher moments: the cardinality i..:

Brito, Rui Pedro ; Sebastião, Hélder ; Godinho, Pedro
International Transactions in Operational Research.  26 (2017)  6 - p. 2531-2560 , 2017
 
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12

On the Gains of Using High Frequency Data in Portfolio Sele..:

Brito, Rui Pedro ; Sebastião, Helder ; Godinho, Pedro
Portuguese Foundation for Science and Technology (FCT) under the scholarship SFRH/BD/94778/2013.  , 2018
 
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13

On the Gains of Using High Frequency Data in Portfolio Sele..:

Brito Rui Pedro ; Sebastião Helder ; Godinho Pedro
http://www.degruyter.com/view/j/saeb.2018.65.issue-4/saeb-2018-0030/saeb-2018-0030.xml?format=INT.  , 2018
 
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