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Rui Pedro Brito
Rui Pedro Brito
University of Coimbra, Centre for Business and Economics Research (CeBER)
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Efficient cardinality/mean-variance portfolios
RP Brito, LN Vicente
System Modeling and Optimization, Springer series IFIP Advances in …, 2014
272014
Portfolio management with higher moments: the cardinality impact
RP Brito, H Sebastião, P Godinho
International Transactions in Operational Research 26 (6), 2531-2560, 2019
192019
Efficient skewness/semivariance portfolios
R Pedro Brito, H Sebastião, P Godinho
Journal of Asset Management 17, 331-346, 2016
152016
Asset classification under the IFRS 9 framework for the construction of a banking investment portfolio
RP Brito, P Júdice
International Transactions in Operational Research 29 (4), 2613-2648, 2022
122022
Efficient credit portfolios under IFRS 9
RP Brito, P Júdice
International Transactions in Operational Research 30 (5), 2453-2484, 2023
112023
Portfolio choice with high frequency data: CRRA preferences and the liquidity effect
RP Brito, H Sebastião, P Godinho
Portuguese Economic Journal 16, 65-86, 2017
82017
On the Gains of Using High Frequency Data in Portfolio Selection
RP Brito, H Sebastião, P Godinho
Scientific Annals of Economics and Business 65 (4), 365-383, 2018
12018
New Ways of Measuring and Dealing with Risk and Return in Portfolio Optimization
RPG de Brito
PQDT-Global, 2017
2017
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Artículos 1–8