Efficient cardinality/mean-variance portfolios RP Brito, LN Vicente System Modeling and Optimization, Springer series IFIP Advances in …, 2014 | 27 | 2014 |
Portfolio management with higher moments: the cardinality impact RP Brito, H Sebastião, P Godinho International Transactions in Operational Research 26 (6), 2531-2560, 2019 | 19 | 2019 |
Efficient skewness/semivariance portfolios R Pedro Brito, H Sebastião, P Godinho Journal of Asset Management 17, 331-346, 2016 | 15 | 2016 |
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 | 12 | 2022 |
Efficient credit portfolios under IFRS 9 RP Brito, P Júdice International Transactions in Operational Research 30 (5), 2453-2484, 2023 | 11 | 2023 |
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 | 8 | 2017 |
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 | 1 | 2018 |
New Ways of Measuring and Dealing with Risk and Return in Portfolio Optimization RPG de Brito PQDT-Global, 2017 | | 2017 |