Browsing by Author Brito, Rui Pedro
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Issue Date | Title | Author(s) | Type | Access |
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22-Dec-2017 | New Ways of Measuring and Dealing with Risk and Return in Portfolio Optimization | Brito, Rui Pedro Gonçalves de | doctoralThesis | openAccess |
2017 | On the gains of using high frequency data and higher moments in Portfolio Selection | Brito, Rui Pedro ; Sebastião, Hélder ; Godinho, Pedro | workingPaper | openAccess |
2018 | On the Gains of Using High Frequency Data in Portfolio Selection | Brito, Rui Pedro ; Sebastião, Helder ; Godinho, Pedro | article | openAccess |
17-Mar-2017 | Portfolio management with higher moments: the cardinality impact | Brito, Rui Pedro ; Sebastião, Hélder ; Godinho, Pedro | article | embargoedAccess |