Issue Date | Title | Author(s) | Type | Access |
17-Feb-2017 | O Mercado de Bitcoins/USD.
Caracterização Estatística e Inter-Relação Temporal | Guerreiro, Gabriel Correia | masterThesis | openAccess |
23-Sep-2013 | Modelling and numerical analysis in option market with memory | Thomaz, Júlio Cezar Alves | doctoralThesis | openAccess |
30-Apr-2021 | Multifractality in bitcoin | Vaz, Cristiana Filipa Teixeira | masterThesis | openAccess |
17-Mar-2021 | Native pricing factores of the cryptocurrencies ecosystem | Lima, Tomé da Costa Tavares de | masterThesis | openAccess |
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 |
2021 | Padrões dos IPOs na Euronext Após a Crise Financeira Global de 2007‑2008 | Silva, Nuno; Sebastião, Helder Miguel Correia Virtuoso ; Henriques, Diogo Rafael Santos | article | openAccess |
2008 | The partial adjustment factors of FTSE 100 stock index and stock index futures: The informational impact of electronic trading systems | Sebastião, Helder M. C. V. | workingPaper | openAccess |
Aug-2017 | Portfolio choice with high frequency data: CRRA preferences and the liquidity effect | Brito, R. P. ; Sebastião, H. ; Godinho, P. | article | embargoedAccess |
17-Mar-2017 | Portfolio management with higher moments: the cardinality impact | Brito, Rui Pedro ; Sebastião, Hélder ; Godinho, Pedro | article | embargoedAccess |
2018 | Predictability of stock returns and dividend growth using dividend yields: An international approach | Monteiro, Ana Sofia ; Sebastião, Hélder ; Silva, Nuno | workingPaper | openAccess |
29-Aug-2021 | Price Appreciation and Roughness Duality in Bitcoin: A Multifractal Analysis | Vaz, Cristiana; Pascoal, Rui; Sebastião, Helder | article | openAccess |
10-Feb-2016 | A relação entre os swaps sobre taxas de juro em euros e libras esterlinas | Sharygina, Ievgeniia | masterThesis | openAccess |
14-Jul-2022 | Return Predictability and Portfolio Selection | Monteiro, Ana Sofia Melo | doctoralThesis | openAccess |
Feb-2015 | Selecção de portefólios: o impacto da liquidez | Martinho, Mónica Carvalho | masterThesis | openAccess |
15-Feb-2018 | Seleção de portefólios no mercado acionista português: Sentimento da internet e estimadores de volatilidade | Ferreira, Daniel Pina | masterThesis | openAccess |
8-Mar-2013 | Simulação de Monte Carlo na avaliação de produtos financeiros complexos da CGD | Oliveira, Filipe José Pereira | masterThesis | openAccess |
Jun-2018 | The Iberian electricity market: analysis of the risk premium in an illiquid market | Ferreira, Márcio ; Sebastião, Helder | article | embargoedAccess |
2018 | The Iberian electricity market:Price dynamics and risk premium in an illiquid market | Ferreira, Márcio ; Sebastião, Hélder | workingPaper | openAccess |