Browsing by Author Sebastião, Helder


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Issue DateTitleAuthor(s)TypeAccess
17-Feb-2017O Mercado de Bitcoins/USD. Caracterização Estatística e Inter-Relação TemporalGuerreiro, Gabriel Correia masterThesisopenAccess
23-Sep-2013Modelling and numerical analysis in option market with memoryThomaz, Júlio Cezar Alves doctoralThesisopenAccess
30-Apr-2021Multifractality in bitcoinVaz, Cristiana Filipa TeixeiramasterThesisopenAccess
17-Mar-2021Native pricing factores of the cryptocurrencies ecosystemLima, Tomé da Costa Tavares demasterThesisopenAccess
22-Dec-2017New Ways of Measuring and Dealing with Risk and Return in Portfolio OptimizationBrito, Rui Pedro Gonçalves de doctoralThesisopenAccess
2017On the gains of using high frequency data and higher moments in Portfolio SelectionBrito, Rui Pedro ; Sebastião, Hélder ; Godinho, Pedro workingPaperopenAccess
2018On the Gains of Using High Frequency Data in Portfolio SelectionBrito, Rui Pedro ; Sebastião, Helder ; Godinho, Pedro articleopenAccess
2021Padrões dos IPOs na Euronext Após a Crise Financeira Global de 2007‑2008Silva, Nuno; Sebastião, Helder Miguel Correia Virtuoso ; Henriques, Diogo Rafael Santos articleopenAccess
2008The partial adjustment factors of FTSE 100 stock index and stock index futures: The informational impact of electronic trading systemsSebastião, Helder M. C. V. workingPaperopenAccess
Aug-2017Portfolio choice with high frequency data: CRRA preferences and the liquidity effectBrito, R. P. ; Sebastião, H. ; Godinho, P. articleembargoedAccess
17-Mar-2017Portfolio management with higher moments: the cardinality impactBrito, Rui Pedro ; Sebastião, Hélder ; Godinho, Pedro articleembargoedAccess
2018Predictability of stock returns and dividend growth using dividend yields: An international approachMonteiro, Ana Sofia ; Sebastião, Hélder ; Silva, Nuno workingPaperopenAccess
29-Aug-2021Price Appreciation and Roughness Duality in Bitcoin: A Multifractal AnalysisVaz, Cristiana; Pascoal, Rui; Sebastião, Helder articleopenAccess
10-Feb-2016A relação entre os swaps sobre taxas de juro em euros e libras esterlinasSharygina, Ievgeniia masterThesisopenAccess
14-Jul-2022Return Predictability and Portfolio SelectionMonteiro, Ana Sofia MelodoctoralThesisopenAccess
Feb-2015Selecção de portefólios: o impacto da liquidezMartinho, Mónica Carvalho masterThesisopenAccess
15-Feb-2018Seleção de portefólios no mercado acionista português: Sentimento da internet e estimadores de volatilidadeFerreira, Daniel Pina masterThesisopenAccess
8-Mar-2013Simulação de Monte Carlo na avaliação de produtos financeiros complexos da CGDOliveira, Filipe José Pereira masterThesisopenAccess
Jun-2018The Iberian electricity market: analysis of the risk premium in an illiquid marketFerreira, Márcio ; Sebastião, Helder articleembargoedAccess
2018The Iberian electricity market:Price dynamics and risk premium in an illiquid marketFerreira, Márcio ; Sebastião, Hélder workingPaperopenAccess