| Efficient cardinality/mean-variance portfolios RP Brito, LN Vicente System Modeling and Optimization, Springer series IFIP Advances in …, 2014 | 26 | 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 | 20 | 2019 |
| Efficient skewness/semivariance portfolios R Pedro Brito, H Sebastião, P Godinho Journal of Asset Management 17, 331-346, 2016 | 14 | 2016 |
| Efficient credit portfolios under IFRS 9 RP Brito, P Júdice International Transactions in Operational Research 30 (5), 2453-2484, 2023 | 10 | 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 | 9 | 2017 |
| 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 | 8 | 2022 |
| 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 | | 2018 |
| New Ways of Measuring and Dealing with Risk and Return in Portfolio Optimization RPG Brito | | 2017 |
| New Ways of Measuring and Dealing with Risk and Return in Portfolio Optimization RPG de Brito PQDT-Global, 2017 | | 2017 |
Helder SebastiãoCeBER and Faculty of Economics - University of CoimbraVerified email at fe.uc.pt
