Details about Rui Pedro Brito
Access statistics for papers by Rui Pedro Brito.
Last updated 2020-06-09. Update your information in the RePEc Author Service.
Short-id: pbr805
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Journal Articles
Working Papers
2020
- Asset classification under the IFRS 9 framework for the construction of a banking investment portfolio
CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra
2017
- On the gains of using high frequency data and higher moments in Portfolio Selection
CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra
View citations (1)
Journal Articles
2018
- On the Gains of Using High Frequency Data in Portfolio Selection
Scientific Annals of Economics and Business, 2018, 65, (4), 365-383
2017
- Portfolio choice with high frequency data: CRRA preferences and the liquidity effect
Portuguese Economic Journal, 2017, 16, (2), 65-86
View citations (2)
2016
- Efficient skewness/semivariance portfolios
Journal of Asset Management, 2016, 17, (5), 331-346
View citations (3)