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Details about Ana Margarida Monteiro

Workplace:Centre for Business and Economics Research (CeBER), Faculdade de Economia (Faculty of Economics), Universidade do Coimbra (University of Coimbra), (more information at EDIRC)

Access statistics for papers by Ana Margarida Monteiro.

Last updated 2017-02-13. Update your information in the RePEc Author Service.

Short-id: pmo1079


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Working Papers

2014

  1. Portfolio Choice under Parameter Uncertainty: Bayesian Analysis and Robust Optimization Comparison
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra

2013

  1. Market Efficiency, Roughness and Long Memory in the PSI20 Index Returns: Wavelet and Entropy Analysis
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra Downloads View citations (5)

2010

  1. Estimation of Risk-Neutral Density Surfaces
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra Downloads View citations (1)

Journal Articles

2016

  1. Size distribution of Portuguese firms between 2006 and 2012
    Physica A: Statistical Mechanics and its Applications, 2016, 458, (C), 342-355 Downloads View citations (7)

2008

  1. Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity
    European Journal of Operational Research, 2008, 187, (2), 525-542 Downloads View citations (26)
 
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