Details about Ana Margarida Monteiro
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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Journal Articles
Working Papers
2014
- Portfolio Choice under Parameter Uncertainty: Bayesian Analysis and Robust Optimization Comparison
GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra
2013
- 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
View citations (5)
2010
- Estimation of Risk-Neutral Density Surfaces
GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra
View citations (1)
Journal Articles
2016
- Size distribution of Portuguese firms between 2006 and 2012
Physica A: Statistical Mechanics and its Applications, 2016, 458, (C), 342-355
View citations (7)
2008
- 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
View citations (26)