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Details about Rui Pedro Brito

E-mail:
Homepage:https://sites.google.com/view/ruipedrobrito
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 Rui Pedro Brito.

Last updated 2020-06-09. Update your information in the RePEc Author Service.

Short-id: pbr805


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Working Papers

2020

  1. 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 Downloads

2017

  1. 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 Downloads

2016

  1. Portfolio Choice with High Frequency Data: CRRA Preferences and the Liquidity Effect
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra Downloads
    See also Journal Article in Portuguese Economic Journal (2017)

2015

  1. Efficient Skewness/Semivariance Portfolios
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra Downloads View citations (2)
    See also Journal Article in Journal of Asset Management (2016)
  2. Portfolio Management With Higher Moments: The Cardinality Impact
    GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra Downloads View citations (1)

Journal Articles

2018

  1. On the Gains of Using High Frequency Data in Portfolio Selection
    Scientific Annals of Economics and Business, 2018, 65, (4), 365-383 Downloads

2017

  1. Portfolio choice with high frequency data: CRRA preferences and the liquidity effect
    Portuguese Economic Journal, 2017, 16, (2), 65-86 Downloads View citations (1)
    See also Working Paper (2016)

2016

  1. Efficient skewness/semivariance portfolios
    Journal of Asset Management, 2016, 17, (5), 331-346 Downloads
    See also Working Paper (2015)
 
Page updated 2020-10-20