Publications 📖

Book Chapters

R. P. Brito and L. N. Vicente (2014). Efficient cardinality/mean-variance portfolios. In: Pötzsche C., Heuberger C., Kaltenbacher B., Rendl F. (eds). System Modeling and Optimization, Volume 443 of Springer series IFIP Advances in Information and Communication Technology, pp. 52-73. ISBN: 978-3-662-45503-6. Berlin: Springer Berlin Heidelberg. DOI: 10.1007/978-3-662-45504-3_6

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R. P. Brito and P. Júdice (2023). Efficient credit portfolios under IFRS 9. International Transactions in Operational Research, 30(5): 2453-2484. DOI: 10.1111/itor.13137
R. P. Brito and P. Júdice (2022). Asset classification under the IFRS 9 framework for the construction of a banking investment portfolio. International Transactions in Operational Research, 29(4): 2613-2648 DOI: 10.1111/itor.12976
R. P. Brito and H. Sebastião and P. Godinho (2019). Portfolio management with higher moments: The cardinality impact. International Transactions in Operational Research, 26(6): 2531-2560. DOI: 10.1111/itor.12404
R. P. Brito and H. Sebastião and P. Godinho (2018). On the Gains of Using High Frequency Data in Portfolio Selection. Scientific Annals of Economics and Business, 65(4): 365-383. DOI: 10.2478/saeb-2018-0030
R. P. Brito and H. Sebastião and P. Godinho (2017). Portfolio choice with high frequency data: CRRA preferences and the liquidity effect. Portuguese Economic Journal, 16(2): 65-86. DOI: 10.1007/s10258-017-0131-3
R. P. Brito and H. Sebastião and P. Godinho (2016). Efficient skewness/semivariance portfolios. Journal of Asset Management, 17(5): 331-346. DOI: 10.1057/jam.2016.9

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R. P. Brito. New Ways of Measuring and Dealing with Risk and Return in Portfolio Optimization. PhD thesis, Faculty of Economics, University of Coimbra, December 2017.
R. P. Brito. Efficient cardinality/mean-variance portfolios. Master’s thesis, Faculty of Sciences and Technology, University of Coimbra, January 2012.

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