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Efficient skewness/semivariance portfolios
Brito, Rui Pedro; Sebastião, Hélder; Godinho, Pedro - In: The journal of asset management 17 (2016) 5, pp. 331-346
Persistent link: https://www.econbiz.de/10011634675
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On the gains of using high frequency data in portfolio selection
Brito, Rui Pedro; Sebastião, Helder Miguel Correia Virtuoso - In: Scientific Annals of Economics and Business 65 (2018) 4, pp. 365-383
Persistent link: https://www.econbiz.de/10012127814
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A stochastic model and algorithms for determining efficient time-cost tradeoffs for a project activity
Godinho, Pedro; Costa, João Paulo - In: Operational research : an international journal 20 (2020) 1, pp. 319-348
Persistent link: https://www.econbiz.de/10012172874
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A comparative study of technical trading strategies using a genetic algorithm
Macedo, Luís Lobato; Godinho, Pedro; Alves, Maria João - In: Computational economics 55 (2020) 1, pp. 349-381
Persistent link: https://www.econbiz.de/10012222605
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A minimax regret portfolio model based on the investor’s utility loss
Caçador, Sandra; Godinho, Pedro; Dias, Joana - In: Operational research : an international journal 22 (2022) 1, pp. 449-484
Persistent link: https://www.econbiz.de/10013173300