Rui Pedro Brito : Citation Profile


Are you Rui Pedro Brito?

Universidade do Coimbra

2

H index

0

i10 index

9

Citations

RESEARCH PRODUCTION:

3

Articles

5

Papers

RESEARCH ACTIVITY:

   5 years (2015 - 2020). See details.
   Cites by year: 1
   Journals where Rui Pedro Brito has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 1 (10 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr805
   Updated: 2024-01-16    RAS profile: 2020-06-09    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Rui Pedro Brito.

Is cited by:

Cites to:

Shephard, Neil (15)

Ait-Sahalia, Yacine (13)

Bollerslev, Tim (10)

Wolf, Michael (10)

Ledoit, Olivier (10)

Harvey, Campbell (9)

Mencia, Javier (8)

Sentana, Enrique (8)

Markowitz, Harry (7)

Uppal, Raman (6)

Hansen, Peter (6)

Main data


Where Rui Pedro Brito has published?


Working Papers Series with more than one paper published# docs
GEMF Working Papers / GEMF, Faculty of Economics, University of Coimbra3
CeBER Working Papers / Centre for Business and Economics Research (CeBER), University of Coimbra2

Recent works citing Rui Pedro Brito (2024 and 2023)


YearTitle of citing document
2023.

Full description at Econpapers || Download paper

Works by Rui Pedro Brito:


YearTitleTypeCited
2017On the gains of using high frequency data and higher moments in Portfolio Selection In: CeBER Working Papers.
[Full Text][Citation analysis]
paper1
2020Asset classification under the IFRS 9 framework for the construction of a banking investment portfolio In: CeBER Working Papers.
[Full Text][Citation analysis]
paper0
2015Efficient Skewness/Semivariance Portfolios In: GEMF Working Papers.
[Full Text][Citation analysis]
paper1
2015Portfolio Management With Higher Moments: The Cardinality Impact In: GEMF Working Papers.
[Full Text][Citation analysis]
paper2
2016Portfolio Choice with High Frequency Data: CRRA Preferences and the Liquidity Effect In: GEMF Working Papers.
[Full Text][Citation analysis]
paper0
2016Efficient skewness/semivariance portfolios In: Journal of Asset Management.
[Full Text][Citation analysis]
article3
2017Portfolio choice with high frequency data: CRRA preferences and the liquidity effect In: Portuguese Economic Journal.
[Full Text][Citation analysis]
article2
2018On the Gains of Using High Frequency Data in Portfolio Selection In: Scientific Annals of Economics and Business.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team