Citation profile for Rui Pedro Brito

Rui Pedro Brito : Citation Profile

Universidade do Coimbra

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

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:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbr805
   Updated: 2024-11-04    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:

Sebastião, Helder (1)

Cites to:

Shephard, Neil (15)

Ait-Sahalia, Yacine (13)

Bollerslev, Tim (10)

Ledoit, Olivier (10)

Wolf, Michael (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 Coimbra	3
CeBER Working Papers / Centre for Business and Economics Research (CeBER), University of Coimbra	2

Recent works citing Rui Pedro Brito (2024 and 2023)

Year	Title of citing document
2023	. Full description at Econpapers \|\| Download paper

Works by Rui Pedro Brito:

Year	Title	Type	Cited
2017	On the gains of using high frequency data and higher moments in Portfolio Selection In: CeBER Working Papers. [Full Text][Citation analysis]	paper	1
2020	Asset classification under the IFRS 9 framework for the construction of a banking investment portfolio In: CeBER Working Papers. [Full Text][Citation analysis]	paper	0
2015	Efficient Skewness/Semivariance Portfolios In: GEMF Working Papers. [Full Text][Citation analysis]	paper	1
2015	Portfolio Management With Higher Moments: The Cardinality Impact In: GEMF Working Papers. [Full Text][Citation analysis]	paper	2
2016	Portfolio Choice with High Frequency Data: CRRA Preferences and the Liquidity Effect In: GEMF Working Papers. [Full Text][Citation analysis]	paper	0
2016	Efficient skewness/semivariance portfolios In: Journal of Asset Management. [Full Text][Citation analysis]	article	3
2017	Portfolio choice with high frequency data: CRRA preferences and the liquidity effect In: Portuguese Economic Journal. [Full Text][Citation analysis]	article	2
2018	On the Gains of Using High Frequency Data in Portfolio Selection In: Scientific Annals of Economics and Business. [Full Text][Citation analysis]	article	0