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Publications by Hélder Sebastião

Efficient Skewness/Semivariance Portfolios

Journal of Asset Management
Information SystemsManagementInternational ManagementBusinessStrategy
2016English

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Realized Skewness

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Skewness and the Bubble

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Efficient VAR and Expected Shortfall Computations for Non-Linear Portfolios Within the Delta-Gamma Approach

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Unsustainable Employment Portfolios

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