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Publications by Rui Pedro Brito
Efficient Skewness/Semivariance Portfolios
Journal of Asset Management
Information Systems
Management
International Management
Business
Strategy
Related publications
More Efficient Optimization of Long-Term Water Supply Portfolios
Water Resources Research
Water Science
Technology
Efficient Computation of Hedging Portfolios for Options With Discontinuous Payoffs
Mathematical Finance
Finance
Applied Mathematics
Economics
Econometrics
Accounting
Social Sciences
Realized Skewness
Review of Financial Studies
Accounting
Economics
Econometrics
Finance
Skewness and the Bubble
SSRN Electronic Journal
Skewness and Kurtosis Trades
Mimicking Portfolios
SSRN Electronic Journal
Efficient VAR and Expected Shortfall Computations for Non-Linear Portfolios Within the Delta-Gamma Approach
SSRN Electronic Journal
Unsustainable Employment Portfolios
Work, Employment and Society
Sociology
Organizational Behavior
Economics
Political Science
Accounting
Econometrics
Human Resource Management
Multivariate Skewness and Kurtosis