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Short bio

Rui Pedro Brito is currently a Postdoc Researcher, in Quantitative Finance, at the Centre for Business and Economics ResearchFaculty of EconomicsUniversity of Coimbra. This position is funded by the Portuguese National Funding Agency for Science, Research and Technology, under the Stimulus of Scientific Employment – Individual Support 2017. He holds a PhD in Economics and an MS in Quantitative Methods in Finance from the University of Coimbra. His undergraduate studies, in Applied Mathematics, were pursued in the University of Beira Interior. The focus of his research lies on computational and mathematical modeling for decision making under uncertainty. His research interests include: Computational Finance, Financial Optimization and Quantitative Finance.

Projects

  • Dealing with Parameter Uncertainty in Portfolio Choice. ID: CEECIND/01010/2017. Funded by the FCT, under the Stimulus of Scientific Employment - Individual Support 2017  (04/2019 to present)
  • New Ways of Measuring and Dealing with Risk and Return in Portfolio Optimization. ID:SFRH/BD/94778/2013. Funded by FCT. Ph.D. Scholarship (01/2014 to 12/2017)
  • Derivative-Free Optimization: Future Challenges and New Applications. ID:PTDC/MAT/098214/2008. Funded by FCT. Participation as a research assistant (04/2012 to 12/2012)

Dissertations

New Ways of Measuring and Dealing with Risk and Return in Portfolio Optimization
Economics

Publications

(2019) Portfolio management with higher moments: the cardinality impact. International Transactions in Operational Research, 26, 2531-2560.
Authors
(2016) Efficient skewness/semivariance portfolios. Journal of Asset Management, 17, 331-346.
Authors
(2018) On the Gains of Using High Frequency Data in Portfolio Selection. Scientific Annals of Economics and Business, 65, 365-383.
Authors
(2017) Portfolio choice with high frequency data: CRRA preferences and the liquidity effect. Portuguese Economic Journal, 16, 65-86.
Authors

Contacts

Address

Faculdade de Economia
Universidade de Coimbra
Av. Dias da Silva, 165
3004-512
Portugal

Call

Phone
+351 239 790 519
Extension
500219

Web and Email

Email
rbrito@uc.pt