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Short bio

Rui Pedro Brito holds a Ph.D. in Economics and an MS in Quantitative Methods in Finance from the University of Coimbra. He obtained a BS in Applied Mathematics at the University of Beira Interior. His research focuses on optimal financial decision-making under uncertainty. This research revolves around the fields of 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 04/2022)
  • New Ways of Measuring and Dealing with Risk and Return in Portfolio Optimization. ID:SFRH/BD/94778/2013. Funded by FCT. PhD 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

Projects

FCT - Stimulus of Scientific Employment – Individual Support , CEECIND/01010 , 2019-2022

Publications

(2019) Portfolio management with higher moments: the cardinality impact. International Transactions in Operational Research, 26, 2531-2560.
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
(2016) Efficient skewness/semivariance portfolios. Journal of Asset Management, 17, 331-346.
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