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OK, ACEITO

Orientação de doutorandos

(2017) New Ways of Measuring and Dealing with Risk and Return in Portfolio Optimization
Economia
(2013) Modeling and Numerical Analysis in Option Market With Memory
Economia
(em curso) Long-term Portfolio Selection and Performance Evaluation
Economia

Publicações

(2019) Portfolio management with higher moments: the cardinality impact. International Transactions in Operational Research, 26, 2531-2560.
Autores
(2017) Where is the Information on USD/Bitcoin Hourly Prices?. Notas económicas, 7-25.
Autores
(2018) The Iberian electricity market: analysis of the risk premium in an illiquid market. Journal of Energy Markets, 11, 61-82.
Autores
(2018) Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?. Scientific Annals of Economics and Business, 65, 97-117.
Autores
(2018) On the Gains of Using High Frequency Data in Portfolio Selection. Scientific Annals of Economics and Business, 65, 365-383.
Autores
(2016) Efficient skewness/semivariance portfolios. Journal of Asset Management, 17, 331-346.
Autores
(2017) Portfolio choice with high frequency data: CRRA preferences and the liquidity effect. Portuguese Economic Journal, 16, 65-86.
Autores

Contactos

Morada

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

Telefone

Telefone
+351 239 790 570
Extension
500270

Web e Email

Email
helderse@fe.uc.pt