José Soares da Fonseca Membro Pleno
Working Papers
MEAN-VARIANCE EFFICIENCY VERSUS POSITIVE SKEWNESS SEEKING IN PORTFOLIO SELECTION
Publicações
Gestão do Risco Bancário.(2024)
Performance Ratios for Selecting International Portfolios: A Comparative Analysis Using Stock Market Indices in the Euro Area. Czech Journal of Economics and Finance (Finance a Uver), 70, 26-41.(2020)
A Interdependência entre a Integração Financeira e a Integração Económica: uma reflexão metodológica. In: Duarte, António Portugal, Simões, Marta, Bação, Pedro, Martins, Rita (Ed.), Estudos de Homenagem a João Sousa Andrade, (pp 439-452). Coimbra: Almedina.(2020)
Portfolio selection in euro area with CAPM and Lower Partial Moments models. Portuguese Economic Journal, 19, 49-66.(2020)
Arbitrage Strategies between French Treasury Inflation Linked and Nominal Bonds: Solving the Puzzle. European Financial Management Association Annual Conference. 22.(2019)
Do credit default swaps affect the time-varying cointegration between PIIGS sovereign interest rates. International Journal of Monetary Economics and Finance, 12, 274.(2019)
The French Treasury Inflation Linked Bond Puzzle. SSRN Electronic Journal.(2018)
Portfolio Selection in Euro Area with CAPM and Lower Partial Moments Models. SSRN Electronic Journal.(2017)
Euro area stock markets performance comparison and its dependence on macroeconomic variables. International Journal of Monetary Economics and Finance, 9, 245-266.(2016)
Pricing Inflation linked bonds and hedging bond portfolios: a comparative analysis applied to French OAT indexed bonds. International Conference AFFI.(2016)
Do credit default swaps affect the time-varying cointegration between PIIGS sovereign interest rates?. 9th International Conference of Portuguese Finance Network. Universidade da Beira Interior.(2016)
Economia monetária e financeira. Coimbra: Imprensa da Universidade de Coimbra.(2015)
Contactos
Morada
Faculdade de EconomiaUniversidade de Coimbra
Av. Dias da Silva, 165
3004-512 Coimbra
Portugal