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Computational Finance, Financial Optimization, Quantitative Finance
Portugal

Activities

Employment (6)

University of Coimbra: Coimbra, Coimbra, PT

2019-04 to 2022-04 | PhD Junior Researcher (Centre for Business and Economics Research, Faculty of Economics)
Employment
Source: Self-asserted source
R. P. Brito

University of Aveiro: Aveiro, Aveiro, PT

2019-02 to 2019-07 | Invited Adjunct Professor (ISCA-UA)
Employment
Source: Self-asserted source
R. P. Brito

University of Coimbra: Coimbra, PT

2017-09 to 2018-01 | Invited Assistant (Faculty of Economics)
Employment
Source: Self-asserted source
R. P. Brito

University of Coimbra: Coimbra, PT

2014-01 to 2017-12 | FCT Research Scholar (Faculty of Economics)
Employment
Source: Self-asserted source
R. P. Brito

University of Coimbra: Coimbra, PT

2012-04 to 2012-12 | Research Assistant (Faculty of Sciences and Technology)
Employment
Source: Self-asserted source
R. P. Brito

Millennium bcp: Porto, Porto, PT

2008-01 to 2010-08 | Commercial Assistant
Employment
Source: Self-asserted source
R. P. Brito

Education and qualifications (3)

University of Coimbra: Coimbra, PT

2013 to 2017 | Ph.D. in Economics (Faculty of Economics)
Education
Source: Self-asserted source
R. P. Brito

University of Coimbra: Coimbra, PT

2010 to 2012 | M. Sc. in Quantitative Methods in Finance (Faculty of Sciences and Technology)
Education
Source: Self-asserted source
R. P. Brito

University of Beira Interior: Covilha, PT

2003 to 2007 | B. Sc. in Applied Mathematics (Faculty of Sciences)
Education
Source: Self-asserted source
R. P. Brito

Professional activities (5)

University of Aveiro: Aveiro, Aveiro, PT

2019-02 to 2019-07 | Invited Adjunct Professor (ISCA-UA)
Invited position
Source: Self-asserted source
R. P. Brito

Universidade de Coimbra Faculdade de Economia: Coimbra, Coimbra, PT

2012 to 2012 | Faculty of Economics Award for the excellent performance demonstrated as a student of the Master in Quantitative Methods in Finance
Distinction
Source: Self-asserted source
R. P. Brito

Millenniumbcp: Porto, Porto, PT

2009 to 2009 | Honorable Mention by Millenniumbcp Bank in recognition of the idea “Simulator of Repayment of Personal Loans” made in the framework of the Program Young Specialist
Distinction
Source: Self-asserted source
R. P. Brito

Universidade da Beira Interior: Covilha, Castelo Branco, PT

2008 to 2008 | University of Beira Interior Award for the student who finishes a BS in Applied Mathematics with the highest GPA
Distinction
Source: Self-asserted source
R. P. Brito

City Council of Covilhã: Covilhã, Castelo Branco, PT

2001 to 2001 | School Award for the merit of the classification obtained as a high school student
Distinction
Source: Self-asserted source
R. P. Brito

Funding (3)

Dealing with Parameter Uncertainty in Portfolio Choice

2019-04 to 2022-04 | Contract
Fundação para a Ciência e a Tecnologia (Lisboa, PT)
GRANT_NUMBER: CEECIND/01010/2017
Source: check_circle
CIÊNCIAVITAE
grade
Preferred source (of 2)‎

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

2014-01 to 2017-12 | Grant
Fundação para a Ciência e a Tecnologia (Lisboa, PT)
GRANT_NUMBER:

SFRH/BD/94778/2013

Source: Self-asserted source
R. P. Brito
grade
Preferred source (of 2)‎

Derivative-Free Optimization: Future Challenges and New Applications

2012-04 to 2012-12 | Contract
Fundação para a Ciência e a Tecnologia (Lisboa, PT)
GRANT_NUMBER:

PTDC/MAT/098214/2008

Source: check_circle
CIÊNCIAVITAE

Works (9)

Asset classification under the IFRS 9 framework for the construction of a banking investment portfolio

International Transactions in Operational Research
2022-07 | Journal article
Contributors: Rui Pedro Brito; Pedro Júdice
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Efficient credit portfolios under IFRS 9

International Transactions in Operational Research
2022-03-27 | Journal article
SOURCE-WORK-ID:

cv-prod-id-3097440

Contributors: Brito, Rui Pedro; Júdice, Pedro; Autor correspondente: Brito, Rui Pedro.
Source: check_circle
CIÊNCIAVITAE
grade
Preferred source (of 2)‎

Portfolio management with higher moments: The cardinality impact

International Transactions in Operational Research
2019-11-01 | Journal article
Source: Self-asserted source
R. P. Brito
grade
Preferred source (of 2)‎

On the Gains of Using High Frequency Data in Portfolio Selection

Scientific Annals of Economics and Business
2018-12 | Journal article
SOURCE-WORK-ID:

cv-prod-id-580126

Part of ISSN: 2501-3165
Contributors: Brito, Rui Pedro; Sebastião, Helder; Godinho, Pedro
Source: check_circle
CIÊNCIAVITAE

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

Faculdade de Economia da Universidade de Coimbra
2017-12 | Dissertation or Thesis
SOURCE-WORK-ID:

cv-prod-id-581652

Contributors: Brito, Rui Pedro
Source: check_circle
CIÊNCIAVITAE

Portfolio choice with high frequency data: CRRA preferences and the liquidity effect

Portuguese Economic Journal
2017-08-31 | Journal article
Contributors: R. P. Brito; H. Sebastião; P. Godinho
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Efficient skewness/semivariance portfolios

Journal of Asset Management
2016-09-28 | Journal article
Source: Self-asserted source
R. P. Brito
grade
Preferred source (of 2)‎

Efficient cardinality/mean-variance portfolios

System Modeling and Optimization
2014-11-28 | Book chapter
Source: Self-asserted source
R. P. Brito
grade
Preferred source (of 2)‎

Efficient cardinality/mean-variance portfolios

Faculdade de Ciências e Tecnologia da Universidade de Coimbra
2012-01 | Dissertation or Thesis
SOURCE-WORK-ID:

cv-prod-id-581697

Contributors: Brito, Rui Pedro
Source: check_circle
CIÊNCIAVITAE

Peer review (83 reviews for 15 publications/grants)

Review activity for Cogent economics & finance. (1)
Review activity for Computational economics. (1)
Review activity for Computational economics. (13)
Review activity for Computational management science. (1)
Review activity for Computational management science. (3)
Review activity for European journal of operational research. (8)
Review activity for International journal of environmental research and public health (4)
Review activity for International journal of monetary economics and finance. (1)
Review activity for International transactions in operational research. (2)
Review activity for Journal of modelling in management. (23)
Review activity for Journal of risk and financial management. (2)
Review activity for Mathematics. (16)
Review activity for Neural networks. (1)
Review activity for RAIRO. (3)
Review activity for Sustainability. (4)