Loss persistence and returns in the UK
Jiang, Wei, Nuno Soares and Andrew W. Stark (2016); “Loss persistence and returns in the UK“, Accounting and Business Research, 46(3), pp. 221-242.
A Compensation Scheme for Optimal Investment Decisions
Cardoso, D. and P. J. Pereira (2015); “A Compensation Scheme for Optimal Investment Decisions“, Finance Research Letters, 14, pp. 150-159.
Do stress tests matter? A study on the impact of the disclosure of stress test results on European financial stocks and CDS markets
Alves, Carlos, Victor Mendes and Paulo Pereira Silva (2015); “Do stress tests matter? A study on the impact of the disclosure of stress test results on European financial stocks and CDS markets“, Applied Economics, 47(12), pp. 1213-1229.
What determines the exit decision for leveraged buyouts?
Jenkinson, Tim and Miguel Sousa (2015); “What determines the exit decision for leveraged buyouts?“, Journal of Banking & Finance, 59, pp. 399-408.
Capacity Expansion in Transmission Networks Using Portfolios of Real Options
Loureiro, Manuel, João Claro and Paulo J. Pereira (2015); “Capacity Expansion in Transmission Networks Using Portfolios of Real Options“, International Journal of Electrical Power & Energy Systems, 64, pp. 439-446.
A Closed-form Solution for Options with Ambiguity About Stochastic Volatility
Faria, Gonçalo and João Correia-da-Silva (2014); “A Closed-form Solution for Options with Ambiguity About Stochastic Volatility“, Review of Derivatives Research, 17(2), pp. 125-159.
Investment Decisions in Finite-Lived Monopolies
Pereira, Paulo J. and Artur Rodrigues (2014); “Investment Decisions in Finite-Lived Monopolies“, Journal of Economic Dynamics & Control, 46, pp. 219-236.
The Technological and Environmental Efficiency of the EU-27 Power Mix: An Evaluation Based on MPT
de Llano Paz, Fernando, Susana Iglesias Antelo, Anxo R. Calvo Silvosa and Isabel Soares (2014); “The Technological and Environmental Efficiency of the EU-27 Power Mix: An Evaluation Based on MPT“, Energy, 69, pp. 67-81.
Evidence for the Seasonality of European Equity Fund Performance
Alves, Carlos (2014); “Evidence for the Seasonality of European Equity Fund Performance“, Applied Economic Letters, 21(16), pp. 1156-1160.
Loan Interest Rates Under Risk-based Capital Requirements: The Impact of Banking Market Structure
Drumond, Inês and José Jorge (2013); “Loan Interest Rates Under Risk-based Capital Requirements: The Impact of Banking Market Structure“, Economic Modelling, 32, pp. 602-607.