Instituição

Nome:
ISCAC, Coimbra
Artigos 10:

Are Green and Socially Responsible Funds More Efficient than Conventional Funds? A DEA Approaches
Elisabete Duarte Neves, Maria do Castelo Gouveia, Adriana Martins, Carlos Pinho
Journal Of Economic Studies, vol. 51, 2024, p. 261-286.

Are Green and Socially Responsible Funds More Efficient than Conventional Funds? A DEA Approaches
Elisabete Duarte Neves, Maria do Castelo Gouveia, Adriana Martins, Carlos Pinho
Journal Of Economic Studies, vol. 51, 2024, p. 261-286.

Are Green and Socially Responsible Funds More Efficient than Conventional Funds? A DEA Approaches
Elisabete Duarte Neves, Maria do Castelo Gouveia, Adriana Martins, Carlos Pinho
Journal Of Economic Studies, vol. 51, 2024, p. 261-286.

Accounting for Local Impacts of Photovoltaic Farms: The Application of Two Stated Preferences Approaches to a Case-Study in Portugal
Anabela Botelho, Lina Lourenço-Gomes, Lígia Pinto, Sara Sousa, Marieta Valente
Energy Policy, vol. 109, 2017, p. 191-198.

An Application of Value-Based DEA to Identify the Best Practices in Primary Health Care
Miguel C. Gouveia, Luis C. Dias, Carlos Henggeler Antunes , Maria A. Mota, E. M. Duarte, Eduardo M. Tenreiro
Or Spectrum, vol. 38, 2016, p. 743-767.

On the Computation of Option Prices and Greeks under the CEV Model
José Carlos Dias, Manuela Larguinho, Carlos A. Braumann
Quantitative Finance, vol. 13, 2013, p. 907-917.

The ARL of Modified Shewhart Control Charts for Conditionally Heteroskedastic Models
Nazaré Mendes Lopes, Joana Leite, Esmeralda Gonçalves
Statistical Papers, vol. 54, 2013, p. 1-19.

Pricing Real Options under the Constant Elasticity of Variance Diffusion
José Carlos Dias, João Pedro Vidal Nunes
Journal of Futures Markets, vol. 31, 2011, p. 230-250.

Pricing Real Options under the Constant Elasticity of Variance Diffusion
José Carlos Dias, João Pedro Vidal Nunes
Journal of Futures Markets, vol. 31, 2011, p. 230-250.

Durable vs. Disposable Equipment Choice under Interest Rate Uncertainty
José Carlos Dias, Mark B. Shackleton
European Journal Of Finance, vol. 15, 2009, p. 157-167.

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