Relative pricing of French Treasury inflation-linked and nominal bonds: an empirical approach using arbitrage strategies
Béatrice de Séverac, Jose Soares da Fonseca
Portuguese Economic Journal, vol. 20, 2021, p. 273-295.

Performance Ratios for Selecting International Portfolios: A Comparative Analysis Using Stock Market Indices in the Euro Area
Jose Soares da Fonseca
Finance A Uver, vol. 70, 2020, p. 26-41.

Portfolio Selection in Euro Area with CAPM and Lower Partial Moments Models
Jose Soares da Fonseca
Portuguese Economic Journal, vol. 19, 2020, p. 49-66.

Stochastic Durations, the Convexity Effect, and the Impact of Interest Rate Changes
Jose Soares da Fonseca
European Journal Of Finance, vol. 20, 2014, p. 994-1007.

The Performance of the European Stock Markets: A Time-Varying Sharpe Ratio Approach
Jose Soares da Fonseca
European Journal Of Finance, vol. 16, 2010, p. 727-741.