Relative pricing of French Treasury inflation-linked and nominal bonds: an empirical approach using arbitrage strategies
1.91
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
3.61
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
3.83
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
17.91
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
17.91
Jose Soares da Fonseca
European Journal Of Finance,
vol. 16, 2010, p. 727-741.