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P. Araújo Santos · Study
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P. Araújo Santos
3 works
· latest 2022
· 2 institutions
cluster: provisional
ORCID 0000-0003-0226-1549
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189
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Most cited in this library
Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks
2012 · 109 citations
Peaks Over Random Threshold Methodology for Tail Index and High Quantile Estimation
2022 · 50 citations
Forecasting Value-at-Risk with a duration-based POT method
2012 · 30 citations
Works
3 shown
Peaks Over Random Threshold Methodology for Tail Index and High Quantile Estimation
Portuguese National Funding Agency for Science, Research and Technology (RCAAP Project by FCT)
·
2022
·
3 authors
·
Open access
50
citations
Forecasting Value-at-Risk with a duration-based POT method
Mathematics and Computers in Simulation
·
2012
·
2 authors
30
citations
Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks
The North American Journal of Economics and Finance
·
2012
·
3 authors
109
citations