Bank strategic asset allocation under a unified risk measure. - Pedro Júdice; Luís Pinto 002; José Luís Santos (Expert Syst. Appl., 2021)

Asset classification under the IFRS 9 framework for the construction of a banking investment portfolio. - Rui Pedro Brito; Pedro Júdice (Int. Trans. Oper. Res., 2022)

Efficient credit portfolios under IFRS 9. - Rui Pedro Brito; Pedro Júdice (Int. Trans. Oper. Res., 2023)

The performance of bank portfolio optimization. - Catarina Coelho; José Luís Santos; Pedro Júdice (Int. Trans. Oper. Res., 2024)