Efficient Cardinality/Mean-Variance Portfolios. - Rui Pedro Brito; Luís Nunes Vicente (System Modelling and Optimization, 2013)

Portfolio management with higher moments: the cardinality impact. - Rui Pedro Brito; Hélder Sebastião; Pedro Godinho (Int. Trans. Oper. Res., 2019)

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)