António M.R.G. Barbosa

Instituto Universitário de Lisboa (ISCTE-IUL)

Assistant Professor

Av. das Forcas Armadas

Lisbon, 1649-026

Portugal

http://iscte.pt/~amrgb

SCHOLARLY PAPERS

3

DOWNLOADS

734

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Beyond Coherence and Extreme Losses: Root Lower Partial Moment as a Risk Measure

Number of pages: 34 Posted: 26 Oct 2004
António M.R.G. Barbosa and Miguel A. Ferreira
Instituto Universitário de Lisboa (ISCTE-IUL) and Nova School of Business and Economics
Downloads 610 (42,887)
Citation 1

Abstract:

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Risk management, lower partial moment, expected shortfall, coherent risk measures

2.

Differential Interpretation of Information and the Post-Announcement Drift: A Story of Consensus Learning

Number of pages: 55 Posted: 23 Sep 2011
António M.R.G. Barbosa
Instituto Universitário de Lisboa (ISCTE-IUL)
Downloads 65 (342,369)
Citation 3

Abstract:

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post-announcement drift, momentum, differential interpretation, learning, explanation

3.

Manipulation and Information Acquisition

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 51 Posted: 27 Aug 2011 Last Revised: 31 Aug 2011
António M.R.G. Barbosa
Instituto Universitário de Lisboa (ISCTE-IUL)
Downloads 59 (359,487)

Abstract:

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manipulation, analyst recommendations, information, market efficiency, regulation