Parametric portfolio policies: An application for a global tactical asset allocation model

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

An analog model for global macro investing

This study proposes a systematic model that is able to fit the Global Macro Investing universe. The Analog Model tests the possibility of capturing the likelihood of an optimal investment allocation based on similarity across different periods in history. Instead of observing Macroeconomic data, the model uses financial markets’ variables to classify unknown short-term regimes. This methodology is particularly relevant considering that asset classes and investment strategies react differently to specific macro environment shifts.

Development of a global IT charging model for BASF Group

With ‘GS Strategy 2025’ BASF Business Services GmbH was formed to centrally steer all IT related topics of BASF group. Thus, a global charging system has to be designed, which complies to international transfer price regulations and the strategy of BASF SE. This work project develops a charging system with a following evaluation. The direct charging system benefits from its cost transparency upsides but comes with a higher administrative effort due to volume-based charging. In contrast, the indirect charging system convinces because of easy handling, which is the result of the application of suitable allocation keys. Regarding the complex group structure of BASF SE with more than 300 legal entities in 80 countries, the lower administrative effort of the indirect charging system outweighs the benefits of the direct charging model and should be used by BASF group.

Iberian peninsula ecosystem carbon fluxes: a model-data integration study

Dissertação apresentada para obtenção do Grau de Doutor em Engenharia do Ambiente pela Universidade Nova de Lisboa,Faculdade de Ciências e Tecnologia

Microtheories for SDI - Accounting for diversity of local conceptualisations at a global level

Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

Impacts of climate change scenarios on terrestrial productivity and biomass for energy in the Iberian Peninsula: assessment through the JSBACH model

Dissertação para obtenção do Grau de Mestre em Engenharia do Ambiente, Perfil de Gestão e Sistemas Ambientais

Lean construction in rehabilitation works – suitability analysis and contribution for the definition of an implementation model

Proceedings IGLC-19, July 2011, Lima, Perú

A simulation model for lean, agile, resilient and green supply chain management: practices and interoperability assessment

Dissertação para obtenção do Grau de Mestre em Engenharia e Gestão Industrial

An intertemporal pricing model for CO2 allowances: The impact of the clean development mechanism

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics