Risk-based decision support system for life cycle management of industrials plants

Dissertação para obtenção do Grau de Doutor em Engenharia Electrotécnica e de Computadores

A comparative review of risk based portfolio allocations: An empirical study throughout rising yields

Since the financial crisis, risk based portfolio allocations have gained a great deal in popularity. This increase in popularity is primarily due to the fact that they make no assumptions as to the expected return of the assets in the portfolio. These portfolios implicitly put risk management at the heart of asset allocation and thus their recent appeal. This paper will serve as a comparison of four well-known risk based portfolio allocation methods; minimum variance, maximum diversification, inverse volatility and equally weighted risk contribution. Empirical backtests will be performed throughout rising interest rate periods from 1953 to 2015. Additionally, I will compare these portfolios to more simple allocation methods, such as equally weighted and a 60/40 asset-allocation mix. This paper will help to answer the question if these portfolios can survive in a rising interest rate environment.

Análise de dados de vibração – Contributo para a definição do Estado de Condição

Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Estatística e Gestão de Informação

Modelo preditivo da criminalidade – georeferenciação ao concelho de Lisboa

Dissertação apresentada como requisito parcial para a obtenção do grau de Mestre em Estatística e Gestão de Informação

Modelação de equações estruturais para avaliar e monitorizar o estado de condição de um sistema mecânico.

Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Estatística e Gestão de Informação.

Bank capital and stock performance around the subprime lending risis

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

Dpws middleware to support agent-based manufacturing control and simulation

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Electrotécnica e de Computadores

Customisable e-training programmes based on trainees profiles

Dissertation presented at Faculdade de Ciências e Tecnologia of Universidade Nova de Lisboa to obtain the Master degree in Electrical and Computer Engineering

Constraint-based verification of imperative programs

work presented in the context of the European Master’s program in Computational Logic, as the partial requirement for obtaining Master of Science degree in Computational Logic

A Web based geospatial application for disaster preparedness in Uganda

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

Aircraft Engines Maintenance Costs and Reliability: An Appraisal of the Decision Process to Remove an Engine for a Shop Visit Aiming at Minimum Maintenance Unit Cost

Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Estatística e Gestão de Informação.

What is the value of value-at-risk after all?: A conditional approach using quantile regressions

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

Development of a fuzzy qualitative risk assessment model applied to construction industry

Dissertação para obtenção do Grau de Doutor em Engenharia Industrial

Credit risk stress testing: The Portuguese environment, macroeconomic scenarios and the estimation of losses for corporate sectors

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

The compatibility of earth-based repair mortars with rammed earth substrates

3rd Historic Mortars Conference, 11-14 September 2013, Glasgow, Scotland