Person:1686535

Available identifiers

zbMath Open filomena.tiago-pascoalMaRDI QIDQ1686535

List of research outcomes

Publication	Date of Publication	Type
Liquidity-constrained index tracking optimization models	2024-02-08	Paper
Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming	2017-12-15	Paper
A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry	2017-09-08	Paper
Technology selection and capacity investment under uncertainty	2015-02-18	Paper
Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs	2014-06-30	Paper
Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments	2012-08-17	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Tiago Pascoal Filomena