Tiago P. Filomena

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

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