Thuener Silva

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Risk-averse multistage stochastic programs with expected conditional risk measures
Computers & Operations Research
2025-05-26Paper
A data-driven approach for a class of stochastic dynamic optimization problems
Computational Optimization and Applications
2021-12-08Paper
Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns
Annals of Operations Research
2020-01-20Paper
A more human-like portfolio optimization approach
European Journal of Operational Research
2018-05-24Paper


Research outcomes over time


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