The following pages link to Tiago Pascoal Filomena (Q1686535):
Displaying 7 items.
- (Q439921) (redirect page) (← links)
- Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments (Q439922) (← links)
- Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming (Q1686536) (← links)
- Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929) (← links)
- Technology selection and capacity investment under uncertainty (Q2255895) (← links)
- A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry (Q2402577) (← links)
- Liquidity-constrained index tracking optimization models (Q6148777) (← links)
