Tiago P. Filomena
From MaRDI portal
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Liquidity-constrained index tracking optimization models Annals of Operations Research | 2024-02-08 | Paper |
| Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming Annals of Operations Research | 2017-12-15 | Paper |
| A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry Optimization and Engineering | 2017-09-08 | Paper |
| Technology selection and capacity investment under uncertainty European Journal of Operational Research | 2015-02-18 | Paper |
| Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs Journal of Optimization Theory and Applications | 2014-06-30 | Paper |
| Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments Operations Research Letters | 2012-08-17 | Paper |
Research outcomes over time
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