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Journal Articles
- 2023
[j8]Eduardo Bered Fernandes Vieira
, Tiago Pascoal Filomena, Leonardo Riegel Sant'Anna, Miguel A. Lejeune:
Liquidity-constrained index tracking optimization models. Ann. Oper. Res. 330(1): 73-118 (2023)- 2020
- [j7]Benjamin Wormuth, Shiyuan Wang, Payman Dehghanian, Masoud Barati, Abouzar Estebsari, Tiago Pascoal Filomena, Mohammad Heidari Kapourchali, Miguel A. Lejeune:
Electric Power Grids Under High-Absenteeism Pandemics: History, Context, Response, and Opportunities. IEEE Access 8: 215727-215747 (2020) - [j6]Alan Delgado de Oliveira, Tiago Pascoal Filomena:
Compacting multistage stochastic programming models through a new implicit extensive framework. J. Comput. Sci. 43: 101128 (2020) - 2019
- [j5]Leonardo Riegel Sant'Anna, Tiago Pascoal Filomena, João Frois Caldeira, Denis Borenstein:
Investigating the use of statistical process control charts for index tracking portfolios. J. Oper. Res. Soc. 70(10): 1622-1638 (2019) - 2017
- [j4]Leonardo Riegel Sant'Anna, Tiago Pascoal Filomena, Pablo Cristini Guedes, Denis Borenstein:
Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming. Ann. Oper. Res. 258(2): 849-867 (2017) - 2014
- [j3]Tiago Pascoal Filomena, Enrique Campos-Náñez, Michael Robert Duffey:
Technology selection and capacity investment under uncertainty. Eur. J. Oper. Res. 232(1): 125-136 (2014) - [j2]Tiago Pascoal Filomena, Miguel A. Lejeune:
Warm-Start Heuristic for Stochastic Portfolio Optimization with Fixed and Proportional Transaction Costs. J. Optim. Theory Appl. 161(1): 308-329 (2014) - 2012
- [j1]Tiago Pascoal Filomena, Miguel A. Lejeune:
Stochastic portfolio optimization with proportional transaction costs: Convex reformulations and computational experiments. Oper. Res. Lett. 40(3): 212-217 (2012)
Coauthor Index
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