Author Info
Name
Affiliation
Papers
TIAGO PASCOAL FILOMENA
School of Business, Federal University of Rio Grande do Sul, 855 Washington Luiz, Porto Alegre, Brazil
5
Collaborators
Citations 
PageRank 
7
27
2.41
Referers 
Referees 
References 
51
116
68
Search Limit
100116
Title
Citations
PageRank
Year
Investigating the use of statistical process control charts for index tracking portfolios00.342019
Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming.60.452017
Warm-Start Heuristic for Stochastic Portfolio Optimization with Fixed and Proportional Transaction Costs60.482014
Technology selection and capacity investment under uncertainty.60.572014
Stochastic portfolio optimization with proportional transaction costs: Convex reformulations and computational experiments.90.572012