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Search: person:"Costa, Oswaldo Luiz do Valle"
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Costa, Oswaldo Luiz do Valle
5
Paulo, Wanderlei Lima de
2
Dufour, François
1
Fragoso, Marcelo Dutra
1
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Oliveira Ribeiro, Celma de
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Integro-differential optimality equations for the risk-sensitive control of piecewise deterministic Markov processes
Costa, Oswaldo Luiz do Valle
;
Dufour, François
- In:
Mathematical methods of operations research : ZOR
93
(
2021
)
2
,
pp. 327-357
Persistent link: https://www.econbiz.de/10012548532
Saved in:
2
Robust portfolio optimization for electricity planning: An application based on the Brazilian electricity mix
Costa, Oswaldo Luiz do Valle
;
Oliveira Ribeiro, Celma de
; …
- In:
Energy economics
64
(
2017
),
pp. 158-169
Persistent link: https://www.econbiz.de/10011758103
Saved in:
3
Enhanced index tracking optimal portfolio selection
Paulo, Wanderlei Lima de
;
Oliveira, Estela Mara de
; …
- In:
Finance research letters
16
(
2016
),
pp. 93-102
Persistent link: https://www.econbiz.de/10011655132
Saved in:
4
Cluster analysis for regime identification and forecasting with application to the enhanced index tracking problem
Paulo, Wanderlei Lima de
;
Costa, Oswaldo Luiz do Valle
- In:
Investment management and financial innovations
11
(
2014
)
3
,
pp. 44-52
Persistent link: https://www.econbiz.de/10010512184
Saved in:
5
Continuous-time Markov jump linear systems
Costa, Oswaldo Luiz do Valle
-
2013
Persistent link: https://www.econbiz.de/10009669017
Saved in:
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