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Portfolio selection
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Costa, O. L. V.
6
Costa, Oswaldo Luiz do Valle
4
Paulo, Wanderlei Lima de
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2
Paiva, A. C.
2
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Cavallari Filho, Roberto
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Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
2
Statistics & Probability Letters
2
Energy economics
1
Finance research letters
1
Investment management and financial innovations
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ECONIS (ZBW)
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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:
2
An analysis of a mean-variance enhanced index tracking problem with weights constraints
Paulo, Wanderlei Lima de
;
Fontova, Marta Ines Velazco
; …
- In:
Investment management and financial innovations
15
(
2018
)
4
,
pp. 183-192
Persistent link: https://www.econbiz.de/10012055864
Saved in:
3
Small businesses are not necessarily "small and medium-sized enterprises"
De Sordi, José Osvaldo
;
Paulo, Wanderlei Lima de
; …
- In:
Journal of small business & enterprise development
31
(
2024
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014512262
Saved in:
4
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:
5
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:
6
Continuous-time Markov jump linear systems
Costa, Oswaldo Luiz do Valle
-
2013
Persistent link: https://www.econbiz.de/10009669017
Saved in:
7
Mean-variance hedging strategies in discrete time and continuous state space
Costa, O. L. V.
;
Maiali, A. C.
;
Pinto, A. de C.
- In:
Computational finance and its applications II : [Second …
,
(pp. 109-118)
.
2006
Persistent link: https://www.econbiz.de/10003410091
Saved in:
8
Contingent claim valuation with penalty costs on short selling positions
Costa, O. L. V.
;
Queiroz Filho, E. V.
- In:
Computational finance and its applications II : [Second …
,
(pp. 151-160)
.
2006
Persistent link: https://www.econbiz.de/10003410132
Saved in:
9
Robust portfilo selections using linear-matrix inequalities
Costa, O. L. V.
;
Paiva, A. C.
- In:
Journal of economic dynamics & control
26
(
2002
)
6
,
pp. 889-909
Persistent link: https://www.econbiz.de/10001654012
Saved in:
10
Robust portfolio selection using linear-matrix inequalities
Costa, O. L. V.
;
Paiva, A. C.
- In:
Journal of Economic Dynamics and Control
26
(
2002
)
6
,
pp. 889-909
Persistent link: https://www.econbiz.de/10005205171
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