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Alan Delgado de Oliveira
Alan Delgado de Oliveira
Microsoft
Verified email at ufrgs.br
Title
Cited by
Cited by
Year
A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry
AD de Oliveira, TP Filomena, MS Perlin, M Lejeune, GR de Macedo
Optimization and Engineering, 1-20, 2016
352016
Performance comparison of scenario-generation methods applied to a stochastic optimization asset-liability management model
AD Oliveira, TP Filomena, MB Righi
Pesquisa Operacional 38, 53-72, 2018
82018
Solving the index tracking problem based on a convex reformulation for cointegration
LR Sant'Anna, AD de Oliveira, TP Filomena, JF Caldeira
Finance Research Letters 37, 101356, 2020
62020
Chance-constrained programming with decision-dependent uncertainty
MA Lejeune, F Margot, AD de Oliveira
Proc. Workshop New Directions Stochastic Optim., 2018
52018
Essays on Multistage Stochastic Programming applied to Asset Liability Management
AD Oliveira
22018
Modelo de administração de ativos e passivos: uma abordagem de otimização estocástica
AD Oliveira
12014
Análise da adoção de TI em MPEs: estudos de caso no varejo
AD Oliveira
12011
Compacting multistage stochastic programming models through a new implicit extensive framework
AD de Oliveira, TP Filomena
Journal of Computational Science 43, 101128, 2020
2020
Stochastic scenario generation: An empirical approach
AD Oliveira, TP Filomena
Anais do I Encontro de Teoria da Computação, 883-886, 2016
2016
Administração de Ativos e Passivos - Uma abordagem de otimização estocástica
AD de Oliveira, TP Filomena, GR de Macedo
Simpósio Brasileiro de Pesquisa Operacional, 2015
2015
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Articles 1–10