Tiago Pascoal Filomena

Target costing operationalization during product development: Model and application

Tiago Pascoal Filomena, Francisco José Kliemann Neto, Michael R. Duffey · International Journal of Production Economics · 2008 · 54 citations

Cost Allocation, Engineering, Cost Issue +7

Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming

Leonardo Riegel Sant’Anna, Tiago Pascoal Filomena, Pablo Cristini Guedes et al. · Annals of Operations Research · 2016 · 48 citations

Memetic Algorithm, Portfolio Optimization, Engineering +8

Index tracking and enhanced indexing using cointegration and correlation with endogenous portfolio selection

Leonardo Riegel Sant’Anna, Tiago Pascoal Filomena, João F. Caldeira · The Quarterly Review of Economics and Finance · 2016 · 30 citations

Economics, Portfolio Optimization, Asset Pricing +13

Technology selection and capacity investment under uncertainty

Tiago Pascoal Filomena, Enrique Campos-Náñez, Michael R. Duffey · European Journal of Operational Research · 2013 · 27 citations

High Uncertainty, Technology Selection, Business +7

Lasso-based index tracking and statistical arbitrage long-short strategies

Leonardo Riegel Sant’Anna, João F. Caldeira, Tiago Pascoal Filomena · The North American Journal of Economics and Finance · 2019 · 26 citations · Full text