Concepedia

Tiago Pascoal Filomena

TP

12

Publications

321

Citations

12

H-Index

2008

Active since

Affiliations

Universidade Federal do Rio Grande do Sul(Current)

George Washington University

Decision Sciences (United States)

Tiago Pascoal Filomena is an author at Universidade Federal do Rio Grande do Sul specializing in management, business, and finance.

Top concepts

BusinessManagementFinanceEngineeringOperations ResearchPortfolio OptimizationQuantitative ManagementAsset PricingPortfolio ManagementFinancial Engineering

Publications per year

2008–2021

12

Publications

12

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

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