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Publications by Renato Canil de Souza
An Analysis of a Mean-Variance Enhanced Index Tracking Problem With Weights Constraints
Investment Management and Financial Innovations
Management
Finance
Business
Economics
International Management
Strategy
Accounting
Econometrics
Related publications
On the Estimation Error in Mean-Variance Efficient Portfolio Weights
SSRN Electronic Journal
Is S&P100 Index a Mean-Variance Efficient Portfolio?
International Journal of Financial Research
Finance
Business
Economics
International Management
Accounting
Econometrics
The Research of Discrete Mean - Variance Portfolio Problem With Time-Delay
Mathematics and Computer Science
An Acceptability Index Based Approach for Solving Shortest Path Problem on a Network With Interval Weights
RAIRO - Operations Research
Management Science
Computer Science Applications
Operations Research
Theoretical Computer Science
A Comparison of VaR and CVaR Constraints on Portfolio Selection With the Mean-Variance Model
Management Science
Management Science
Management
Operations Research
Strategy
Enhanced Index Tracking With CVaR-based Ratio Measures
Annals of Operations Research
Management Science
Decision Sciences
Operations Research
Equilibrium Time-Consistent Strategy for Corporate International Investment Problem With Mean-Variance Criterion
Mathematical Problems in Engineering
Mathematics
Engineering
Continuous-Time Mean-Variance Portfolio Selection Problem With Ho-Lee Stochastic Interest Rates
An Asymmetric Steklov Problem With Weights: The Singular Case
Boletim da Sociedade Paranaense de Matematica
Mathematics
