Target costing operationalization during product development: Model and application TP Filomena, FJK Neto, MR Duffey International Journal of Production Economics 118 (2), 398-409, 2009 | 86 | 2009 |
Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming LR Sant’Anna, TP Filomena, PC Guedes, D Borenstein Annals of Operations Research 258, 849-867, 2017 | 54 | 2017 |
Technology selection and capacity investment under uncertainty TP Filomena, E Campos-Náñez, MR Duffey European Journal of Operational Research 232 (1), 125-136, 2014 | 42 | 2014 |
Index tracking and enhanced indexing using cointegration and correlation with endogenous portfolio selection LR Sant’Anna, TP Filomena, JF Caldeira The Quarterly Review of Economics and Finance 65, 146-157, 2017 | 40 | 2017 |
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 18, 349-368, 2017 | 37 | 2017 |
Lasso-based index tracking and statistical arbitrage long-short strategies LR Sant’Anna, JF Caldeira, TP Filomena The North American Journal of Economics and Finance 51, 101055, 2020 | 32 | 2020 |
Stochastic portfolio optimization with proportional transaction costs: Convex reformulations and computational experiments TP Filomena, MA Lejeune Operations Research Letters 40 (3), 212-217, 2012 | 32 | 2012 |
Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs TP Filomena, MA Lejeune Journal of Optimization Theory and Applications 161, 308-329, 2014 | 31 | 2014 |
Política para avaliação e substituição de frota por meio da adoção de modelo multicritério AG Feldens, CJ Muller, TP Filomena, FJK Neto, A dos Santos Castro, ... ABCustos 5 (1), 61-91, 2010 | 24 | 2010 |
Investigating the use of statistical process control charts for index tracking portfolios L Riegel Sant'Anna, T Pascoal Filomena, J Frois Caldeira, D Borenstein Journal of the Operational Research Society 70 (10), 1622-1638, 2019 | 15 | 2019 |
Manufacturing feature-based cost management system: a case study in Brazil TP Filomena, MJ Anzanello, FJK Neto, MR Duffey, E Campos-Nanez Production Planning & Control 22 (4), 414-425, 2011 | 15 | 2011 |
Electric power grids under high-absenteeism pandemics: History, context, response, and opportunities B Wormuth, S Wang, P Dehghanian, M Barati, A Estebsari, TP Filomena, ... Ieee Access 8, 215727-215747, 2020 | 14 | 2020 |
Liquidity-constrained index tracking optimization models EBF Vieira, TP Filomena, LR Sant’anna, MA Lejeune Annals of Operations Research 330 (1), 73-118, 2023 | 13 | 2023 |
Application of the VNS heuristic for feature selection in credit scoring problems VG Helder, TP Filomena, L Ferreira, G Kirch Machine Learning with Applications 9, 100349, 2022 | 9 | 2022 |
Liquidity constraints for portfolio selection based on financial volume EBF Vieira, TP Filomena Computational Economics 56 (4), 1055-1077, 2020 | 9 | 2020 |
Performance comparison of scenario-generation methods applied to a stochastic optimization asset-liability management model AD Oliveira, TP Filomena, MB Righi Pesquisa Operacional 38 (1), 53-72, 2018 | 9 | 2018 |
A NON-TRADITIONAL CAPITAL INVESTMENT CRITERIA-BASED METHOD TO OPTIMIZE A PORTFOLIO OF INVESTMENTS. JS de Souza, FJK Neto, MJ Anzanello, TP Filomena International Journal of Industrial Engineering 19 (4), 2012 | 9 | 2012 |
Modelo de Gestão de Custos para o Desenvolvimento de Produto TP Filomena, FJ KLIEMANN NETO Punta del Este: Anais do VII Congreso del Instituto Internacional de Costos, 2003 | 8 | 2003 |
Rebalancing index tracking portfolios with cumulative sum (CUSUM) control charts E Nesi Bubicz, T Pascoal Filomena, L Riegel Sant’Anna, ... The Engineering Economist 66 (4), 319-345, 2021 | 7 | 2021 |
Aprimoramento do sistema de custos de uma empresa do setor metal-mecânico TP FILOMENA, TR QUEIROZ, MO BATALHA XXIV Encontro Nacional de Engenharia de Produção. Anais... Florianópolis: SC, 2004 | 7 | 2004 |