Predicting the yield curve using forecast combinations. - João Frois Caldeira; Guilherme V. Moura; André Alves Portela Santos (Comput. Stat. Data Anal., 2016)

Investigating the use of statistical process control charts for index tracking portfolios. - Leonardo Riegel Sant'Anna; Tiago Pascoal Filomena; João Frois Caldeira; Denis Borenstein (J. Oper. Res. Soc., 2019)