Stochastic portfolio optimization with proportional transaction costs: Convex reformulations and computational experiments. - Tiago Pascoal Filomena; Miguel A. Lejeune (Oper. Res. Lett., 2012)

Technology selection and capacity investment under uncertainty. - Tiago Pascoal Filomena; Enrique Campos-Náñez; Michael Robert Duffey (Eur. J. Oper. Res., 2014)

Warm-Start Heuristic for Stochastic Portfolio Optimization with Fixed and Proportional Transaction Costs. - Tiago Pascoal Filomena; Miguel A. Lejeune (J. Optim. Theory Appl., 2014)

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; Denis Borenstein (Ann. Oper. Res., 2017)

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)

Electric Power Grids Under High-Absenteeism Pandemics: History, Context, Response, and Opportunities. - Benjamin Wormuth; Shiyuan Wang; Payman Dehghanian; Masoud Barati; Abouzar Estebsari; Tiago Pascoal Filomena; Mohammad Heidari Kapourchali; Miguel A. Lejeune (IEEE Access, 2020)

Compacting multistage stochastic programming models through a new implicit extensive framework. - Alan Delgado de Oliveira; Tiago Pascoal Filomena (J. Comput. Sci., 2020)

Liquidity-constrained index tracking optimization models. - Eduardo Bered Fernandes Vieira; Tiago Pascoal Filomena; Leonardo Riegel Sant'Anna; Miguel A. Lejeune (Ann. Oper. Res., 2023)