Leonardo Riegel Sant'Anna

Publication Activity (10 Years)

Years Active: 2017-2023
Publications (10 Years): 3

Top Topics

Statistical Process Control

Statistical Models

Population Size

Abnormal Patterns

Top Venues

Ann. Oper. Res.

J. Oper. Res. Soc.

Publications

Eduardo Bered Fernandes Vieira, Tiago Pascoal Filomena, Leonardo Riegel Sant'Anna, Miguel A. Lejeune
Liquidity-constrained index tracking optimization models. Ann. Oper. Res. 330 (1) (2023)
Leonardo Riegel Sant'Anna, Tiago Pascoal Filomena, João Frois Caldeira, Denis Borenstein
Investigating the use of statistical process control charts for index tracking portfolios. J. Oper. Res. Soc. 70 (10) (2019)
Leonardo Riegel Sant'Anna, Tiago Pascoal Filomena, Pablo Cristini Guedes, Denis Borenstein
Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming. Ann. Oper. Res. 258 (2) (2017)