Sandra Caçador

Publication Activity (10 Years)

Years Active: 2020-2022
Publications (10 Years): 3

Top Topics

Robust Optimization

Utility Elicitation

Top Venues

J. Glob. Optim.

Int. Trans. Oper. Res.

Publications

Sandra Caçador, Pedro Cortesão Godinho, Joana Matos Dias
A minimax regret portfolio model based on the investor's utility loss. Oper. Res. 22 (1) (2022)
Sandra Caçador, Joana Matos Dias, Pedro Godinho
Portfolio selection under uncertainty: a new methodology for computing relative-robust solutions. Int. Trans. Oper. Res. 28 (3) (2021)
Sandra Caçador, Joana Matos Dias, Pedro Godinho
Global minimum variance portfolios under uncertainty: a robust optimization approach. J. Glob. Optim. 76 (2) (2020)