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Leonardo Riegel Sant’Anna

Universidade Federal do Rio Grande do Sul

7H指数
17论文数
171被引数
收录论文 4
发表时间
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Liquidity-constrained index tracking optimization models
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2021-07-01
err8
PREAI
errFernandes Vieira, Eduardo Bered; Filomena, Tiago Pascoal; Sant'anna, Leonardo Riegel; Lejeune, Miguel A.
err分享
err收藏
Solving the index tracking problem based on a convex reformulation for cointegration
errFINANCE RESEARCH LETTERS
IF6.9
err2020-11-01
err6
PREAI
errSant'Anna, Leonardo Riegel; de Oliveira, Alan Delgado; Filomena, Tiago Pascoal; Caldeira, Joao Frois
err分享
err收藏
Lasso-based index tracking and statistical arbitrage long-short strategies
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2020-01-01
err19
PREAI
errSant'Ana, Leonardo Riegel; Caldeira, Joao Frois; Filomena, Tiago Pascoal
err分享
err收藏
Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2016-02-03
err35
PREAI
errSant'Anna, Leonardo Riegel; Filomena, Tiago Pascoal; Guedes, Pablo Cristini; Borenstein, Denis
err分享
err收藏

研究方向

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合作学者
合作期刊
M
Miguel A. Lejeune
H 指数: 28 · 论文数: 129
D
Denis Borenstein
H 指数: 27 · 论文数: 136
J
João F. Caldeira
H 指数: 15 · 论文数: 95
T
Tiago Pascoal Filomena
H 指数: 12 · 论文数: 49
P
Pablo Cristini Guedes
H 指数: 8 · 论文数: 19
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