| Time consistency and risk averse dynamic decision models: Definition, interpretation and practical consequences B Rudloff, A Street, DM Valladão European Journal of Operational Research 234 (3), 743-750, 2014 | 85* | 2014 |
| An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets B Fernandes, A Street, D Valladão, C Fernandes European Journal of Operational Research 255 (3), 961-970, 2016 | 26 | 2016 |
| On the solution variability reduction of stochastic dual dynamic programming applied to energy planning MP Soares, A Street, DM Valladão European Journal of Operational Research 258 (2), 743-760, 2017 | 22 | 2017 |
| Assessing the cost of time-inconsistent operation policies in hydrothermal power systems A Brigatto, A Street, DM Valladão IEEE Transactions on Power Systems 32 (6), 4541-4550, 2017 | 19 | 2017 |
| A multistage linear stochastic programming model for optimal corporate debt management DM Valladão, Á Veiga, G Veiga European Journal of Operational Research 237 (1), 303-311, 2014 | 19 | 2014 |
| Co-optimization of energy and ancillary services for hydrothermal operation planning under a general security criterion A Street, A Brigatto, DM Valladão IEEE Transactions on Power Systems 32 (6), 4914-4923, 2017 | 18 | 2017 |
| On The Stochastic Response Surface Methodology For The Determination Of The Development Plan Of An Oil & Gas Field DM Valladao, RR Torrado, S Embid, B Flach SPE Middle East Intelligent Energy Conference and Exhibition, 2013 | 14 | 2013 |
| Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns D Valladão, T Silva, M Poggi Annals of Operations Research 282 (1), 379-405, 2019 | 13* | 2019 |
| Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints TB Duarte, DM Valladão, Á Veiga Insurance: Mathematics and Economics 77, 177-188, 2017 | 13 | 2017 |
| On an adaptive Black–Litterman investment strategy using conditional fundamentalist information: A Brazilian case study B Fernandes, A Street, C Fernandes, D Valladão Finance Research Letters 27, 201-207, 2018 | 5 | 2018 |
| A linear stochastic programming model for optimal leveraged portfolio selection DM Valladão, Á Veiga, A Street Computational Economics 51 (4), 1021-1032, 2018 | 5 | 2018 |
| Short-Term Covid-19 Forecast for Latecomers M Medeiros, A Street, D Valladão, G Vasconcelos, E Zilberman arXiv preprint arXiv:2004.07977, 2020 | 4 | 2020 |
| Alocaçao ótima e medida de risco de um ALM para fundo de pensao via programaçao estocástica multi-estágio e bootstrap DM Valladão PUC-Rio, 2008 | 4 | 2008 |
| Optimum Allocation and Risk Measure in an Asset Liability Management Model for a Pension Fund Via Multistage Stochastic Programming and Bootstrap DM Valladao, Á Veiga International Conference on Engineering Optimization, 2008 | 4* | 2008 |
| On the Solution of Decision-Hazard Multistage Stochastic Hydrothermal Scheduling Problems A Street, A Lawson, D Valladao, A Velloso Optimization Online 8, 2018 | 3 | 2018 |
| Field development plan selection system, method and program product SME Droz, RR Torrado, MA Hegazy, DE Ciaurri, BDC Flach, UT Mello, ... US Patent 10,689,965, 2020 | 1 | 2020 |
| A stochastic optimization model for short-term production of offshore oil platforms with satellite wells using gas lift C Gamboa, T Silva, D Valladão, BK Pagnoncelli, T Homem-de-Mello, ... Top, 1-26, 2020 | 1 | 2020 |
| Valuation of a crude oil refinery in Brazil under a real options approach C de Castro Lopes, FF Blank, DM Valladão International Conference on Production and Operations Management Society …, 2018 | 1 | 2018 |
| System, method and program product for automatically matching new members of a population with analogous members MA Hegazy, SME Droz, HM Rodriguez, BDC Flach, DM Valladao, ... US Patent 9,417,256, 2016 | 1 | 2016 |
| Assessing the cost of the Hazard-Decision simplification in multistage stochastic hydrothermal scheduling A Street, D Valladão, A Lawson, A Velloso Applied Energy 280, 115939, 2020 | | 2020 |
Alexandre StreetElectrical Engineering Department of the Pontifical Catholic University of Rio de Janeiro (PUC-Rio)Verified email at ele.puc-rio.br
