Leonardo Riegel Sant'Anna

According to our database, Leonardo Riegel Sant'Anna authored at least 3 papers between 2017 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Liquidity-constrained index tracking optimization models.

Eduardo Bered Fernandes Vieira, Tiago Pascoal Filomena, Leonardo Riegel Sant'Anna, Miguel A. Lejeune

Ann. Oper. Res., November, 2023

2019

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

2017

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