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Solving constrained consumption–investment problems by decomposition algorithms. (2024). Homem-De, Tito ; Castaeda, Pablo ; Garcia, Javier ; Lagos, Guido ; Pagnoncelli, Bernardo K.
In: European Journal of Operational Research.
RePEc:eee:ejores:v:319:y:2024:i:1:p:292-302.

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  1. A study of asset and liability management applied to Brazilian pension funds. (2025). , Joao ; Falcao, Rodrigo ; Bernardino, Wilton ; Alves, Jos Jonas ; de Souza, Filipe Costa ; Ospina, Raydonal.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:322:y:2025:i:3:p:1059-1076.

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