| 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 | 111* | 2014 |
| 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 | 44 | 2017 |
| 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 | 41 | 2017 |
| 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 | 33 | 2017 |
| 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 | 33 | 2016 |
| 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 | 30 | 2017 |
| 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, 379-405, 2019 | 27 | 2019 |
| 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 | 24 | 2014 |
| 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 | 23 | 2018 |
| 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 | 22 | 2013 |
| Short-term Covid-19 forecast for latecomers MC Medeiros, A Street, D Valladão, G Vasconcelos, E Zilberman International journal of forecasting 38 (2), 467-488, 2022 | 16 | 2022 |
| Decomposition methods for Wasserstein-based data-driven distributionally robust problems CA Gamboa, DM Valladão, A Street, T Homem-de-Mello Operations Research Letters 49 (5), 696-702, 2021 | 15 | 2021 |
| 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 | 14 | 2020 |
| Can asset allocation limits determine portfolio risk–return profiles in DC pension schemes? T Gutierrez, B Pagnoncelli, D Valladão, A Cifuentes Insurance: Mathematics and Economics 86, 134-144, 2019 | 14 | 2019 |
| Assessing the cost of network simplifications in long-term hydrothermal dispatch planning models AW Rosemberg, A Street, JD Garcia, DM Valladão, T Silva, O Dowson IEEE Transactions on Sustainable Energy 13 (1), 196-206, 2021 | 11 | 2021 |
| A linear stochastic programming model for optimal leveraged portfolio selection D Michel Valladão, Á Veiga, A Street Computational Economics 51, 1021-1032, 2018 | 10 | 2018 |
| Technical and economical aspects of wholesale electricity markets: An international comparison and main contributions for improvements in Brazil L Ribeiro, A Street, D Valladão, AC Freire, L Barroso Electric Power Systems Research 220, 109364, 2023 | 8 | 2023 |
| A novel semiparametric structural model for electricity forward curves M Dietze, I Chávarry, AC Freire, D Valladão, A Street, SE Fleten IEEE Transactions on Power Systems, 2022 | 6 | 2022 |
| A data-driven approach for a class of stochastic dynamic optimization problems T Silva, D Valladão, T Homem-de-Mello Computational Optimization and Applications 80, 687-729, 2021 | 6 | 2021 |
| Optimum allocation and risk measure in an asset-liability management model for a pension fund via multistage stochastic programming and bootstrap DM Valladao, A Veiga International Conference on Engineering Optimization, 2008 | 6* | 2008 |
Alexandre StreetElectrical Engineering Department of the Pontifical Catholic University of Rio de Janeiro (PUC-Rio)在 ele.puc-rio.br 的电子邮件经过验证
