Michael Viriato Araujo

2008

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Michael Viriato Araujo trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Duan Li
  2. Xun Yu Zhou
  3. Oswaldo Luiz do Valle Costa
  4. George Yin

Papers from Michael Viriato Araujo's perspective

Ordered by how strongly the researchers Michael Viriato Araujo trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model (SIAM Journal of Control and Optimization)
  2. Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation
  3. Portfolio Selection
  4. Discrete-Time Markov Jump Linear Systems (IEEE Transactions on Automatic Control)
  5. Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II (SIAM Journal of Control and Optimization)
  6. Controlled Markov processes and viscosity solutions
  7. Continuous-time mean-variance efficiency: the 80% rule
  8. Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints (SIAM Journal of Control and Optimization)
  9. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
  10. Static arbitrage bounds on basket option prices (Mathematical programming)

Their papers