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Credit-Risk Assessment of Fixed Income Portfolios Using Explicit Expressions., Finance Research Letters, 11,
Demistifying credit risk derivatives and securitization: introducing the basic ideas to undergraduates., Journal of Derivatives, 22,
Risk-return trade-off with the scenario approach in practice: A case study in portfolio selection, Journal of Optimization Theory and Applications, 155, 707-722
A provisioning problem with stochastics payments, European Journal of Operational Research, 221, 445-453
Custos de transação em investimentos coletivos., Revista Brasileira de Economia, 395-404, 63
