Journal Articles

19. A.S. Mousa, D. Pinheiro, S. Pinheiro, A.A. Pinto, Optimal Consumption, investment and life-insurance purchase under a stochastically fluctuating economy. Optimization 73 (2024) 359-399 (PDF)

18. M. Ferreira, D. Pinheiro, S. Pinheiro, Optimal Consumption, investment and life insurance selection under robust utilities. Int. J. Financ. Eng. 10 (2023) 2350016 (PDF)

17. N. Azevedo, D. Pinheiro, S. Pinheiro, Dynamic programming for semi-Markov modulated SDEs. Optimization 71 (2022) 2315-2342 (PDF)

16. A. Araujo, W. Maldonado, D. Pinheiro, A.A. Pinto, M. Choubdar Soltanahmadi, Refinement of Dynamic Equilibrium using Small Random Perturbations. Int. J. Econ. Theory 17 (2021) 258-283 (PDF)

15. M. Ferreira, D. Pinheiro, S. Pinheiro, Two-player zero-sum stochastic differential game with a random horizon. Adv. in Appl. Probab. 51 (2019) 1209-1235 (PDF)

14. N. Azevedo, D. Pinheiro, S.Z. Xanthopoulos, A.N. Yannacopoulos, Who would invest only in the risk-free asset? Int. J. Financ. Eng. 5 (2018) 1850024. (PDF)

13. N. Azevedo, D. Pinheiro, S.Z. Xanthopoulos, A.N. Yannacopoulos, Contingent claim pricing through a continuous time variational bargaining scheme. Ann. Oper. Res. 260 (2018) 95-112. (PDF)

12. A.S. Mousa, D. Pinheiro, A.A. Pinto, Optimal life-insurance selection and purchase within a market of several life-insurance providers. Insurance Math. Econom. 67 (2016) 133-141. (PDF)

11. G. Del Magno, J. Lopes Dias, P. Duarte, J.P. Gaivão, D. Pinheiro, SRB measures for polygonal billiards with contracting reflection laws. Commun. Math. Phys. 329 (2014) 687-723. (PDF)

10. I. Duarte, D. Pinheiro, A.A. Pinto, and S.R. Pliska, Optimal Life Insurance Purchase, Consumption and Investment on a financial market with multi-dimensional diffusive terms. Optimization 63 (2014) 1737-1760. (PDF)

9. N. Azevedo, D. Pinheiro, G.-W. Weber, Dynamic programming for a Markov-switching jump-diffusion. J. Comput. Appl. Math. 267 (2014) 1-19. (PDF)

8. C.A.A. de Carvalho, M.M. Peixoto, D. Pinheiro, A.A. Pinto, An asymptotic universal focal decomposition for non-isochronous potentials. Trans. Amer. Math. Soc. 366 (2014) 2227–2263. (PDF)

7. N. Azevedo, D. Pinheiro, S.Z. Xanthopoulos, A.N. Yannacopoulos, On a variational sequential bargaining pricing scheme. Optimization 62 (2013) 1501-1524. (PDF)

6. D. Pinheiro, A.A. Pinto, S.Z. Xanthopoulos, A.N. Yannacopoulos, A projected gradient dynamical system modeling the dynamics of bargaining. Journal of Difference Equations and Applications, 19 (2013) 59-95. (PDF)

5. G. Del Magno, P. Duarte, J. Lopes Dias, J.P. Gaivão and D. Pinheiro, Chaos in the square billiard with a modified reflection law. Chaos, 22 (2012) 026106. (PDF)

4. C.A.A. de Carvalho, M.M. Peixoto, D. Pinheiro, A.A. Pinto, Focal decomposition, renormalization and semiclassical physics. Journal of Difference Equations and Applications, 17 (2011) 1019-1029. (PDF)

3. L. Boukas, D. Pinheiro, A.A. Pinto, S.Z. Xanthopoulos, A.N. Yannacopoulos, Behavioural and Dynamical Scenarios for Contingent Claims Valuation in Incomplete Markets. Journal of Difference Equations and Applications, 17 (2011) 1065-1084. (PDF)

2. D. Pinheiro, R.S. MacKay, Interaction of two charges in a uniform magnetic field: II. Spatial problem. Journal of Nonlinear Science, 18 (2008) 615-666. (PDF)

1. D. Pinheiro, R.S. MacKay, Interaction of two charges in a uniform magnetic field: I. Planar problem. Nonlinearity, 19 (2006) 1713-1745. (PDF)


Submitted

1. M. Ferreira, D. Pinheiro, S. Pinheiro, Two-player zero-sum stochastic differential games with Markov-switching jump-diffusion dynamics (2022).


Undergoing revision

2. A.S. Mousa, D. Pinheiro, A.A. Pinto, The existence of solution for a stochastic optimal control problem with a random horizon.

1. A.S. Mousa, D. Pinheiro, A.A. Pinto, A family of stochastic optimal control problems with multiple random time horizons.


Chapters in Books and Refereed Conference Proceedings

9. G. Del Magno, J. Lopes Dias, P. Duarte, J.P. Gaivão, D. Pinheiro, Polygonal billiards with strongly contractive reflection laws: a review of some hyperbolic properties. In: Difference Equations, Discrete Dynamical Systems and Applications, eds L. Alseda i Soler et al. (Springer, 2016) 179-190.

8. A.S. Mousa, D. Pinheiro, A.A. Pinto, A Consumption-investment problem with a diminishing basket of goods. In: Operational Research: IO 2013 - XVI Congress of APDIO, eds J.P. Almeida et al. (Springer, 2015) 295-310

7. C.A.A. de Carvalho, M.M. Peixoto, D. Pinheiro, A.A. Pinto, Renormalization and focal decomposition. In: Dynamics, Games and Science II, eds M.M. Peixoto et al. (Springer, 2011) 25-40.

6. I. Duarte, D. Pinheiro, A.A. Pinto, and S.R. Pliska, An Overview of Optimal Life Insurance Purchase, Consumption and Investment Problems. In: Dynamics, Games and Science I, eds M.M. Peixoto et al. (Springer, 2011) 271-286.

5. L. Boukas, D. Pinheiro, A.A. Pinto, S.Z. Xanthopoulos, A.N. Yannacopoulos, Three Behavioural scenarios for contingent claims valuation in incomplete markets. In: Nonlinear Science and Complexity. eds J. Tenreiro Machado et al. (Springer, 2011) 221-228.

4. D. Pinheiro, R.S. MacKay, An overview of the behaviour of a scattering map for the dynamics of two interacting particles in a uniform magnetic field. In: Nonlinear Science and Complexity. eds J. Tenreiro Machado et al. (Springer, 2011) 375-380.

3. D. Pinheiro, R.S. MacKay, Interaction of two charges in a uniform magnetic field: symmetries, reduction and non-integrability of the planar problem. In: Proceedings of the 3rd Nordic EWM Summer School for PhD Students in Mathematics, eds A.-M. Ernvall-Hytönen, C. Hollanti (TUCS General Publications, 2009) 199-204.

2. D. Pinheiro, A.A. Pinto, S.Z. Xanthopoulos, A.N. Yannacopoulos, A short overview of some behavioural scenarios for derivative pricing in incomplete markets. In: Proceedings in Applied Mathematics and Mechanics, 7 (2007) 1060309-1060310.

1. D. Pinheiro, R.S. MacKay, Some properties of the dynamics of two interacting particles in a uniform magnetic field. In: Symmetry and Perturbation Theory, eds G. Gaeta et al. (World Scientific, 2007) 267-268.


Technical Reports

3. A. Araújo, J. Correia, P. Freitas, M. Grinfeld, J. Pavlova, D. Pinheiro, Modelling percolation and fractal structure in aerogels. 92nd European Study Group with Industry (2013).

2. P. Freitas, J. Matos, J. Penedones, D. Pinheiro, Modelling fiber flow in fiberboard manufacturing. 86th European Study Group with Industry (2012).

1. N. Azevedo, J. Correia, J. Guerra, J. Kennedy, D. Pinheiro, R. Smits, Multiplier and Innovation effect of the Engineering & Tooling sector in Portugal. 81st European Study Group with Industry (2011).


Lecture Notes

3. D. Pinheiro, An overview of Probability, Statistics and Stochastic Processes. (2012)
Probability theory, Statistics and Stochastic Processes module 2011/2012
Doctoral and Master Programs in Complexity Sciences
ISCTE, University Institute of Lisbon

2. D. Pinheiro, Notes on Dynamic Optimization. (2011)
Dynamic Optimization module of the Mathematical Economics MSc course 2011/2012
MSc in Economics, MSc in Monetary and Financial Economics, MSc in Mathematical Finance
ISEG, Technical University of Lisbon

1. D. Pinheiro, Notes on Continuous time Dynamical Systems. (2011)
Mathematics module 2011/2012
Doctoral and Master Programs in Complexity Sciences
ISCTE, University Institute of Lisbon