Em revistas internacionais:

• Guerra, M., Nunes, C., Oliveira, C.: Optimal stopping of one-dimensional diffusions with integral criteria. Journal of Mathematical Analysis and Applications, 481:2, 123473 (2020).
• Sousa, R.; Guerra, M.; Yakubovich, S.: On the product formula and convolution associated with the index Whittaker transform. Journal of Mathematical Analysis and Applications, 475:1, 939–965 (2019). https://doi.org/10.1016/j.jmaa.2019.03.009
• Guerra, M., Nunes, C., Oliveira, C.: The optimal stopping problem revisited. Statistical Papers (2019). doi:10.1007/s00362-019-01088-w
• Guerra, M.; Kort, P.M.; Nunes, C.; Oliveira, C.: Hysteresis due to irreversible exit: Addressing the option to mothball. Journal of Economic Dynamics and Control, 92, 69–83 (2018). https://doi.org/10.1016/j.jedc.2018.04.009
• Sousa, R.A., Cruzeiro, A.B., Guerra, M.: Barrier option pricing under the 2-hypergeometric stochastic volatility model. Journal of Computational and Applied Mathematics, 328:15, 197–213 (2018). https://doi.org/10.1016/j.cam.2017.06.034
• Guerra, M.; Nunes, C.; Oliveira, C.: Exit option for a class of profit functions, International Journal of Computer Mathematics, 94:11, 2178–2193 (2017). https://doi.org/10.1080/00207160.2016.1227435
• Guerra, M.; Sarychev, A.: Fréchet generalized trajectories and minimizers for variational problems of low coercivity. Journal of Dynamical and Control Systems, Vol.21, 3, 351–377 (2015). DOI:10.1007/s10883-014-9231-x
• Guerra, M; Centeno, M.L.: Are quantile risk measures suitable for risk-transfer decisions? Insurance: Mathematics and Economics, 50, 446–461 (2012). DOI:10.1016/j.insmatheco.2012.02.006
• Centeno, M.L.; Guerra, M.: The optimal reinsurance strategy – the individual claim case. Insurance: Mathematics and Economics, 46, 450–460 (2010). DOI:10.1016/j.insmatheco.2010.01.002
• Guerra, M; Centeno, M.L.: Optimal reinsurance for variance related premium calculation principles. ASTIN Bulletin, 40, 1, 97–121 (2010). DOI:10.2143/AST.40.1.2049220
• Guerra, M.; Sarychev, A.: Measuring singularity of generalized minimizers for control-affine problems. Journal of Dynamical and Control Systems, Vol.15, 2, 177–221 (2009).
• Guerra, M.: Generalized solutions for singular optimal control problems. Journal of Mathematical Sciences, Vol.156, 3, 440–567 (2009). Translation from Sovremennaya Matematika. Fundamentalnye Napravleniya (Contemporary Mathematics. Fundamental Directions), Vol.27, Optimal Control (2007).
• Guerra, M.: Generalized synthesis for singular nonlinear optimal control problems. Automation and Remote Control, Vol.69, 4, 579–589 (2008). Translation from Avtom. Telemekh, 4, 39–50 (2008).
• Guerra, M.; Centeno, M.L.: Optimal reinsurance policy: the adjustment coefficient and the expected utility criteria. Insurance: Mathematics and Economics, 42, 2, 529–539 (2008).
• Guerra, M.: Discontinuous Hamiltonian flows for nonlinear control systems. Rend. Sem. Mat. Univ. Pol. Torino, Vol.64, 4, 363–382 (2005).
• Guerra, M.: Distribution-like Hamiltonian flows and generalized optimal controls. J. Math. Sci., Vol. 120 No 1, 2004, pp 895-918.
• Guerra, M.: Highly Singular L-Q Problems: Solutions in Distribution Spaces. Journal of Dynamical and Control Systems, Vol. 6, Nº 2, 2000, pp. 265-309.

Capítulos em livros:

• Guerra, M.: Stochastic dynamic programming and control of Markov processes. Novel methods in mathematical finance (M. Ehrhardt, M. Günther, and J. ter Matten, Eds.), Springer-Verlag (2017).
• Cantarutti, N., Guerra, J., Guerra, M., Grossinho, M.R.: Indifference pricing in a market with transaction costs and jumps. Novel methods in mathematical finance (M. Ehrhardt, M. Günther, and J. ter Matten, Eds.), Springer-Verlag (2017).
• Guerra, M.; Sarychev, A.: Existence and Lipschitzian regularity for relaxed minimizers. Mathematical Control Theory and Finance (A.Sarychev et al., Eds.), Springer-Verlag, 231–250 (2008).
• Guerra, M.; Sarychev, A.: Approximation of generalized minimizers and regularization of optimal control problems. Lagrangian and Hamiltonian methods for nonlinear control 2006 (F. Bullo, K. Fujimoto, Eds.), Lecture Notes in Control and Inform. Sci., 366, Springer, Berlin, 269–279 (2007).
• Guerra, M.: Singular L-Q problems and the Dirac-Bergmann theory of constraints. Nonlinear Control in the Year 2000, Vol.1 (A. Isidori, F. Lamnabhi-Lagarrigue, W. Respondek, Eds.) Springer-Verlag, 409–422 (2001).

Em actas de conferências internacionais, sujeitas a "referee":

• Guerra, M.: Geometrical synthesis for noncoercive nonconvex optimal control problems. Proceedings of CONTROLO’2006, 7th Portuguese Conference on Automatic Control, IST 11-13 September 2006 (M.Ayala Botto, Ed.) (CD-ROM), WA2-1(2006).
• Guerra, M.; Sarychev, A.: Regularizations of optimal control problems for control-affine systems. Proceedings of the 17th International Symposium on Mathematical Theory of Networks and Systems (MTNS 2006), Kyoto, Japan, July 24-28, 2006 (Y. Yamamoto, Ed), 490–500 (2006).
• Guerra, M.; Sarychev, A.: Approximation of generalized minimizers and regularization of optimal control problems. Preprints of the IFAC 3rd Workshop on Lagrangian and Hamiltonian Methods for Nonlinear Control (LHMNLC’06), Nagoya, Japan, July 19-21, 2006 (F. Bullo, K. Fujimoto, Eds.), 233–238 (2006).
• Guerra, M.: Hamiltonian flows for impulsive control systems. Sachkov, Yu. L. (ed): Generalized solutions in control problems. Proceedings of the IFAC Workshop GSCP-04 and satellite events, Pereslavl-Zalessky, Russia, September 21-29, 2004.
• Guerra, M. : On nonautonomous singular L-Q problems. Astolfi, A.; van der Schaft, A.J.; Gordillo, F. (ed.) : Second Workshop on Lagrangean and Hamiltonian methods for nonlinear control, April, 3-5 2003, Seville, Spain. IFAC, 2003, pp 189-194.
• Guerra, M.: Singular L-Q Problems and the Dirac-Bergmann Theory of Constraints. Nonlinear Control in the Year 2000. Isidori, A.; Lamnabhi-Lagarrigue, F.; Respondek, W. eds. Springer-Verlag, 2001, pp 409-422.
• Guerra, M.: Generalized solutions for singular linear-quadratic optimal control problems. Equadiff'99 - International Conference on Differential Equations. Fiedler, B.; Gröger, K.; Sprekels, J. eds. World Scientific, 2000, Vol 2, pp 856-858.
• Guerra, M.; Sarychev, A.: Generalized Optimal Controls for the Singular Linear-Quadratic Problem. Proc. 3th Portuguese Conf. on Automatic Control, Controlo'98. APCA, pp 431-436, 1998.

Preprints:

• Polaski, Z.; Guerra, J.; Guerra, M.: Market timing with option-implied distributions in an exponentially tempered stable Lévy market.
• Guerra, M.; Sarychev, A.: On the stochastic Lie algebra.