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Items where Author is "Wallace, Stein"

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Fairbrother, Jamie and Turner, Amanda and Wallace, Stein (2018) Scenario generation for single-period portfolio selection problems with tail risk measures : coping with high dimensions and integer variables. INFORMS Journal on Computing, 30 (3). pp. 472-491. ISSN 1091-9856

Fairbrother, Jamie and Turner, Amanda and Wallace, Stein (2015) Scenario generation for portfolio selection problems with tail risk measure. arxiv.org.

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