LOADING

Items where Author is "Wallace, Stein"

[up] Up a level
Group by: Item Type | No Grouping
Jump to: Journal Article
Number of items: 2.

Journal Article

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.

This list was generated on Fri Apr 25 00:07:54 2025 UTC.