Cristiano Arbex Valle

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Enhanced indexation using both equity assets and index options European Journal of Operational Research	2026-09-16	Paper
Ensemble pruning via an integer programming approach with diversity constraints	2025-11-03	Paper
A two stage approach for order and rack allocation with order backlog in a mobile rack environment Annals of Operations Research	2025-08-09	Paper
Portfolio optimisation: bridging the gap between theory and practice Computers & Operations Research	2025-06-04	Paper
Integer programming formulations for the \(k\)-in-a-tree problem in graphs International Transactions in Operational Research	2024-04-30	Paper
A two stage approach for order and rack allocation with order backlog in a mobile rack environment	2021-10-21	Paper
Order allocation, rack allocation and rack sequencing for pickers in a mobile rack environment Computers & Operations Research	2021-04-20	Paper
Order batching using an approximation for the distance travelled by pickers European Journal of Operational Research	2020-05-07	Paper
Novel approaches for portfolio construction using second order stochastic dominance Computational Management Science	2018-10-10	Paper
Exact solution approaches for the multi-period degree constrained minimum spanning tree problem European Journal of Operational Research	2018-07-25	Paper
Optimally solving the joint order batching and picker routing problem European Journal of Operational Research	2017-12-06	Paper
Modelling and solving the joint order batching and picker routing problem in inventories Lecture Notes in Computer Science	2016-11-30	Paper
Factor neutral portfolios OR Spectrum	2015-10-19	Paper
An optimisation approach to constructing an exchange-traded fund Optimization Letters	2015-04-23	Paper
Market neutral portfolios Optimization Letters	2014-11-28	Paper
Exact algorithms for a selective vehicle routing problem where the longest route is minimized Electronic Notes in Discrete Mathematics	2013-07-19	Paper
Heuristic and exact algorithms for a min-max selective vehicle routing problem Computers & Operations Research	2011-01-31	Paper

Research outcomes over time

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