N. Chanaka P. Edirisinghe

Available identifiers

zbMath Open edirisinghe.n-chanaka-pMaRDI QIDQ973444

List of research outcomes

Publication	Date of Publication	Type
Optimal Leveraged Portfolio Selection Under Quasi-Elastic Market Impact	2024-03-12	Paper
Estimation risk and the implicit value of index-tracking	2022-04-05	Paper
Optimal portfolio deleveraging under market impact and margin restrictions	2021-11-05	Paper
Smart Indexing Under Regime-Switching Economic States	2021-06-21	Paper
A boundary-point LP solution method and its application to dense linear programs	2020-10-20	Paper
Indefinite multi-constrained separable quadratic optimization: large-scale efficient solution	2019-06-25	Paper
Tight bounds on indefinite separable singly-constrained quadratic programs in linear-time	2017-07-21	Paper
An efficient global algorithm for a class of indefinite separable quadratic programs	2016-08-25	Paper
Fleet routing position-based model for inventory pickup under production shutdown	2015-07-29	Paper
Stochastic programming DEA model of fundamental analysis of public firms for portfolio selection	2015-03-03	Paper
Dynamic portfolio optimization under regime-based firm strength	2014-05-19	Paper
Optimality conditions and solution methodology for parameter selection in DEA	2011-06-28	Paper
Stochastic programming approximations using limited moment information, with application to asset allocation	2011-05-31	Paper
Input/output selection in DEA under expert information, with application to financial markets	2010-12-20	Paper
Generalised pickup and delivery problem with dynamic time windows	2010-05-31	Paper
Portfolio selection under DEA-based relative financial strength indicators: case of US industries	2008-05-09	Paper
Multi-period stochastic portfolio optimization: block-separable decomposition	2008-03-31	Paper
Multiperiod portfolio optimization with terminal liability: bounds for the convex case	2005-11-16	Paper
Capacity planning model for a multipurpose water reservoir with target-priority operation	2001-06-14	Paper
Bound-based approximations in multistage stochastic programming: nonanticipativity aggregation	1999-06-28	Paper
Implementing bounds-based approximations in convex-concave two-stage stochastic programming	1997-08-07	Paper
New Second-Order Bounds on the Expectation of Saddle Functions with Applications to Stochastic Linear Programming	1997-08-03	Paper
Second-order scenario approximation and refinement in optimization under uncertainty	1996-07-31	Paper
https://portal.mardi4nfdi.de/entity/Q4302591	1995-11-09	Paper
Bounds for Two-Stage Stochastic Programs with Fixed Recourse	1994-08-21	Paper
Tight Bounds for Stochastic Convex Programs	1993-01-17	Paper

Research outcomes over time

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