Indefinite multi-constrained separable quadratic optimization : large-scale efficient solution

von Edirisinghe, Chanaka
Veröffentlicht in European journal of operational research (2019)

Portfolio optimization using rank correlation

von Edirisinghe, Chanaka
Veröffentlicht in Encyclopedia of business analytics and optimization ; Vol. 4: Op - So (2014)

Lower bounding inventory allocations for risk pooling in two-echelon supply chains

von Edirisinghe, Chanaka
Veröffentlicht in International journal of production economics (2017)

Optimal selection of contracts for supply chain coordination under decision hierarchy

von Edirisinghe, Chanaka
Veröffentlicht in Applications of management science ; 15 (2012)

Risk assessment based on the analysis of the impact of contagion flow

von Edirisinghe, Chanaka
Veröffentlicht in Journal of banking & finance (2015)

Optimal portfolio deleveraging under market impact and margin restrictions

von Edirisinghe, Chanaka
Veröffentlicht in European journal of operational research (2021)

Predicting credit rating changes conditional on economic strength

von Edirisinghe, Chanaka
Veröffentlicht in Finance research letters (2022)

Entropy-based optimization of nonlinear separable discrete decision models

Veröffentlicht in Management science (2014)