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Problem-based scenario generat...
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Wallace, Stein W.
134
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13
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12
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11
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10
Guajardo, Mario
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Fairbrother, Jamie
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Goez, Julio Cesar
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1
Scenario generation for single-period portfolio selection problems with tail risk measures : coping with high dimensions and integer variables
Fairbrother, Jamie
;
Turner, Amanda
;
Wallace, Stein W.
- In:
INFORMS journal on computing : JOC
30
(
2018
)
3
,
pp. 472-491
Persistent link: https://www.econbiz.de/10011948065
Saved in:
2
On the safe side of stochastic programming : bounds and approximations
Narum, Benjamin S.
;
Maggioni, Francesca
;
Wallace, Stein W.
- In:
International transactions in operational research : a …
30
(
2023
)
6
,
pp. 3201-3237
Persistent link: https://www.econbiz.de/10014327995
Saved in:
3
Stochastic programming and the option of doing it differently
Wallace, Stein W.
-
2010
Persistent link: https://www.econbiz.de/10003983863
Saved in:
4
Stability analysis of portfolio management with conditional value-at-risk
Kaut, Michal
;
Valdimirou, Hercules
;
Wallace, Stein W.
; …
- In:
Quantitative fund management
,
(pp. 315-335)
.
2009
Persistent link: https://www.econbiz.de/10003797005
Saved in:
5
A study of demand stochasticity in service network design
Lium, Arnt-Gunnar
;
Crainic, Teodor Gabriel
;
Wallace, …
- In:
Transportation science : a journal of the Institute for …
43
(
2009
)
2
,
pp. 144-157
Persistent link: https://www.econbiz.de/10003860951
Saved in:
6
The role of supply vessels in offshore logistics
Aas, Bjørnar
;
Halskau, Øyvind
;
Wallace, Stein W.
- In:
Maritime economics & logistics : a quarterly scientific …
11
(
2009
)
3
,
pp. 302-325
Persistent link: https://www.econbiz.de/10003883966
Saved in:
7
Using inventory to handle risks in the supply of oil to Nepal
Thapalia, Biju K.
;
Wallace, Stein W.
;
Kaut, Michal
- In:
International journal of business performance and …
1
(
2009
)
1
,
pp. 41-60
Persistent link: https://www.econbiz.de/10003907210
Saved in:
8
Inequality comparisons when the populations differ in size
Aboudi, Ronny
;
Thon, Dominique
;
Wallace, Stein W.
- In:
Journal of economic inequality
8
(
2010
)
1
,
pp. 47-70
Persistent link: https://www.econbiz.de/10003968399
Saved in:
9
The value of information in quick response supply chains : an assortment planning view
Vaagen, Hajnalka
;
Wallace, Stein W.
- In:
Innovative quick response programs in logistics and …
,
(pp. 91-121)
.
2010
Persistent link: https://www.econbiz.de/10003951776
Saved in:
10
Stochastic programming models for strategic and tactical asset allocation : a study from Norwegian life insurance
Høyland, Kjetil
;
Wallace, Stein W.
-
2007
Persistent link: https://www.econbiz.de/10003523278
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