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Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method.

, , , , and . INFORMS J. Comput., 30 (3): 454-471 (2018)

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On the relationship between the integer and continuous solutions of convex programs., and . Oper. Res. Lett., 29 (2): 87-92 (2001)Convex relaxations for nonconvex quadratically constrained quadratic programming: matrix cone decomposition and polyhedral approximation., , and . Math. Program., 129 (2): 301-329 (2011)An exact algorithm for cost minimization in series reliability systems with multiple component choices., and . Appl. Math. Comput., 181 (1): 732-741 (2006)Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach., , and . INFORMS J. Comput., 26 (4): 690-703 (2014)Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method., , , , and . INFORMS J. Comput., 30 (3): 454-471 (2018)Foreword: Special issue on the 8th International Conference on Optimization: Techniques and Applications., , and . Optim. Methods Softw., 28 (4): 669 (2013)A Branch-and-Bound Based Method for Solving Monotone Optimization Problems., and . J. Glob. Optim., 35 (2): 367-385 (2006)Computing exact solution to nonlinear integer programming: Convergent Lagrangian and objective level cut method., , and . J. Glob. Optim., 39 (1): 127-154 (2007)Using a Delphi method and the Analytic Hierarchy Process to evaluate the search engines: A case study on Chinese search engines., , , , and . Online Inf. Rev., 35 (6): 942-956 (2011)An Improved Convex 0-1 quadratic Program Reformulation for Chance-Constrained quadratic Knapsack Problems., , and . Asia Pac. J. Oper. Res., (2013)