E-LIB Suche - Ergebnisse für: Edirisinghe, Chanaka

1

Index-tracking portfolio selection with background risk:

Huang, Xiaoxia ; Sang, Tian ; Edirisinghe, Chanaka
Annals of Operations Research. , 2024

Link: https://doi.org/10.1007/..

2

Predicting credit rating changes conditional on economic st..:

Edirisinghe, Chanaka ; Sawicki, Julia ; Zhao, Yonggan.
Finance Research Letters. 47 (2022) - p. 102770 , 2022

Link: https://doi.org/10.1016/..

3

Mean–Variance Portfolio Efficiency under Leverage Aversion ..:

Edirisinghe, Chanaka ; Jeong, Jaehwan
Journal of Risk and Financial Management. 15 (2022) 3 - p. 98 , 2022

Link: https://doi.org/10.3390/..

4

Optimal portfolio deleveraging under market impact and marg..:

Edirisinghe, Chanaka ; Jeong, Jaehwan ; Chen, Jingnan
European Journal of Operational Research. 294 (2021) 2 - p. 746-759 , 2021

Link: https://doi.org/10.1016/..

5

Estimation risk and the implicit value of index-tracking:

Clark, Brian ; Edirisinghe, Chanaka ; Simaan, Majeed
Quantitative Finance. 22 (2021) 2 - p. 303-319 , 2021

Link: https://doi.org/10.1080/..

6

Smart Indexing Under Regime-Switching Economic States:

Edirisinghe, Chanaka ; Zhao, Yonggan
Applied Mathematical Finance. 27 (2020) 5 - p. 422-456 , 2020

Link: https://doi.org/10.1080/..

7

Indefinite multi-constrained separable quadratic optimizati..:

Edirisinghe, Chanaka ; Jeong, Jaehwan
European Journal of Operational Research. 278 (2019) 1 - p. 49-63 , 2019

Link: https://doi.org/10.1016/..

8

Lower bounding inventory allocations for risk pooling in tw..:

Edirisinghe, Chanaka ; Atkins, Derek
International Journal of Production Economics. 187 (2017) - p. 159-167 , 2017

Link: https://doi.org/10.1016/..

9

Tight bounds on indefinite separable singly-constrained qua..:

Edirisinghe, Chanaka ; Jeong, Jaehwan
Mathematical Programming. 164 (2016) 1-2 - p. 193-227 , 2016

Link: https://doi.org/10.1007/..

10

Risk assessment based on the analysis of the impact of cont..:

Edirisinghe, Chanaka ; Gupta, Aparna ; Roth, Wendy
Journal of Banking & Finance. 60 (2015) - p. 209-223 , 2015

Link: https://doi.org/10.1016/..

11

An efficient global algorithm for a class of indefinite sep..:

Edirisinghe, Chanaka ; Jeong, Jaehwan
Mathematical Programming. 158 (2015) 1-2 - p. 143-173 , 2015

Link: https://doi.org/10.1007/..

12

Entropy-based optimization of nonlinear separable discrete ..:

, In: Management science

Nakagawa, Yuji ; James, Ross J. W. ; Rego, César.. (2014) 3 - p. 695-707

Exemplare: Zentrale;

13

Entropy-Based Optimization of Nonlinear Separable Discrete ..:

Nakagawa, Yuji ; James, Ross J. W. ; Rego, César.
Management Science. 60 (2014) 3 - p. 695-707 , 2014

Link: https://www.jstor.org/st..

14

Discovering the Relationship Between DEA-Based Relative Fin..:

Zhang, Xin ; Edirisinghe, Chanaka
International Journal of Agent Technologies and Systems. 5 (2013) 4 - p. 1-19 , 2013

Link: https://doi.org/10.4018/..

15

Optimal Selection of Contracts for Supply Chain Coordinatio..:

, In: Applications of Management Science,

Edirisinghe, Chanaka ; Bichescu, Bogdan ; Shi, Xinjie - p. 151-180 , 2012

Link: https://doi.org/10.1108/..