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Nalin Chanaka Edirisinghe
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Year
Optimal design of water distribution networks
G Eiger, U Shamir, A Ben‐Tal
Water resources research 30 (9), 2637-2646, 1994
412*1994
Optimal replication of options with transactions costs and trading restrictions
C Edirisinghe, V Naik, R Uppal
Journal of Financial and Quantitative Analysis 28 (1), 117-138, 1993
3051993
Generalized DEA model of fundamental analysis and its application to portfolio optimization
NCP Edirisinghe, X Zhang
Journal of banking & finance 31 (11), 3311-3335, 2007
1912007
Portfolio selection under DEA-based relative financial strength indicators: case of US industries
NCP Edirisinghe, X Zhang
Journal of the operational research society 59, 842-856, 2008
1332008
Equilibrium analysis of supply chain structures under power imbalance
NCP Edirisinghe, B Bichescu, X Shi
European Journal of Operational Research 214 (3), 568-578, 2011
1152011
Bounds for two-stage stochastic programs with fixed recourse
NCP Edirisinghe, WT Ziemba
Mathematics of Operations Research 19 (2), 292-313, 1994
1031994
Input/output selection in DEA under expert information, with application to financial markets
NCP Edirisinghe, X Zhang
European journal of operational research 207 (3), 1669-1678, 2010
652010
Capacity planning model for a multipurpose water reservoir with target-priority operation
NCP Edirisinghe, EI Patterson, N Saadouli
Annals of Operations Research 100, 273-303, 2000
642000
Bound‐based approximations in multistage stochasticprogramming: Nonanticipativity aggregation
NCP Edirisinghe
Annals of Operations Research 85 (0), 103-127, 1999
541999
Bounding the expectation of a saddle function with application to stochastic programming
NCP Edirisinghe, WT Ziemba
Mathematics of Operations Research 19 (2), 314-340, 1994
491994
Tight bounds for stochastic convex programs
NCP Edirisinghe, WT Ziemba
Operations Research 40 (4), 660-677, 1992
491992
New second-order bounds on the expectation of saddle functions with applications to stochastic linear programming
NCP Edirisinghe
Operations Research 44 (6), 909-922, 1996
351996
Pricing swing options in the electricity markets under regime-switching uncertainty
MIM Wahab, Z Yin, NCP Edirisinghe
Quantitative Finance 10 (9), 975-994, 2010
322010
Index-tracking optimal portfolio selection
NCP Edirisinghe
Quantitative Finance Letters 1 (1), 16-20, 2013
312013
Implementing bounds-based approximations in convex-concave two-stage stochastic programming
NCP Edirisinghe, WT Ziemba
Mathematical Programming 75, 295-325, 1996
301996
Second-order scenario approximation and refinement in optimization under uncertainty
NCP Edirisinghe, GM You
Annals of Operations Research 64, 143-178, 1996
281996
Multi-period stochastic portfolio optimization: Block-separable decomposition
NCP Edirisinghe, EI Patterson
Annals of Operations Research 152, 367-394, 2007
222007
Risk assessment based on the analysis of the impact of contagion flow
C Edirisinghe, A Gupta, W Roth
Journal of Banking & Finance 60, 209-223, 2015
152015
Fleet routing position-based model for inventory pickup under production shutdown
NCP Edirisinghe, RJW James
European Journal of Operational Research 236 (2), 736-747, 2014
152014
Entropy-based optimization of nonlinear separable discrete decision models
Y Nakagawa, RJW James, C Rego, C Edirisinghe
Management Science 60 (3), 695-707, 2014
152014
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