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Mathematical Programming in Statistics.
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Mathematical Programming in Statistics. (1982)Mathematical Programming in Statistics.Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (2013)Successive convex approximati…A new heuristic for solving the p-median problem in the plane (2012)A new heuristic for solving t…On the role of norm constraints in portfolio selection (2011)On the role of norm constrain…Origins, uses of, and relations between goal programming and data envelopment analysis (2005)Origins, uses of, and relatio…Abraham Charnes and W. W. Cooper (et al.): A Brief History of a Long Collaboration in Developing Industrial Uses of Linear Programming (2002)Abraham Charnes and W. W. Coo…Location-Allocation Problems (1963)Optimum Locations of Switching Centers and the Absolute Centers and Medians of a Graph (1964)Facility location : applications and theory (2001)Location equilibria for a continuous competitive facility location problem under delivered pricing (2013)New local searches for solving the multi-source Weber problem (2015)Introduction to Location Science (2019)Heuristics for cardinality constrained portfolio optimisation (2000)Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints (2001)An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints (2009)Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (2018)Measuring the efficiency of decision making units (1978)Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis (1984)The balanced scorecard: Translating strategy into action (1997)Efficiency aggregation with enhanced Russell measures in data envelopment analysis (2006)Goal directed benchmarking for organizational efficiency (2010)DEA-based benchmarking for performance evaluation in pay-for-performance incentive plans (2018)Coherent Measures of Risk (1999)Conditional value-at-risk for general loss distributions (2002)The Price of Robustness (2004)Robust portfolio techniques for mitigating the fragility of CVaR minimization and generalization to coherent risk measures (2013)Solving norm constrained portfolio optimization via coordinate-wise descent algorithms (2013)Diversified minimum-variance portfolios (2014)Chance-Constrained Programming (1959)Operations research: methods, models, and applications (1998)Data Envelopment Analysis: A Comprehensive Text with Models, Applications, References and DEA-Solver Software (1999)
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  • 2005Origins, uses of, and relations between goal programming and data envelopment analysis74 cited
  • 2011On the role of norm constraints in portfolio selection63 cited
  • 2012A new heuristic for solving the p-median problem in the plane57 cited
  • 2013Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach37 cited
  • 2002Abraham Charnes and W. W. Cooper (et al.): A Brief History of a Long Collaboration in Developing Industrial Uses of Linear Programming31 cited

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