Robust Portfolio Choice with Learning in the Framework of Regret: Single-Period Case
Lim, Andrew E. B., Shanthikumar, J. George, Vahn, Gah-Yi
Published in Management science (01.09.2012)
Published in Management science (01.09.2012)
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Journal Article
Call for Papers—Management Science—Special Issue on Data-Driven Prescriptive Analytics
Giesecke, Kay, Liberali, Gui, Nazerzadeh, Hamid, Shanthikumar, J. George, Teo, Chung Piaw
Published in Management science (01.06.2018)
Published in Management science (01.06.2018)
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Journal Article
Arrangement Increasing Resource Allocation
Feng, Qi, Shanthikumar, J. George
Published in Methodology and computing in applied probability (01.09.2018)
Published in Methodology and computing in applied probability (01.09.2018)
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Journal Article
Conditional value-at-risk in portfolio optimization: Coherent but fragile
Lim, Andrew E.B., Shanthikumar, J. George, Vahn, Gah-Yi
Published in Operations research letters (01.05.2011)
Published in Operations research letters (01.05.2011)
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Journal Article
Aspects of optimization with stochastic dominance
Haskell, William B., Shanthikumar, J. George, Shen, Z. Max
Published in Annals of operations research (01.06.2017)
Published in Annals of operations research (01.06.2017)
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Journal Article
Preface: Special Issue in Memory of Moshe Shaked
Balakrishnan, Narayanaswamy, Li, Haijun, Scarsini, Marco, Shanthikumar, J. George
Published in Methodology and computing in applied probability (01.09.2018)
Published in Methodology and computing in applied probability (01.09.2018)
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Journal Article
Does more information-gathering effort raise or lower the average quantity produced?
Marschak, Thomas, Shanthikumar, J. George, Zhou, Junjie
Published in Journal of mathematical economics (01.03.2017)
Published in Journal of mathematical economics (01.03.2017)
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Journal Article
A Comparison of the Optimal Costs of Two Canonical Inventory Systems
Janakiraman, Ganesh, Seshadri, Sridhar, Shanthikumar, J. George
Published in Operations research (01.09.2007)
Published in Operations research (01.09.2007)
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Journal Article
Technical note - operational statistics: Properties and the risk-averse case
Lu, Mengshi, Shanthikumar, J. George, Shen, Zuo-Jun Max
Published in Naval research logistics (01.04.2015)
Published in Naval research logistics (01.04.2015)
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Journal Article
INTRINSIC AGING AND CLASSES OF NONPARAMETRIC DISTRIBUTIONS
Righter, Rhonda, Shaked, Moshe, Shanthikumar, J. George
Published in Probability in the engineering and informational sciences (01.10.2009)
Published in Probability in the engineering and informational sciences (01.10.2009)
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Journal Article
Optimization with a class of multivariate integral stochastic order constraints
Haskell, William B., Shanthikumar, J. George, Shen, Z. Max
Published in Annals of operations research (01.07.2013)
Published in Annals of operations research (01.07.2013)
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Journal Article