| An efficient global algorithm for a class of indefinite separable quadratic programs C Edirisinghe, J Jeong Mathematical Programming 158, 143-173, 2016 | 13 | 2016 |
| Optimal portfolio deleveraging under market impact and margin restrictions C Edirisinghe, J Jeong, J Chen European Journal of Operational Research 294 (2), 746-759, 2021 | 10 | 2021 |
| Tight bounds on indefinite separable singly-constrained quadratic programs in linear-time C Edirisinghe, J Jeong Mathematical Programming 164, 193-227, 2017 | 10 | 2017 |
| Optimal leveraged portfolio selection under quasi-elastic market impact C Edirisinghe, J Chen, J Jeong Operations Research 71 (5), 1558-1576, 2023 | 7 | 2023 |
| Mean–variance portfolio efficiency under leverage aversion and trading impact C Edirisinghe, J Jeong Journal of Risk and Financial Management 15 (3), 98, 2022 | 6 | 2022 |
| Indefinite multi-constrained separable quadratic optimization: Large-scale efficient solution C Edirisinghe, J Jeong European Journal of Operational Research 278 (1), 49-63, 2019 | 4 | 2019 |
| Indefinite knapsack separable quadratic programming: methods and applications J Jeong | 4 | 2014 |
| Data-driven mean–variance sparse portfolio selection under leverage control C Edirisinghe, J Jeong Journal of Portfolio Management 50 (8), 196-215, 2024 | 2 | 2024 |
| Theory of leveraged portfolio selection under liquidity risk C Edirisinghe, J Chen, J Jeong Available at SSRN 3730627, 2020 | 2 | 2020 |
| Optimal portfolio deleveraging under liquidity costs and margin restrictions C Edirisinghe, J Jeong Working Paper, 2018 | 1 | 2018 |
| Harry Markowitz R Arnott, B Ball, J Benveniste, F Berg, KA Blay, S Boyd, C Edirisinghe, ... | | 2024 |
| SOYBEAN SEED VARIETY SELECTION USING MEAN-VARIANCE MODEL J Jeong 2023 Appalachian Research in Business Symposium Conference Committee 2, 132, 2023 | | 2023 |
| Long-Short Portfolio Deleveraging Under Margin, Liquidity, and Trading Costs C Edirisinghe, J Jeong | | 2019 |
| Margin-restricted Mean-Variance Portfolio Deleveraging Under Market Impact C Edirisinghe, J Jeong | | 2019 |
| Deleveraging Large Funds under Market Impact: Model and Solution C Edirisinghe, J Jeong | | 2018 |
| Portfolio Theory of Three Tales: Risk-adjusted Returns, Liquidity, and Leverage C Edirisinghe, J Chen, J Jeong | | 2018 |
| Risk-adjusted Returns and Leverage Efficiency under Market Impact: Effects of Trade Dynamics C Edirisinghe, J Chen, J Jeong | | 2017 |
| Tight Bounds on Multi-Constrained Indefinite Separable Quadratic Optimization using Surrogation C Edirisinghe, J Jeong | | |
| Solving Large Nonconvex Separable Quadratic Programs under Surrogation C Edirisinghe, J Jeong | | |
Nalin Chanaka EdirisingheProfessor, Rensselaer Polytechnic InstituteAdresse e-mail validée de rpi.edu