| Optimal design of water distribution networks G Eiger, U Shamir, A Ben‐Tal Water resources research 30 (9), 2637-2646, 1994 | 409* | 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 | 311 | 1993 |
| 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 | 204 | 2007 |
| Portfolio selection under DEA-based relative financial strength indicators: case of US industries NCP Edirisinghe, X Zhang Journal of the operational research society 59 (6), 842-856, 2008 | 137 | 2008 |
| 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 | 127 | 2011 |
| Bounds for two-stage stochastic programs with fixed recourse NCP Edirisinghe, WT Ziemba Mathematics of Operations Research 19 (2), 292-313, 1994 | 100 | 1994 |
| 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 | 65 | 2000 |
| 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 | 64 | 2010 |
| Bound‐based approximations in multistage stochasticprogramming: Nonanticipativity aggregation NCP Edirisinghe Annals of Operations Research 85 (0), 103-127, 1999 | 55 | 1999 |
| Tight bounds for stochastic convex programs NCP Edirisinghe, WT Ziemba Operations Research 40 (4), 660-677, 1992 | 50 | 1992 |
| 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 | 48 | 1994 |
| Index-tracking optimal portfolio selection NCP Edirisinghe Quantitative Finance Letters 1 (1), 16-20, 2013 | 38 | 2013 |
| Pricing swing options in the electricity markets under regime-switching uncertainty MIM Wahab, Z Yin, NCP Edirisinghe Quantitative Finance 10 (9), 975-994, 2010 | 35 | 2010 |
| 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 | 35 | 1996 |
| Implementing bounds-based approximations in convex-concave two-stage stochastic programming NCP Edirisinghe, WT Ziemba Mathematical Programming 75, 295-325, 1996 | 31 | 1996 |
| Second-order scenario approximation and refinement in optimization under uncertainty NCP Edirisinghe, GM You Annals of Operations Research 64, 143-178, 1996 | 29 | 1996 |
| Multi-period stochastic portfolio optimization: Block-separable decomposition NCP Edirisinghe, EI Patterson Annals of Operations Research 152, 367-394, 2007 | 25 | 2007 |
| Lower bounding inventory allocations for risk pooling in two-echelon supply chains C Edirisinghe, D Atkins International Journal of Production Economics 187, 159-167, 2017 | 16 | 2017 |
| 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 | 16 | 2014 |
| Estimation risk and the implicit value of index-tracking B Clark, C Edirisinghe, M Simaan Quantitative Finance 22 (2), 303-319, 2022 | 15 | 2022 |
Raman UppalProfessor of Finance, Edhec Business SchoolPreverjeni e-poštni naslov na edhec.edu
