Portfolio selection techniques must provide decision makers with a dynamic model framework that incorporates realistic assumptions regarding financial markets, risk preferences, and required portfolio ...

Professor Ruszczynski’s interests are in the theory, numerical methods and applications of stochastic optimization. He is author of "Nonlinear Optimization", "Lectures on Stochastic programming", and ...

Physician scheduling is a complex and multifaceted challenge that has significant implications for the efficacy and sustainability of healthcare delivery systems worldwide. This area encompasses the ...

Course in stochastic optimization with an emphasis on formulating, solving, and approximating optimization models under uncertainty. Topics include: Models and applications: extensions of the linear ...

The Journal of Financial and Quantitative Analysis (JFQA) is published bimonthly in February, April, June, August, October, and December by the Michael G. Foster School of Business at the University ...