Alexander Shapiro : Citation Profile

Are you Alexander Shapiro?

10

H index

11

i10 index

608

Citations

RESEARCH PRODUCTION:

26

Articles

7

Papers

RESEARCH ACTIVITY:

   31 years (1982 - 2013). See details.
   Cites by year: 19
   Journals where Alexander Shapiro has often published
   Relations with other researchers
   Recent citing documents: 188.    Total self citations: 11 (1.78 %)

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   Permalink: http://citec.repec.org/psh112
   Updated: 2020-08-09    RAS profile: 2012-12-13    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Alexander Shapiro.

Is cited by:

Ruszczynski, Andrzej (11)

Dentcheva, Darinka (5)

Stadje, Mitja (4)

Laeven, Roger (4)

Xu, Mingxin (3)

Ng, Serena (3)

Bai, Jushan (3)

eskandarzadeh, saman (3)

Minner, Stefan (3)

Wozabal, Nancy (3)

Lok, Yen (3)

Cites to:

Ruszczynski, Andrzej (10)

Artzner, Philippe (6)

Acerbi, Carlo (5)

Diebold, Francis (3)

Christoffersen, Peter (3)

Schied, Alexander (3)

Ogryczak, Wlodzimierz (3)

Tasche, Dirk (3)

Brueckner, Jan (3)

Riedel, Frank (2)

Peracchi, Franco (2)

Main data

Where Alexander Shapiro has published?

Journals with more than one article published# docs
Psychometrika8
European Journal of Operational Research5
Statistics & Probability Letters4
Computational Statistics & Data Analysis3

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany3
Risk and Insurance / University Library of Munich, Germany3

Recent works citing Alexander Shapiro (2018 and 2017)

YearTitle of citing document
2017A unified approach to time consistency of dynamic risk measures and dynamic performance measures in discrete time. (2017). Cialenco, Igor ; Bielecki, Tomasz R. ; Pitera, Marcin. In: Papers. RePEc:arx:papers:1409.7028.

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2018A Supermartingale Relation for Multivariate Risk Measures. (2018). Feinstein, Zachary ; Rudloff, Birgit. In: Papers. RePEc:arx:papers:1510.05561.

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2017Optimal Control of Conditional Value-at-Risk in Continuous Time. (2017). Miller, Christopher W ; Yang, Insoon . In: Papers. RePEc:arx:papers:1512.05015.

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2017Elicitability and backtesting: Perspectives for banking regulation. (2017). Nolde, Natalia ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:1608.05498.

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2017Perfect hedging under endogenous permanent market impacts. (2017). Stadje, Mitja ; Fukasawa, Masaaki. In: Papers. RePEc:arx:papers:1702.01385.

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2017Model Spaces for Risk Measures. (2017). Liebrich, Felix-Benedikt ; Svindland, Gregor. In: Papers. RePEc:arx:papers:1703.01137.

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2017Portfolio Optimization with Entropic Value-at-Risk. (2017). Fallah-Tafti, Malihe ; Ahmadi-Javid, Amir. In: Papers. RePEc:arx:papers:1708.05713.

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2017Principal Components and Regularized Estimation of Factor Models. (2017). Ng, Serena ; Bai, Jushan. In: Papers. RePEc:arx:papers:1708.08137.

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2019Equivalence Between Time Consistency and Nested Formula. (2019). Chancelier, Jean-Philippe ; de Lara, Michel. In: Papers. RePEc:arx:papers:1711.08633.

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2017Compound Hawkes Processes in Limit Order Books. (2017). Chavez-Casillas, Jonathan ; Elliott, Robert ; Remillard, Bruno ; Swishchuk, Anatoliy. In: Papers. RePEc:arx:papers:1712.03106.

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2018Preference Elicitation and Robust Optimization with Multi-Attribute Quasi-Concave Choice Functions. (2018). Xu, Huifu ; Huang, Wenjie ; Haskell, William B. In: Papers. RePEc:arx:papers:1805.06632.

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2018Portfolio Optimization with Nondominated Priors and Unbounded Parameters. (2018). Ugurlu, Kerem. In: Papers. RePEc:arx:papers:1807.05773.

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2020Scalar multivariate risk measures with a single eligible asset. (2019). Rudloff, Birgit ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1807.10694.

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2019Time consistency for scalar multivariate risk measures. (2019). Rudloff, Birgit ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1810.04978.

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2018Monetary Measures of Risk. (2018). Hamel, Andreas H. In: Papers. RePEc:arx:papers:1812.04354.

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2019Counterfactual Sensitivity and Robustness. (2019). Connault, Benjamin ; Christensen, Timothy. In: Papers. RePEc:arx:papers:1904.00989.

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2019Robust Utility Maximization with Drift and Volatility Uncertainty. (2019). Ugurlu, Kerem. In: Papers. RePEc:arx:papers:1909.05335.

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2020Quadratic Hedging and Optimization of Option Exercise Policies in Incomplete Markets and Discrete Time. (2020). Secomandi, Nicola. In: Papers. RePEc:arx:papers:2001.05788.

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2020Equal Risk Pricing and Hedging of Financial Derivatives with Convex Risk Measures. (2020). Li, Jonathan Yumeng ; Delage, Erick ; Marzban, Saeed . In: Papers. RePEc:arx:papers:2002.02876.

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2020Equal risk option pricing with deep reinforcement learning. (2020). Fr'ed'eric Godin, ; Carbonneau, Alexandre. In: Papers. RePEc:arx:papers:2002.08492.

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2020Quantification of Risk in Classical Models of Finance. (2020). Schlotter, Ruben ; Pichler, Alois. In: Papers. RePEc:arx:papers:2004.04397.

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2020Proving prediction prudence. (2020). Tasche, Dirk. In: Papers. RePEc:arx:papers:2005.03698.

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2018Incomplete Information and Costly Signaling in College Admissions. (2018). Alfredo, Salgado. In: Working Papers. RePEc:bdm:wpaper:2018-23.

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2018Asymmetric Effects of Terms of Trade Shocks on Tradable and Non-tradable Investment Rates: The Colombian Case. (2018). Toro-Córdoba, Jorge Hernán ; Garavito, Aaron ; Cárdenas Hurtado, Camilo ; Toro-Cordoba, Jorge Hernan ; Garavito-Acosta, Aaron Levi ; Cardenas-Hurtado, Camilo Alberto. In: Borradores de Economia. RePEc:bdr:borrec:1043.

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2020Assessing the goodness of fit of logistic regression models in large samples: A modification of the Hosmer‐Lemeshow test. (2020). Lemeshow, Stanley ; Pennell, Michael L ; Nattino, Giovanni. In: Biometrics. RePEc:bla:biomet:v:76:y:2020:i:2:p:549-560.

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2018On risk measuring in the variance-gamma model. (2018). Roman, Ivanov . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:35:y:2018:i:1-2:p:23-33:n:2.

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2019Modeling Bioenergy Supply Chains: Feedstocks Pretreatment, Integrated System Design Under Uncertainty. (2019). Li, Yuanzhe. In: Institute of Transportation Studies, Working Paper Series. RePEc:cdl:itsdav:qt1539g5sj.

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2017(Non)Randomization: A Theory of Quasi-Experimental Evaluation of School Quality. (2017). Narita, Yusuki . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2056r.

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2017A comparison of the performance of the CSM-CERES-Maize and EPIC models using maize variety trial data. (2017). Bao, Yawen ; Hoogenboom, Gerrit ; Vellidis, George ; McClendon, Ron . In: Agricultural Systems. RePEc:eee:agisys:v:150:y:2017:i:c:p:109-119.

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2017Distributed EMPC of multiple microgrids for coordinated stochastic energy management. (2017). Gao, Lin ; Liang, Deliang ; Kou, Peng . In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p1:p:939-952.

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2018A collaborative energy sharing optimization model among electric vehicle charging stations, commercial buildings, and power grid. (2018). Quddus, Md Abdul ; Jaradat, Raed ; Usher, John M ; Marufuzzaman, Mohammad ; Shahvari, Omid. In: Applied Energy. RePEc:eee:appene:v:229:y:2018:i:c:p:841-857.

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2019Energy management and optimal storage sizing for a shared community: A multi-stage stochastic programming approach. (2019). Husain, Iqbal ; Fajri, Poria ; de Queiroz, Anderson Rodrigo ; Hafiz, Faeza. In: Applied Energy. RePEc:eee:appene:v:236:y:2019:i:c:p:42-54.

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2019Design under uncertainty of carbon capture, utilization and storage infrastructure considering profit, environmental impact, and risk preference. (2019). Han, Jeehoon ; Lee, In-Beum. In: Applied Energy. RePEc:eee:appene:v:238:y:2019:i:c:p:34-44.

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2017Confidence intervals through sequential Monte Carlo. (2017). Silva, Ivair R. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:105:y:2017:i:c:p:112-124.

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2017Simultaneous confidence intervals for comparisons of several multinomial samples. (2017). Gerhard, Daniel ; Schaarschmidt, Frank ; Vogel, Charlotte . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:106:y:2017:i:c:p:65-76.

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2019A nonparametric bootstrap method for spatial data. (2019). Garcia-Soidan, Pilar ; Fernandez-Casal, Ruben ; Castillo-Paez, Sergio. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:137:y:2019:i:c:p:1-15.

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2019Recreational beach use values with multiple activities. (2019). Pascoe, Sean. In: Ecological Economics. RePEc:eee:ecolec:v:160:y:2019:i:c:p:137-144.

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2017Inverting the indirect—The ellipse and the boomerang: Visualizing the confidence intervals of the structural coefficient from two-stage least squares. (2017). Lye, Jeanette ; Hirschberg, Joseph. In: Journal of Econometrics. RePEc:eee:econom:v:199:y:2017:i:2:p:173-183.

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2019Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification. (2019). Schumacher, Christian ; Kaufmann, Sylvia. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:116-134.

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2019Rank regularized estimation of approximate factor models. (2019). Bai, Jushan ; Ng, Serena. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:78-96.

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2017The risk-averse newsvendor problem under spectral risk measures: A classification with extensions. (2017). Fichtinger, Johannes ; Arikan, Emel. In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:1:p:116-125.

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2017Dynamic convexification within nested Benders decomposition using Lagrangian relaxation: An application to the strategic bidding problem. (2017). Steeger, Gregory ; Rebennack, Steffen. In: European Journal of Operational Research. RePEc:eee:ejores:v:257:y:2017:i:2:p:669-686.

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2017Dual Dynamic Programing with cut selection: Convergence proof and numerical experiments. (2017). Guigues, Vincent . In: European Journal of Operational Research. RePEc:eee:ejores:v:258:y:2017:i:1:p:47-57.

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2017A parallel Branch-and-Fix Coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0–1 problems. (2017). Perez, Gloria ; Merino, Maria ; Escudero, Laureano F ; Aldasoro, Unai . In: European Journal of Operational Research. RePEc:eee:ejores:v:258:y:2017:i:2:p:590-606.

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2017A benders decomposition approach for solving the offshore wind farm installation planning at the North Sea. (2017). Ursavas, Evrim . In: European Journal of Operational Research. RePEc:eee:ejores:v:258:y:2017:i:2:p:703-714.

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2017On the solution variability reduction of Stochastic Dual Dynamic Programming applied to energy planning. (2017). Soares, Murilo Pereira ; Vallado, Davi Michel ; Street, Alexandre. In: European Journal of Operational Research. RePEc:eee:ejores:v:258:y:2017:i:2:p:743-760.

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2017Risk aversion in imperfect natural gas markets. (2017). Egging, Rudolf ; Wallehansen, Thomas Meyer ; Kalvo, Oyvind Iversen ; Pichler, Alois. In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:1:p:367-383.

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2017Stochastic short-term hydropower planning with inflow scenario trees. (2017). Fleten, Stein-Erik ; Audet, Charles ; Pichler, Alois ; Cote, Pascal ; Stein- Erik Fleten, ; Seguin, Sara . In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:3:p:1156-1168.

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2017The Benders decomposition algorithm: A literature review. (2017). Rahmaniani, Ragheb ; Rei, Walter ; Gendreau, Michel ; Crainic, Teodor Gabriel. In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:3:p:801-817.

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2017Risk-averse stochastic path detection. (2017). Collado, Ricardo ; Priekule, Laura ; Meisel, Stephan . In: European Journal of Operational Research. RePEc:eee:ejores:v:260:y:2017:i:1:p:195-211.

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2017Strategic facility location, capacity acquisition, and technology choice decisions under demand uncertainty: Robust vs. non-robust optimization approaches. (2017). Jakubovskis, Aldis . In: European Journal of Operational Research. RePEc:eee:ejores:v:260:y:2017:i:3:p:1095-1104.

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2017Decision rule approximations for the risk averse reservoir management problem. (2017). Gauvin, Charles ; Gendreau, Michel ; Delage, Erick . In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:1:p:317-336.

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2017Optimizing (s, S) policies for multi-period inventory models with demand distribution uncertainty: Robust dynamic programing approaches. (2017). Qiu, Ruozhen ; Lim, Yun Fong ; Sun, Minghe. In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:3:p:880-892.

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2017Approximate stochastic dynamic programming for hydroelectric production planning. (2017). Zephyr, Luckny ; Cote, Pascal ; Lamond, Bernard F ; Lang, Pascal . In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:2:p:586-601.

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2018Risk analysis and decision theory: A bridge. (2018). Borgonovo, E ; Marinacci, M ; Maccheroni, F ; Cappelli, V. In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:1:p:280-293.

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2018The design of a reliable and robust hierarchical health service network using an accelerated Benders decomposition algorithm. (2018). Zarrinpoor, Naeme ; Pishvaee, Mir Saman ; Fallahnezhad, Mohammad Saber . In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:3:p:1013-1032.

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2018On the unimodality of the price-setting newsvendor problem with additive demand under risk considerations. (2018). Rubio-Herrero, Javier ; Baykal-Gursoy, Melike. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:3:p:962-974.

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2018Whole blood or apheresis donations? A multi-objective stochastic optimization approach. (2018). Osorio, Andres F ; Smith, Honora K ; Brailsford, Sally C. In: European Journal of Operational Research. RePEc:eee:ejores:v:266:y:2018:i:1:p:193-204.

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2018Flexible lease contracts in the fleet replacement problem with alternative fuel vehicles: A real-options approach. (2018). Ansaripoor, Amir H ; Oliveira, Fernando S. In: European Journal of Operational Research. RePEc:eee:ejores:v:266:y:2018:i:1:p:316-327.

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2018Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR. (2018). Mahmutoullari, Ali Rfan ; Akturk, Selim M ; Avu, Ozlem. In: European Journal of Operational Research. RePEc:eee:ejores:v:266:y:2018:i:2:p:595-608.

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2018Sensitivity of optimal replacement policies to lifetime parameter estimates. (2018). Fouladirad, Mitra ; Grall, Antoine ; Paroissin, Christian . In: European Journal of Operational Research. RePEc:eee:ejores:v:266:y:2018:i:3:p:963-975.

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2018Capital allocation à la Aumann–Shapley for non-differentiable risk measures. (2018). Centrone, Francesca ; Gianin, Emanuela Rosazza ; RosazzaGianin, Emanuela . In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:2:p:667-675.

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2018A stochastic program with time series and affine decision rules for the reservoir management problem. (2018). Gauvin, Charles ; Gendreau, Michel ; Delage, Erick . In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:2:p:716-732.

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2018Service location grouping and pricing in transportation: Application in air cargo. (2018). Azadian, Farshid ; Murat, Alper. In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:3:p:933-943.

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2018Smooth approximations to monotone concave functions in production analysis: An alternative to nonparametric concave least squares. (2018). Tsionas, Mike G ; Izzeldin, Marwan. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:3:p:797-807.

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2019Modeling time-dependent randomness in stochastic dual dynamic programming. (2019). Lohndorf, Nils ; Shapiro, Alexander. In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:2:p:650-661.

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2019A newsvendor analysis of a binomial yield production process. (2019). Choi, Sung Yong ; Park, Kwangtae ; Kim, Jinmin ; Jeon, Sumin. In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:3:p:983-991.

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2019A stochastic program to evaluate disruption mitigation investments in the supply chain. (2019). Snoeck, Andre ; Fransoo, Jan C ; Udenio, Maximiliano. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:2:p:516-530.

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2019Reverse sensitivity testing: What does it take to break the model?. (2019). Pesenti, Silvana M ; Tsanakas, Andreas ; Millossovich, Pietro. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:2:p:654-670.

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2019A multi-stage stochastic optimization model of a pastoral dairy farm. (2019). Downward, Anthony ; Mason, Andrew ; Philpott, Andy ; Dowson, Oscar. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:3:p:1077-1089.

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2019Carbon-efficient deployment of electric rubber-tyred gantry cranes in container terminals with workload uncertainty. (2019). Zhang, Dali ; Sha, Mei ; Li, Dong ; Yu, Dayong. In: European Journal of Operational Research. RePEc:eee:ejores:v:275:y:2019:i:2:p:552-569.

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2019A unified framework for stochastic optimization. (2019). Powell, Warren B. In: European Journal of Operational Research. RePEc:eee:ejores:v:275:y:2019:i:3:p:795-821.

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2019New algorithmic framework for conditional value at risk: Application to stochastic fixed-charge transportation. (2019). Saldanha-Da, Francisco ; Puerto, Justo ; Hinojosa, Yolanda ; Fernandez, Elena. In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:1:p:215-226.

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2019Time-consistent, risk-averse dynamic pricing. (2019). Hassler, Michael ; Gonsch, Jochen ; Schur, Rouven. In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:2:p:587-603.

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2019Efficient solution selection for two-stage stochastic programs. (2019). Branke, Jurgen ; Gulpinar, Nalan ; Fei, Xin. In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:3:p:918-929.

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2019Portfolio optimization with entropic value-at-risk. (2019). Fallah-Tafti, Malihe ; Ahmadi-Javid, Amir. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:1:p:225-241.

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2019Integrating location and network restoration decisions in relief networks under uncertainty. (2019). Daskin, Mark S ; Sanci, Ece. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:2:p:335-350.

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2019Controlling risk and demand ambiguity in newsvendor models. (2019). Homem-De, Tito ; Bayraksan, Guzin ; Rahimian, Hamed. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:3:p:854-868.

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2020A new convergent hybrid learning algorithm for two-stage stochastic programs. (2020). Zhou, Shaorui ; Wang, Fan ; Xu, Zhou ; Shi, Ning ; Zhang, Hui. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:1:p:33-46.

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2020Mean-variance analysis of the newsvendor problem with price-dependent, isoelastic demand. (2020). Baykal-Gursoy, Melike ; Rubio-Herrero, Javier. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:3:p:942-953.

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2020Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set. (2020). Sun, Jie ; Ling, Aifan ; Wang, Meihua. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:1:p:81-95.

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2020A stochastic programming model with endogenous and exogenous uncertainty for reliable network design under random disruption. (2020). Medal, Hugh R ; Bhuiyan, Tanveer Hossain ; Harun, Sarah. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:2:p:670-694.

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2017Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks. (2017). Xyngis, Georgios. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:43-65.

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2019Opportunity cost including short-term energy storage in hydrothermal dispatch models using a linked representative periods approach. (2019). Centeno, Efraim ; Siddiqui, Afzal S ; Wogrin, Sonja ; Tejada-Arango, Diego A. In: Energy. RePEc:eee:energy:v:188:y:2019:i:c:s0360544219317748.

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2020Risk-averse real-time dispatch of integrated electricity and heat system using a modified approximate dynamic programming approach. (2020). Yu, Tao ; Pan, Zhenning ; Yang, BO ; Qu, Kaiping ; Li, Jie. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304540.

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2017Model spaces for risk measures. (2017). Liebrich, Felix-Benedikt ; Svindland, Gregor. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:77:y:2017:i:c:p:150-165.

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2017Evaluating dimensional distinctness with correlated-factor models: Limitations and suggestions. (2017). Gignac, Gilles E ; Kretzschmar, Andre . In: Intelligence. RePEc:eee:intell:v:62:y:2017:i:c:p:138-147.

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2018Multinomial VaR backtests: A simple implicit approach to backtesting expected shortfall. (2018). Lok, Yen ; McNeil, Alexander J ; Kratz, Marie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:393-407.

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2020A comparison of some structural models of private information arrival. (2020). Young, Lance ; Hu, Edwin ; Duarte, Jefferson. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:795-815.

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2017Domains of weak continuity of statistical functionals with a view toward robust statistics. (2017). Kratschmer, Volker ; Zahle, Henryk ; Schied, Alexander. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:158:y:2017:i:c:p:1-19.

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2019Model robust inference with two-stage maximum likelihood estimation for copulas. (2019). Hjort, Nils Lid ; Ko, Vinnie. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:362-381.

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2019Dimension reduction estimation for central mean subspace with missing multivariate response. (2019). Liang, Han-Ying ; Xu, Hong-Xia ; Fan, Guo-Liang. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:174:y:2019:i:c:s0047259x19301605.

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2017Two-stage stochastic mixed-integer linear programming: The conditional scenario approach. (2017). Beltran-Royo, C. In: Omega. RePEc:eee:jomega:v:70:y:2017:i:c:p:31-42.

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2017Production stage allocation problem in large corporations. (2017). Zhen, LU ; Zhu, Sheng-Lei ; Zhuge, Dan. In: Omega. RePEc:eee:jomega:v:73:y:2017:i:c:p:60-78.

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2019Better management of production incidents in mining using multistage stochastic optimization. (2019). Armstrong, Margaret ; Pagnoncelli, Bernardo ; Reus, Lorenzo. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:43.

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2019Developing a municipality typology for modelling decentralised energy systems. (2019). Fichtner, W ; McKenna, R ; Weinand, J M. In: Utilities Policy. RePEc:eee:juipol:v:57:y:2019:i:c:p:75-96.

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2018Developing benders decomposition algorithm for a green supply chain network of mine industry: Case of Iranian mine industry. (2018). Nejad, Mahdi Yousefi ; Torkayesh, Ali Ebadi. In: Operations Research Perspectives. RePEc:eee:oprepe:v:5:y:2018:i:c:p:371-382.

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2019A tale of two tails: Do Power Law and Lognormal models fit firm-size distributions in the mid-Victorian era?. (2019). Montebruno, Piero ; Smith, Harry ; van Lieshout, Carry ; Bennett, Robert J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:858-875.

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2017Developing lean and responsive supply chains: A robust model for alternative risk mitigation strategies in supply chain designs. (2017). Mohammaddust, Faeghe ; Hill, Alex ; Mofidfar, Mohammad ; Farahani, Reza Zanjirani ; Rezapour, Shabnam. In: International Journal of Production Economics. RePEc:eee:proeco:v:183:y:2017:i:pc:p:632-653.

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2017Investigating risk and robustness measures for supply chain network design under demand uncertainty: A case study of glass supply chain. (2017). Govindan, Kannan ; Fattahi, Mohammad. In: International Journal of Production Economics. RePEc:eee:proeco:v:183:y:2017:i:pc:p:680-699.

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2017A robust design for a Colombian dairy cooperatives milk storage and refrigeration logistics system using binary programming. (2017). Muoz, Dairo ; Polo, Andres ; Tordecilla-Madera, Rafael ; Gonzalez-Rodriguez, Leonardo . In: International Journal of Production Economics. RePEc:eee:proeco:v:183:y:2017:i:pc:p:710-720.

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More than 100 citations found, this list is not complete...

Works by Alexander Shapiro:

YearTitleTypeCited
2013Uniqueness of Kusuoka Representations In: Papers.
[Full Text][Citation analysis]		paper5
1991Variogram fitting with a general class of conditionally nonnegative definite functions In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article8
1996An integral transform approach to cross-variograms modeling In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article0
2006Simulation-based approach to estimation of latent variable models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article1
2005A stochastic programming approach for supply chain network design under uncertainty In: European Journal of Operational Research.
[Full Text][Citation analysis]		article153
2007Coherent risk measures in inventory problems In: European Journal of Operational Research.
[Full Text][Citation analysis]		article44
2011Analysis of stochastic dual dynamic programming method In: European Journal of Operational Research.
[Full Text][Citation analysis]		article46
2012Minimax and risk averse multistage stochastic programming In: European Journal of Operational Research.
[Full Text][Citation analysis]		article7
2013Risk neutral and risk averse Stochastic Dual Dynamic Programming method In: European Journal of Operational Research.
[Full Text][Citation analysis]		article32
2007Financial prediction with constrained tail risk In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article11
2009Asymptotic normality of test statistics under alternative hypotheses In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article2
1990Testing and estimation of equal variances for correlated variables In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article0
2003Scheffes method for constructing simultaneous confidence intervals subject to cone constraints In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article0
2008Asymptotics of minimax stochastic programs In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article5
1988On the asymptotic bias of estimators under parameter drift In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article0
1999Finding Optimal Material Release Times Using Simulation-Based Optimization In: Management Science.
[Full Text][Citation analysis]		article8
2007Nonparametric estimation of concave production technologies by entropic methods In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article4
2009Normal versus Noncentral Chi-square Asymptotics of Misspecified Models In: MPRA Paper.
[Full Text][Citation analysis]		paper5
2011Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics In: MPRA Paper.
[Full Text][Citation analysis]		paper13
2011Revenue management in resource exchange seller alliances In: MPRA Paper.
[Full Text][Citation analysis]		paper1
1991Invariance of covariance structures under groups of transformations In: Metrika: International Journal for Theoretical and Applied Statistics.
[Full Text][Citation analysis]		article2
1982Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis In: Psychometrika.
[Full Text][Citation analysis]		article10
1982Weighted minimum trace factor analysis In: Psychometrika.
[Full Text][Citation analysis]		article5
1982Minimum rank and minimum trace of covariance matrices In: Psychometrika.
[Full Text][Citation analysis]		article4
1983On the investigation of local identifiability: A counterexample In: Psychometrika.
[Full Text][Citation analysis]		article4
1985A note on the asymptotic distribution of the greatest lower bound to reliability In: Psychometrika.
[Full Text][Citation analysis]		article1
1985On the multivariate asymptotic distribution of sequential Chi-square statistics In: Psychometrika.
[Full Text][Citation analysis]		article28
2000The asymptotic bias of minimum trace factor analysis, with applications to the greatest lower bound to reliability In: Psychometrika.
[Full Text][Citation analysis]		article6
2002Statistical inference of minimum rank factor analysis In: Psychometrika.
[Full Text][Citation analysis]		article87
2012Comments on: Stability in linear optimization and related topics. A personal tour In: TOP: An Official Journal of the Spanish Society of Statistics and Operations Research.
[Full Text][Citation analysis]		article0
2005Optimization of Convex Risk Functions In: Risk and Insurance.
[Full Text][Citation analysis]		paper73
2005Conditional Risk Mappings In: Risk and Insurance.
[Full Text][Citation analysis]		paper35
2004Optimization of Risk Measures In: Risk and Insurance.
[Full Text][Citation analysis]		paper8

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