Erhan Deniz, Ph.D.
Affiliations: | 2009 | Graduate School - New Brunswick | Rutgers University, New Brunswick, New Brunswick, NJ, United States |
Area:
Industrial EngineeringGoogle:
"Erhan Deniz"Parents
Sign in to add mentorJames T. Luxhoj | grad student | 2009 | Rutgers, New Brunswick | |
(Multi-period scenario generation to support portfolio optimization.) |
BETA: Related publications
See more...
Publications
You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect. |
Deniz E, Luxhøj JT. (2011) A scenario generation method with heteroskedasticity and moment matching Engineering Economist. 56: 231-253 |
Deniz E, Luxhøj JT. (2008) Supply chain risk management via correlated scenario analysis International Journal of Integrated Supply Management. 4: 278-302 |
Deniz E, Luxhǿj JT. (2008) Portfolio optimization using stochastic programming Iie Annual Conference and Expo 2008. 260-265 |