Home > Research > Researchers > Dr Jamie Fairbrother > Publications

Dr Jamie Fairbrother

Lecturer in Operational Research (Optimisation)

  1. Journal article
  2. Published

    Scenario generation for single-period portfolio selection problems with tail risk measures: coping with high dimensions and integer variables

    Fairbrother, J., Turner, A. & Wallace, S., 2018, In: INFORMS Journal on Computing. 30, 3, p. 472-491 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

    Projection results for the k-partition problem

    Fairbrother, J. & Letchford, A. N., 8/11/2017, In: Discrete Optimization. 26, p. 97-111 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. E-pub ahead of print

    Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure

    Fairbrother, J., Turner, A. & Wallace, S. W., 11/2015, (E-pub ahead of print) In: arxiv.org.

    Research output: Contribution to Journal/MagazineJournal article

Previous 1 2 3 Next

Back to top