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Professor Stein W. Wallace

Formerly at Lancaster University

  1. 2009
  2. Published

    Delta-hedging a hydropower plant using stochastic programming

    Fleten, S.-E. & Wallace, S. W., 2009, Optimization in the energy industry. Kallrath, J., Pardalos, P. M., Rebennack, S. & Scheidt, M. (eds.). Berlin: Springer, p. 507-524 18 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  3. Published

    Using inventory to handle risks in the supply of oil to Nepal

    Thapalia, B. K., Wallace, S. W. & Kaut, M., 2009, In: International Journal of Business Performance and Supply Chain Modelling. 1, 1, p. 41-60 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. 2008
  5. Published

    Product variety arising from hedging in the fashion supply chains

    Vaagen, H. & Wallace, S. W., 08/2008, In: International Journal of Production Economics. 114, 2, p. 431-455 25 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  6. 2007
  7. Published

    Correlations in stochastic programming: a case from stochastic service network design

    Lium, A.-G., Crainic, T. G. & Wallace, S. W., 04/2007, In: Asia-Pacific Journal of Operational Research. 24, 2, p. 161-179 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. Published

    Evaluation of scenario-generation methods for stochastic programming

    Kaut, M. & Wallace, S. W., 2007, In: Pacific Journal of Optimization. 3, 2, p. 257-271 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. Published

    Integer programming models of bookmobile routing

    Foulds, L., Wallace, S. W., Wilson, J. & West, M., 2007, Aspects of mathematical modelling: applications in science, medicine, economics and management. Hosking, R. J. & Venturino, E. (eds.). Boston: Birkhauser, p. 305-320 16 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  10. Published

    Stability analysis of portfolio management with conditional value-at-risk

    Kaut, M., Vladimirou, H., Wallace, S. W. & Zenios, S., 2007, In: Quantitative Finance. 7, 4, p. 397-409 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  11. Published

    Stochastic programming models for strategic and tactical asset allocation: a study from Norwegian life insurance

    Wallace, S. W. & Høyland, K., 2007, Handbook of Asset and Liability Management. London, New York and Amsterdam: Elsevier, Vol. 2. p. 591-625 35 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  12. 2006
  13. Published

    Stochastic programming: potential hazards when random variables reflect market interaction

    Haugen, K. K. & Wallace, S. W., 02/2006, In: Annals of Operations Research. 142, 1, p. 121-127 7 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  14. Published

    Optimization model for a livestock collection problem

    Wallace, S. W., Gribkovskaia, I., Gullberg, B. O. & Hovden, K. J., 2006, In: International Journal of Physical Distribution and Logistics Management. 36, 2, p. 136-152 17 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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