Chanaka Edirisinghe

Orcid: 0000-0002-3623-3119

Affiliations:
  • Rensselaer Polytechnic Institute, Troy, USA


According to our database1, Chanaka Edirisinghe authored at least 5 papers between 2016 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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Bibliography

2023
Optimal Leveraged Portfolio Selection Under Quasi-Elastic Market Impact.
Oper. Res., 2023

2021
Optimal portfolio deleveraging under market impact and margin restrictions.
Eur. J. Oper. Res., 2021

2019
Indefinite multi-constrained separable quadratic optimization: Large-scale efficient solution.
Eur. J. Oper. Res., 2019

2017
Tight bounds on indefinite separable singly-constrained quadratic programs in linear-time.
Math. Program., 2017

2016
An efficient global algorithm for a class of indefinite separable quadratic programs.
Math. Program., 2016


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