12 results on '"Morton, David P."'
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2. Efficient Portfolios Computed via Moment-Based Bounding-approximations: Part I - EB
3. Optimizing the design of a latin hypercube sampling estimator
4. Mean-Variance-Skewness-Kurtosis efficiency of portfolios computed via moment-based bounds
5. A combined deterministic and sampling-based sequential bounding method for stochastic programming
6. Estimating the efficient frontier of a probabilistic bicriteria model
7. Sequential sampling for solving stochastic programs
8. A combined deterministic and sampling-based sequential bounding method for stochastic programming.
9. Estimating the efficient frontier of a probabilistic bicriteria model.
10. Sequential sampling for solving stochastic programs.
11. Jackknife estimators for reducing bias in asset allocation.
12. Optimisation of radiant enclosures through non-linear programming
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