123 citations · 125 across the 11 of their papers we have counts for
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q-fin.RM2019★ 2 cited
A nonlinear optimisation model for constructing minimal drawdown portfolios
C. A. Valle, J. E. Beasley
In this paper we consider the problem of minimising drawdown in a portfolio of financial assets. Here drawdown represents the relative opportunity cost of the single best missed tr…
math.OC2019
Order allocation, rack allocation and rack sequencing for pickers in a mobile rack environment
Cristiano Arbex Valle, John E Beasley
In this paper we investigate the problem of simultaneously allocating orders and mobile storage racks to static pickers. Here storage racks are allocated to pickers to enable them…