Name: Gulten, Sitki
Graduation Date: 2014/October
Thesis Title: Two-Stage Portfolio Optimization with Higher-Order Conditional Measures of Risk.
Name: Choi, Sungyong
Graduation Date: 2009/October
Thesis Title: Risk-Averse Newsvendor Models.
Name: Lejeune, Miguel
Graduation Date: 2004/May
Thesis Title: A Methodology for Probabilistic Inventory-Production-Distribution Problems.
Publications with PhD Students and Alumni
Choi, S. and A. Ruszczynski. (2008), "A risk-averse newsvendor with law-invariant coherent measures of risk", Operations Research Letters, 36, 77-82.
Choi, S., A. Ruszczynski and Y. Zhao. (2009), "The multi-product risk-averse newsvendor model", submitted to Operations Research.
Choi, S. and A. Ruszczynski. (2009), "The multi-period risk-averse newsvendor with law-invariant coherent measures of risk," In-preparation for Operations Research.