Nigel Meade

12 papers Journal 12
YearRankTypeTitle / Venue / Authors
2021 J jnl
Quantitative portfolio selection: Using density forecasting to find consistent portfolios.
Eur. J. Oper. Res.
Nigel Meade, John E. Beasley, Christopher J. Adcock
2017 J jnl
Using parametric classification trees for model selection with applications to financial risk management.
Eur. J. Oper. Res.
Christopher J. Adcock, Nigel Meade
2015 J jnl
An optimisation approach to constructing an exchange-traded fund.
Optim. Lett.
Cristiano Arbex Valle, Nigel Meade, John E. Beasley
2015 J jnl
Factor neutral portfolios.
OR Spectr.
Cristiano Arbex Valle, Nigel Meade, John E. Beasley
2014 J jnl
Market neutral portfolios.
Optim. Lett.
Cristiano Arbex Valle, Nigel Meade, John E. Beasley
2012 J jnl
Renewable energy investments under different support schemes: A real options approach.
Eur. J. Oper. Res.
Trine Krogh Boomsma, Nigel Meade, Stein-Erik Fleten
2010 J jnl
Using copulas to model repeat purchase behaviour - An exploratory analysis via a case study.
Eur. J. Oper. Res.
Nigel Meade, Towhidul Islam
2007 J jnl
The utility of cash flow forecasts in the management of corporate cash balances.
Eur. J. Oper. Res.
Fionnuala M. Gormley, Nigel Meade
2003 J jnl
An evolutionary heuristic for the index tracking problem.
Eur. J. Oper. Res.
John E. Beasley, Nigel Meade, T.-J. Chang
2002 J jnl
Forecasting call frequency at a financial services call centre.
J. Oper. Res. Soc.
A. Antipov, Nigel Meade
2000 J jnl
Heuristics for cardinality constrained portfolio optimisation.
Comput. Oper. Res.
T.-J. Chang, Nigel Meade, John E. Beasley, Yazid M. Sharaiha
2000 J jnl
Modelling diffusion and replacement.
Eur. J. Oper. Res.
Towhidul Islam, Nigel Meade