Steven Vanduffel

20 papers Journal 20
YearRankTypeTitle / Venue / Authors
2026 J jnl
Improved block rearrangement algorithm.
Ann. Oper. Res.
Carole Bernard, Jinghui Chen, Ludger Rüschendorf, Steven Vanduffel
2026 J jnl
MinCovTarget+: a fast heuristic algorithm for fair allocation.
Ann. Oper. Res.
Giovanni Puccetti, Ludger Rüschendorf, Steven Vanduffel
2025 J jnl
Optimal payoffs under smooth ambiguity.
Eur. J. Oper. Res.
An Chen, Steven Vanduffel, Morten C. Wilke
2024 J jnl
Implied value-at-risk and model-free simulation.
Ann. Oper. Res.
Carole Bernard, Andrea Perchiazzo, Steven Vanduffel
2024 J jnl
Optimal transport divergences induced by scoring functions.
Oper. Res. Lett.
Silvana M. Pesenti, Steven Vanduffel
2023 J jnl
Optimal multivariate financial decision making.
Eur. J. Oper. Res.
Carole Bernard, Luca De Gennaro Aquino, Steven Vanduffel
2022 J jnl
Fair allocation of indivisible goods with minimum inequality or minimum envy.
Eur. J. Oper. Res.
Dries Cornilly, Giovanni Puccetti, Ludger Rüschendorf, Steven Vanduffel
2022 J jnl
On some synchronization problems with multiple instances.
J. Comput. Appl. Math.
Dries Cornilly, Giovanni Puccetti, Ludger Rüschendorf, Steven Vanduffel
2020 J jnl
On the computation of Wasserstein barycenters.
J. Multivar. Anal.
Giovanni Puccetti, Ludger Rüschendorf, Steven Vanduffel
2020 J jnl
The minimum regularized covariance determinant estimator.
Stat. Comput.
Kris Boudt, Peter J. Rousseeuw, Steven Vanduffel, Tim Verdonck
2019 J jnl
Optimal portfolio choice with benchmarks.
J. Oper. Res. Soc.
Carole Bernard, Rob H. De Staelen, Steven Vanduffel
2019 J jnl
Optimal strategies under Omega ratio.
Eur. J. Oper. Res.
Carole Bernard, Steven Vanduffel, Jiang Ye
2018 J jnl
Block rearranging elements within matrix columns to minimize the variability of the row sums.
4OR
Kris Boudt, Edgars Jakobsons, Steven Vanduffel
2018 J jnl
Rearrangement algorithm and maximum entropy.
Ann. Oper. Res.
Carole Bernard, Oleg Bondarenko, Steven Vanduffel
2017 J jnl
A stein type lemma for the multivariate generalized hyperbolic distribution.
Eur. J. Oper. Res.
Steven Vanduffel, Jing Yao
2017 J jnl
Risk bounds for factor models.
Finance Stochastics
Carole Bernard, Ludger Rüschendorf, Steven Vanduffel, Ruodu Wang
2014 J jnl
Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection.
Eur. J. Oper. Res.
Carole Bernard, Steven Vanduffel
2014 J jnl
Optimal claims with fixed payoff structure.
J. Appl. Probab.
Carole Bernard, Ludger Rüschendorf, Steven Vanduffel
2012 J jnl
A Note on 'Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options' by Tankov (2011).
J. Appl. Probab.
Carole Bernard, Xiao Jiang, Steven Vanduffel
2012 J jnl
A provisioning problem with stochastic payments.
Eur. J. Oper. Res.
Bernardo K. Pagnoncelli, Steven Vanduffel