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Alexander Shapiro

Personal Details

First Name:Alexander
Middle Name:
Last Name:Shapiro
Suffix:
RePEc Short-ID:psh112
http://www.isye.gatech.edu/people/faculty/Alex_Shapiro/
Georgia Institute of Technology, School of Industrial and Systems Engineering, Atlanta, GA 30332-0205, USA

Affiliation

Georgia Institute of technology, School of Industrial and Systems Engineering

http://www.isye.gatech.edu/
USA, Atlanta

Research output

as
Jump to: Working papers Articles

Working papers

  1. Alois Pichler & Alexander Shapiro, 2012. "Uniqueness of Kusuoka Representations," Papers 1210.7257, arXiv.org, revised Feb 2013.
  2. Chun, So Yeon & Kleywegt, Anton J & Shapiro, Alexander, 2011. "Revenue management in resource exchange seller alliances," MPRA Paper 34657, University Library of Munich, Germany.
  3. Chun, So Yeon & Shapiro, Alexander & Uryasev, Stan, 2011. "Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics," MPRA Paper 30132, University Library of Munich, Germany.
  4. Chun, So Yeon & Alexander, Shapiro, 2009. "Normal versus Noncentral Chi-square Asymptotics of Misspecified Models," MPRA Paper 17310, University Library of Munich, Germany.
  5. Andrzej Ruszczynski & Alexander Shapiro, 2004. "Conditional Risk Mappings," Risk and Insurance 0404002, EconWPA, revised 08 Oct 2005.
  6. Andrzej Ruszczynski & Alexander Shapiro, 2004. "Optimization of Convex Risk Functions," Risk and Insurance 0404001, EconWPA, revised 08 Oct 2005.
  7. Andrzej Ruszczynski & Alexander Shapiro, 2004. "Optimization of Risk Measures," Risk and Insurance 0407002, EconWPA.

Articles

  1. Shapiro, Alexander & Tekaya, Wajdi & da Costa, Joari Paulo & Soares, Murilo Pereira, 2013. "Risk neutral and risk averse Stochastic Dual Dynamic Programming method," European Journal of Operational Research, Elsevier, vol. 224(2), pages 375-391.
  2. Shapiro, Alexander, 2012. "Minimax and risk averse multistage stochastic programming," European Journal of Operational Research, Elsevier, vol. 219(3), pages 719-726.
  3. Alexander Shapiro, 2012. "Comments on: Stability in linear optimization and related topics. A personal tour," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(2), pages 261-264, July.
  4. Shapiro, Alexander, 2011. "Analysis of stochastic dual dynamic programming method," European Journal of Operational Research, Elsevier, vol. 209(1), pages 63-72, February.
  5. Shapiro, Alexander, 2009. "Asymptotic normality of test statistics under alternative hypotheses," Journal of Multivariate Analysis, Elsevier, vol. 100(5), pages 936-945, May.
  6. Shapiro, Alexander, 2008. "Asymptotics of minimax stochastic programs," Statistics & Probability Letters, Elsevier, vol. 78(2), pages 150-157, February.
  7. Trindade, A. Alexandre & Uryasev, Stan & Shapiro, Alexander & Zrazhevsky, Grigory, 2007. "Financial prediction with constrained tail risk," Journal of Banking & Finance, Elsevier, vol. 31(11), pages 3524-3538, November.
  8. Ahmed, Shabbir & Cakmak, Ulas & Shapiro, Alexander, 2007. "Coherent risk measures in inventory problems," European Journal of Operational Research, Elsevier, vol. 182(1), pages 226-238, October.
  9. Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alexander Shapiro, 2007. "Nonparametric estimation of concave production technologies by entropic methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(4), pages 795-816.
  10. Qian, Zhiguang & Shapiro, Alexander, 2006. "Simulation-based approach to estimation of latent variable models," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 1243-1259, November.
  11. Santoso, Tjendera & Ahmed, Shabbir & Goetschalckx, Marc & Shapiro, Alexander, 2005. "A stochastic programming approach for supply chain network design under uncertainty," European Journal of Operational Research, Elsevier, vol. 167(1), pages 96-115, November.
  12. Shapiro, Alexander, 2003. "Scheffe's method for constructing simultaneous confidence intervals subject to cone constraints," Statistics & Probability Letters, Elsevier, vol. 64(4), pages 403-406, October.
  13. Alexander Shapiro & Jos Berge, 2002. "Statistical inference of minimum rank factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 67(1), pages 79-94, March.
  14. Alexander Shapiro & Jos Berge, 2000. "The asymptotic bias of minimum trace factor analysis, with applications to the greatest lower bound to reliability," Psychometrika, Springer;The Psychometric Society, vol. 65(3), pages 413-425, September.
  15. Tito Homem-de-Mello & Alexander Shapiro & Mark L. Spearman, 1999. "Finding Optimal Material Release Times Using Simulation-Based Optimization," Management Science, INFORMS, vol. 45(1), pages 86-102, January.
  16. Rehman, Salim U. & Shapiro, A., 1996. "An integral transform approach to cross-variograms modeling," Computational Statistics & Data Analysis, Elsevier, vol. 22(3), pages 213-233, July.
  17. M. Browne & A. Shapiro, 1991. "Invariance of covariance structures under groups of transformations," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 38(1), pages 345-355, December.
  18. Shapiro, A. & Botha, J. D., 1991. "Variogram fitting with a general class of conditionally nonnegative definite functions," Computational Statistics & Data Analysis, Elsevier, vol. 11(1), pages 87-96, January.
  19. Shapiro, Alexander & Cohen, Ayala, 1990. "Testing and estimation of equal variances for correlated variables," Statistics & Probability Letters, Elsevier, vol. 10(3), pages 231-234, August.
  20. Shapiro, A. & Browne, M. W., 1988. "On the asymptotic bias of estimators under parameter drift," Statistics & Probability Letters, Elsevier, vol. 7(3), pages 221-224, December.
  21. James Steiger & Alexander Shapiro & Michael Browne, 1985. "On the multivariate asymptotic distribution of sequential Chi-square statistics," Psychometrika, Springer;The Psychometric Society, vol. 50(3), pages 253-263, September.
  22. Alexander Shapiro, 1985. "A note on the asymptotic distribution of the greatest lower bound to reliability," Psychometrika, Springer;The Psychometric Society, vol. 50(2), pages 243-244, June.
  23. A. Shapiro & M. Browne, 1983. "On the investigation of local identifiability: A counterexample," Psychometrika, Springer;The Psychometric Society, vol. 48(2), pages 303-304, June.
  24. Alexander Shapiro, 1982. "Weighted minimum trace factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 47(3), pages 243-264, September.
  25. Giacomo Riccia & Alexander Shapiro, 1982. "Minimum rank and minimum trace of covariance matrices," Psychometrika, Springer;The Psychometric Society, vol. 47(4), pages 443-448, December.
  26. Alexander Shapiro, 1982. "Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 47(2), pages 187-199, June.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (2) 2009-09-19 2011-04-23
  2. NEP-RMG: Risk Management (2) 2011-04-23 2012-11-11
  3. NEP-BAN: Banking (1) 2011-04-23
  4. NEP-ORE: Operations Research (1) 2011-04-23

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