An efficient global algorithm for a class of indefinite separable quadratic programs. - Chanaka Edirisinghe 001; Jaehwan Jeong (Math. Program., 2016)

Tight bounds on indefinite separable singly-constrained quadratic programs in linear-time. - Chanaka Edirisinghe 001; Jaehwan Jeong (Math. Program., 2017)

Indefinite multi-constrained separable quadratic optimization: Large-scale efficient solution. - Chanaka Edirisinghe 001; Jaehwan Jeong (Eur. J. Oper. Res., 2019)

Optimal portfolio deleveraging under market impact and margin restrictions. - Chanaka Edirisinghe 001; Jaehwan Jeong; Jingnan Chen (Eur. J. Oper. Res., 2021)

Optimal Leveraged Portfolio Selection Under Quasi-Elastic Market Impact. - Chanaka Edirisinghe 001; Jingnan Chen; Jaehwan Jeong (Oper. Res., 2023)