Best, Michael J. and Chellathurai, Thamayanthi, "The Black-Scholes equation as an optimality condition,"
CORR 2008-01, Department of Combinatorics and Optimization, University of Waterloo, Waterloo, Ontario (2008)
Best, Michael J., and Xu, Haiyan, "The Efficient Frontier for Partially Correlated, Bounded Assets,
CORR 2007-06, Department of Combinatorics and Optimization, University of Waterloo, Waterloo, Ontario (2007)
Best, Michael J., and Hlouskova, Jaroslava, "An algorithm for portfolio optimization with variable transaction costs", CORR 2004-32, Department of Combinatorics and Optimization, University of Waterloo, Waterloo, Ontario (2004)
Best, Michael J., and Potaptchik, Marina, "Portfolio selection under nonsmooth convex transaction costs", CORR 2004-30, Department of Combinatorics and Optimization, University of Waterloo, Waterloo, Ontario (2004)
Arseneau, Lise and Best, Michael J., "Resolution of degenerate critical
parameter values in parametric quadratic programming ", CORR 99-47, Department
of Combinatorics and Optimization, University of Waterloo, Waterloo, Ontario (1999)
Best, M.J., and Ding, B., "An algorithm for a class of copositivity problems", CORR 97-07, Department of Combinatorics
and Optimization, University of Waterloo, Waterloo, Ontario (1997)
Best, M.J., and Ding, B., " Global and local non-convex minimization",
CORR 97-06, Department of Combinatorics
and Optimization, University of Waterloo, Waterloo, Ontario (1997)
Best, M.J. and Chakravarti, N., "Algorithms
for isotonic regression: directed tree orders", in revision
for Computational Statistics and Data Anallysis,
ms. 31 pages
Best, M.J. and Chakravarti, N., "A relaxation of the
precedence constrained knapsack problem", submittedms. 27 pages
Best, M.J. and Ding, B., "Efficiency and proper efficiency",
CORR. 94-18 , Department of Combinatorics and Optimization,
University of Waterloo, Waterloo, Ontario (1994) ms. 12 pages
Best, M.J. and Tan, R.Y., "Isotonic median regression:
a divide and conquer approach", CORR 90-10, Department
of Combinatorics and Optimization, University of Waterloo,
Waterloo, Ontario, May 1990.
Best, M.J. and Tan, R.Y., "A strong polynomial algorithm
for the linear complementarity problem with a tridiagonal positive
definite matrix", CORR. 90-09, Department of Combinatorics
and Optimization, University of Waterloo, Waterloo, Ontario,
May 1990.
Best, M.J. and Tan, R.Y., "An 0 (n2log n) strong
polynomial algorithm for quadratic program with two equations
and lower and upper bounds", CORR. 90-04, Department of
Combinatorics and Optimization, University of Waterloo, Waterloo,
Ontario, March 1990.
Best, M.J. and Chakravarti, N., "Active set algorithms
for isotonic regression when the underlying graph is an arborescence",
CORR. 88-18, Department of Combinatorics and Optimization,
University of Waterloo, Waterloo, Ontario, revised 1990,
(ms 24 pages).
Best, M.J. and Chakravarti, N., "A stability property
of a procedure for updating a matrix inverse", CORR. 86-20,
Department of Combinatorics and Optimization, University of
Waterloo, Waterloo, Ontario, November 1986,