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Optimal portfolio choice with benchmarks
Bernard, Carole, (2019)
A simple algorithm for solving Ramsey optimal policy with exogenous forcing variables
Chatelain, Jean-Bernard, (2017)
Computing integral solutions of complementarity problems
Laan, Gerard van der, (2004)
The theory of subgradients and its applications to problems of optimization : convex and nonconvex functions
Rockafellar, Ralph Tyrrell, (1981)
Convex analysis
Rockafellar, Ralph Tyrrell, (1970)
Distributional robustness, stochastic divergences, and the quadrangle of risk
Rockafellar, Ralph Tyrrell, (2024)