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~person:"Hall, S."
~person:"Howe, M. A."
~person:"Settergren, Reuben"
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Portfolio selection
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Hall, S.
Howe, M. A.
Settergren, Reuben
Rustem, Berç
47
Rustem, B.
31
Becker, R.
7
Kuhn, Daniel
7
Karakitsos, E.
5
Parpas, Panos
5
Velupillai, Kumaraswamy
5
Wieland, Volker
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Žaković, Stan
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4
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4
Zakovic, S.
4
Zymler, Steve
4
Christofides, Nicos
3
Gulpinar, Nalan
3
Holly, S.
3
Howe, M.A.
3
Osorio, Maria A.
3
Rüstem, B.
3
Westcott, J. H.
3
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3
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2
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2
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Kapsos, Michalis
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Journal of economic dynamics & control
3
Computational methods in decision-making, economics and finance
2
Journal of Economic Dynamics and Control
2
European Journal of Operational Research
1
Financial engineering, E-commerce and supply chain
1
Special issue: Society of Computational Economics
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5
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1
Scenario specification for robust portfolio analysis
Rustem, Berç
;
Settergren, Reuben
- In:
Computational methods in decision-making, economics and …
,
(pp. 77-88)
.
2010
Persistent link: https://www.econbiz.de/10009153096
Saved in:
2
Multistage stochastic programming in computational finance
Gulpinar, Nalan
;
Rustem, Berç
;
Settergren, Reuben
- In:
Computational methods in decision-making, economics and …
,
(pp. 35-47)
.
2010
Persistent link: https://www.econbiz.de/10009153100
Saved in:
3
Simulation and optimization approaches to scenario tree generation
Gülpınar, Nalân
;
Rustem, Berç
;
Settergren, Reuben
- In:
Journal of economic dynamics & control
28
(
2004
)
7
,
pp. 1291-1315
Persistent link: https://www.econbiz.de/10001880805
Saved in:
4
Post tax optimal investments
Osorio, Maria A.
;
Settergren, Reuben
;
Rustem, Berç
; …
- In:
Financial engineering, E-commerce and supply chain
,
(pp. 153-174)
.
2002
Persistent link: https://www.econbiz.de/10001747026
Saved in:
5
A robust hedging algorithm
Howe, M. A.
- In:
Journal of economic dynamics & control
21
(
1997
)
6
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10001335978
Saved in:
6
A robust hedging algorithm
Howe, M. A.
;
Rustem, B.
- In:
Journal of Economic Dynamics and Control
21
(
1997
)
6
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10005229593
Saved in:
7
Multi-period minimax hedging strategies
Howe, M. A.
;
Rustem, B.
;
Selby, M. J. P.
- In:
European Journal of Operational Research
93
(
1996
)
1
,
pp. 185-204
Persistent link: https://www.econbiz.de/10005240864
Saved in:
8
Robust optimal decisions with stochastic nonlinear economic systems
Becker, R.
;
Hall, S.
;
Rustem, B.
- In:
Journal of Economic Dynamics and Control
18
(
1994
)
1
,
pp. 125-147
Persistent link: https://www.econbiz.de/10005107101
Saved in:
9
Robust optimal decisions with stochastic nonlinear economic systems
Becker, R.
;
Hall, S.
;
Rustem, B.
- In:
Journal of economic dynamics & control
18
(
1994
)
1
,
pp. 125-148
Persistent link: https://www.econbiz.de/10006804589
Saved in:
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