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  • Search: person:"Rustem, Berc"
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Year of publication
Subject
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Theorie 31 Theory 31 Portfolio selection 17 Portfolio-Management 17 Mathematical programming 10 Mathematische Optimierung 10 Stochastischer Prozess 9 Stochastic process 8 Geldpolitik 6 Robust statistics 6 Robustes Verfahren 6 EU-Staaten 5 Entscheidung 5 Monetary policy 5 Operations Research 5 Risikomanagement 5 Risk management 5 Robust optimization 5 euro area 5 minimax 5 monetary policy rules 5 robust control 5 Decision 4 EU countries 4 European Monetary System 4 Europäisches Währungssystem 4 Operations research 4 Regelbindung versus Diskretion 4 Risiko 4 Risk 4 Rules versus discretion 4 Semidefinite programming 4 Wirtschaftspolitik 4 robust optimization 4 Benders decomposition 3 Computerized method 3 Computerunterstützung 3 Decision theory 3 Dynamic programming 3 Dynamische Optimierung 3
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Online availability
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Undetermined 41 Free 23
Type of publication
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Article 107 Book / Working Paper 53
Type of publication (narrower categories)
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Article in journal 34 Aufsatz in Zeitschrift 34 Working Paper 8 Arbeitspapier 6 Aufsatz im Buch 6 Book section 6 Konferenzschrift 5 Collection of articles of several authors 4 Graue Literatur 4 Non-commercial literature 4 Sammelwerk 4 Conference proceedings 3 Aufsatzsammlung 1 Bibliografie 1 Conference paper 1 Konferenzbeitrag 1 Nachruf 1
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Language
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Undetermined 85 English 75
Author
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Rustem, Berç 98 Rustem, Berc 61 Parpas, Panos 21 Kuhn, Daniel 19 Wieland, Volker 18 Wiesemann, Wolfram 15 Gulpinar, Nalan 14 Velupillai, Kumaraswamy 12 Zymler, Steve 12 Osorio, Maria A. 9 Žaković, Stan 9 Fonseca, Raquel J. 8 Settergren, Reuben 8 Zakovic, Stan 8 Amman, Hans M. 7 Pistikopoulos, Efstratios N. 5 Becker, Robin G. 4 Christofides, Nicos 4 Kapsos, Michalis 3 Karakitsos, Elias 3 Kleniati, P. M. 3 Marty, Wolfgang 3 Noguchi, Tetsuya 3 Papadakos, Nikolaos 3 Thoms, Joanne 3 Tzallas-Regas, George 3 Ye, Kai 3 Zakovic, Stanislav 3 Faísca, Nuno P. 2 Ferris, Michael 2 Fonseca, Raquel 2 Giacometti, Rosella 2 Gülpinar, Nalan 2 Gülpınar, Nalan 2 Gülpınar, Nalân 2 Holly, Sean 2 Howe, Melendres 2 Judd, Kenneth 2 Kakouris, Iakovos 2 Kleniati, Polyxeni-Margarita 2
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Institution
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COMISEF 11 Society for Computational Economics - SCE 11 Center for Financial Studies 4 C.E.P.R. Discussion Papers 1 International Conference on Computational Management Science <14., 2017, Bergamo> 1 Society of Computational Economics 1
Published in...
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Journal of economic dynamics & control 20 European journal of operational research : EJOR 13 Working Papers / COMISEF 11 European Journal of Operational Research 10 Journal of Economic Dynamics and Control 9 Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering 8 Annals of operations research 6 Computational Management Science : CMS 5 CFS Working Paper Series 4 Computational economics 4 The journal of computational finance 4 CFS Working Paper 3 Computational Management Science 3 Computing in Economics and Finance 2002 3 EUI working papers 3 Management science : journal of the Institute for Operations Research and the Management Sciences 3 Special proceedings issue of the ... Conference of the Society of Economic Dynamics and Control 3 CFS working paper series 2 Computational Economics 2 Computational methods in decision-making, economics and finance 2 Computing in Economics and Finance 2000 2 Computing in Economics and Finance 2006 2 Journal of Global Optimization 2 Management Science 2 Mathematics of operations research 2 Memo / Københavns Universitets Økonomiske Institut 2 Advances in Computational Economics 1 Advances in computational economics : AICE 1 Analytical models for financial modeling and risk management 1 Bulletin of Economic Research 1 CEPR Discussion Papers 1 Computational Optimization and Applications 1 Computational Statistics & Data Analysis 1 Computational methods in financial engineering : essays in honour of Manfred Gilli 1 Computational optimization and applications : an international journal 1 Computers & operations research : and their applications to problems of world concern ; an international journal 1 Computing in Economics and Finance 1997 1 Computing in Economics and Finance 1999 1 Computing in Economics and Finance 2004 1 Computing in Economics and Finance 2005 1
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Source
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ECONIS (ZBW) 64 RePEc 59 OLC EcoSci 31 BASE 2 EconStor 2 USB Cologne (EcoSocSci) 2
Showing 1 - 10 of 160
Cover Image
In memoriam : Nicos Christofides (1942-2019)
Rustem, Berç; Parpas, Panos - In: Operations research forum 3 (2022) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10013173157
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Editorial: 14th International Conference on Computational Management Science
Giacometti, Rosella; Rustem, Berç - In: Computational Management Science : CMS 16 (2019) 1/2, pp. 1-2
Persistent link: https://www.econbiz.de/10011993402
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Special issue: 14th International Conference on Computational Management Science
Giacometti, Rosella (ed.); Rustem, Berç (ed.) - International Conference on Computational Management … - 2019
Persistent link: https://www.econbiz.de/10011993409
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Robust risk budgeting
Kapsos, Michalis; Christofides, Nicos; Rustem, Berç - In: Analytical models for financial modeling and risk management, (pp. 199-221). 2018
Persistent link: https://www.econbiz.de/10011897173
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Optimizing the Omega ratio using linear programming
Kapsos, Michalis; Zymler, Steve; Christofides, Nicos; … - In: The journal of computational finance 17 (2014) 4, pp. 49-57
Persistent link: https://www.econbiz.de/10010387859
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Robust portfolio optimization with copulas
Kakouris, Iakovos; Rustem, Berç - In: European journal of operational research : EJOR 235 (2014) 1, pp. 28-37
Persistent link: https://www.econbiz.de/10010361414
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Special issue in honor of Berç Rustem
Amman, Hans M. (contributor); Rustem, Berç (honouree) - 2014
Persistent link: https://www.econbiz.de/10010385639
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Mean variance optimization of non-linear systems and worst-case analysis
Parpas, Panos; Rustem, Berç; Wieland, Volker; … - 2006
Persistent link: https://www.econbiz.de/10003351610
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Emissions Savings Time-Dependent Control System for Housing Stock : The 'Emissions Control Box'
Pau, Louis-Francois - 2013
This paper summarizes the approaches, assumptions, and needed sub-models, optimization principles and data aiming at a time dependent control system minimizing the CO2 emissions from houses in the existing housing stock. It contrasts the proposed research with the many available housing energy...
Persistent link: https://www.econbiz.de/10013077084
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Robust Markov decision processes
Wiesemann, Wolfram; Kuhn, Daniel; Rustem, Berç - In: Mathematics of operations research 38 (2013) 1, pp. 153-183
Persistent link: https://www.econbiz.de/10009727680
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