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A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems
Faísca, Nuno; Saraiva, Pedro; Rustem, Berç; … - In: Computational Management Science 6 (2009) 4, pp. 377-397
Persistent link: https://www.econbiz.de/10005014971
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Robust international portfolio management
Fonseca, Raquel; Wiesemann, Wolfram; Rustem, Berç - In: Computational Management Science 9 (2012) 1, pp. 31-62
Persistent link: https://www.econbiz.de/10010539354
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Robust portfolio optimization with a hybrid heuristic algorithm
Fastrich, Björn; Winker, Peter - In: Computational Management Science 9 (2012) 1, pp. 63-88
Persistent link: https://www.econbiz.de/10010995462
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Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model
Winker, Peter; Lyra, Marianna; Sharpe, Chris - In: Computational Management Science 8 (2011) 1, pp. 103-123
Persistent link: https://www.econbiz.de/10008925141