Narrow search
Showing 1 - 4 of 4
Cover Image
International portfolio management with affine policies
Fonseca, Raquel J.; Rustem, Berç - In: European journal of operational research : EJOR 223 (2012) 1, pp. 177-187
Persistent link: https://www.econbiz.de/10009613971
Cover Image
Robust portfolio optimization with derivative insurance guarantees
Zymler, Steve; Rustem, Berç; Kuhn, Daniel - In: European journal of operational research : EJOR 210 (2011) 2, pp. 410-424
Persistent link: https://www.econbiz.de/10008841180
Cover Image
The benefits of differential variance-based constraints in portfolio optimization
Levy, Haim; Levy, Moshe - In: European journal of operational research : EJOR 234 (2014) 2, pp. 372-381
Persistent link: https://www.econbiz.de/10010356754
Cover Image
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