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European journal of operational research : EJOR
Journal of economic dynamics & control
24
Journal of Economic Dynamics and Control
17
European Journal of Operational Research
12
Working Papers / COMISEF
12
Annals of operations research
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
9
Computational Management Science : CMS
5
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5
CFS Working Paper Series
4
Computing in Economics and Finance 2002
4
The journal of computational finance
4
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3
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3
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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
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2
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2
Computational Optimization and Applications
2
Computational Statistics & Data Analysis
2
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2
Computing in Economics and Finance 2000
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Computing in Economics and Finance 2004
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Computing in Economics and Finance 2006
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Journal of Global Optimization
2
Management Science
2
Mathematics of operations research
2
Memo / Københavns Universitets Økonomiske Institut
2
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1
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1
Bulletin of Economic Research
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Computational methods in financial engineering : essays in honour of Manfred Gilli
1
Computational optimization and applications : an international journal
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Computers & operations research : and their applications to problems of world concern ; an international journal
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1
Risky traveling salesman problem
Papadakos, Nikolaos
;
Tzallas-Regas, George
;
Rustem, Berç
; …
- In:
European journal of operational research : EJOR
212
(
2011
)
1
,
pp. 69-73
Persistent link: https://www.econbiz.de/10008990004
Saved in:
2
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
Saved in:
3
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
Saved in:
4
A mixed integer programming model for multistage mean-variance post-tax optimization
Osorio, Maria A.
;
Gulpinar, Nalan
;
Rustem, Berç
- In:
European journal of operational research : EJOR
185
(
2008
)
2
,
pp. 451-480
Persistent link: https://www.econbiz.de/10003768911
Saved in:
5
Maximizing the net present value of a project under uncertainty
Wiesemann, Wolfram
;
Kuhn, Daniel
;
Rustem, Berç
- In:
European journal of operational research : EJOR
202
(
2010
)
2
,
pp. 356-367
Persistent link: https://www.econbiz.de/10003960257
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6
Stochastic and robust control of nonlinear economic systems
Rustem, B.
- In:
European journal of operational research : EJOR
73
(
1994
)
2
,
pp. 304-318
Persistent link: https://www.econbiz.de/10006685880
Saved in:
7
Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty
Darlington, J.
;
Pantelides, C.C.
;
Rustem, B.
;
Tanyi, B.A.
- In:
European journal of operational research : EJOR
121
(
2000
)
2
,
pp. 343-362
Persistent link: https://www.econbiz.de/10006664344
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8
Multi-period minimax hedging strategies
Howe, M.A.
;
Rustem, B.
;
Selby, M.J.P.
- In:
European journal of operational research : EJOR
93
(
1996
)
1
,
pp. 185-204
Persistent link: https://www.econbiz.de/10006679368
Saved in:
9
Post-tax optimization with stochastic programming
Osorio, Maria A.
;
Gülpinar, Nalan
;
Rustem, Berç
; …
- In:
European journal of operational research : EJOR
157
(
2004
)
1
,
pp. 152-168
Persistent link: https://www.econbiz.de/10006647637
Saved in:
10
Worst-case robust decisions for multi-period mean–variance portfolio optimization
Gülpınar, Nalan
;
Rustem, Berç
- In:
European journal of operational research : EJOR
183
(
2007
)
3
,
pp. 981-1000
Persistent link: https://www.econbiz.de/10007753056
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