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Robust min-max portfolio strategies for rival forecast and risk scenarios
Rustem, Berc; Becker, Robin G.; Marty, Wolfgang - In: Journal of Economic Dynamics and Control 24 (2000) 11-12, pp. 1591-1621
Persistent link: https://www.econbiz.de/10005160835
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EINTERP and DEINTERP procedures for the evaluation of expressions and their differentials
Becker, Robin G. - In: Journal of Economic Dynamics and Control 14 (1990) 2, pp. 281-297
Persistent link: https://www.econbiz.de/10005229592
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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
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Optimal policy design with non-linear models The multi-agent case
Becker, R. G.; Dwolatzky, B.; Karakitsos, E.; Rustem, B. - In: Journal of Economic Dynamics and Control 10 (1986) 1-2, pp. 27-31
Persistent link: https://www.econbiz.de/10005229314
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On rationalizing expectations using rank-one updates of the Kalman filter
Rustem, B.; Velupillai, K. - In: Journal of Economic Dynamics and Control 10 (1986) 1-2, pp. 119-124
Persistent link: https://www.econbiz.de/10005229318
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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
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Objective functions and the complexity of policy design
Rustem, B.; Velupillai, K. - In: Journal of Economic Dynamics and Control 11 (1987) 2, pp. 185-192
Persistent link: https://www.econbiz.de/10005161057
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Rival models in policy optimization
Becker, R.; Dwolatzky, B.; Karakitsos, E.; Rustem, B. - In: Journal of Economic Dynamics and Control 10 (1986) 1-2, pp. 75-81
Persistent link: https://www.econbiz.de/10005205059
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Optimally derived fixed rules and indicators
Karakitsos, E.; Rustem, B. - In: Journal of Economic Dynamics and Control 8 (1984) 1, pp. 33-64
Persistent link: https://www.econbiz.de/10005205139
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A newton-type method for the optimization and control of non-linear econometric models
Rustem, B.; Zarrop, M.B. - In: Journal of Economic Dynamics and Control 1 (1979) 3, pp. 283-300
Persistent link: https://www.econbiz.de/10005205368