Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Robust portfolio optimization...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
28
Theory
28
Portfolio selection
15
Portfolio-Management
15
Mathematical programming
9
Mathematische Optimierung
9
Stochastischer Prozess
8
Stochastic process
7
Entscheidung
5
Geldpolitik
5
Operations Research
5
Robust statistics
5
Robustes Verfahren
5
Decision
4
EU-Staaten
4
Monetary policy
4
Operations research
4
Risiko
4
Risikomanagement
4
Risk
4
Computerized method
3
Computerunterstützung
3
Decision theory
3
Dynamic programming
3
Dynamische Optimierung
3
EU countries
3
Entscheidungstheorie
3
European Monetary System
3
Europäisches Währungssystem
3
Ganzzahlige Optimierung
3
Integer programming
3
Regelbindung versus Diskretion
3
Risk management
3
Rules versus discretion
3
Wirtschaftspolitik
3
robust optimization
3
Benders decomposition
2
Decision under uncertainty
2
Economic policy
2
Entscheidung unter Unsicherheit
2
more ...
less ...
Online availability
All
Free
20
Undetermined
5
Type of publication
All
Article
37
Book / Working Paper
34
Type of publication (narrower categories)
All
Article in journal
33
Aufsatz in Zeitschrift
33
Working Paper
7
Aufsatz im Buch
6
Book section
6
Arbeitspapier
5
Collection of articles of several authors
4
Konferenzschrift
4
Sammelwerk
4
Conference proceedings
3
Graue Literatur
3
Non-commercial literature
3
Aufsatzsammlung
1
Bibliografie
1
Conference paper
1
Konferenzbeitrag
1
Nachruf
1
more ...
less ...
Language
All
English
Undetermined
116
Author
All
Rustem, Berç
53
Rustem, Berc
17
Kuhn, Daniel
11
Parpas, Panos
11
Wieland, Volker
9
Wiesemann, Wolfram
9
Velupillai, Kumaraswamy
8
Zymler, Steve
7
Fonseca, Raquel J.
6
Amman, Hans M.
5
Žaković, Stan
5
Settergren, Reuben
4
Zakovic, Stan
4
Christofides, Nicos
3
Gulpinar, Nalan
3
Kleniati, P. M.
3
Osorio, Maria A.
3
Becker, Robin G.
2
Giacometti, Rosella
2
Gülpınar, Nalân
2
Kapsos, Michalis
2
Whinston, Andrew B.
2
Ye, Kai
2
Esteban-Bravo, Mercedes
1
Faísca, Nuno P.
1
Ferris, Michael C.
1
Fonseca, Raquel
1
Hall, Stephen G.
1
Howe, M. A.
1
Howe, Melendres
1
Judd, Kenneth L.
1
Karakitsos, Elias
1
Kendrick, David A.
1
Kontoghiorghes, Erricos John
1
Marty, Wolfgang
1
Obasanjo, E.
1
Papadakos, Nikolaos
1
Paraskevopoulos, Dimitris
1
Parpas, P.
1
Pau, Louis-Francois
1
more ...
less ...
Institution
All
COMISEF
12
Center for Financial Studies
2
International Conference on Computational Management Science <14., 2017, Bergamo>
1
Society of Computational Economics
1
Published in...
All
Journal of economic dynamics & control
12
Working Papers / COMISEF
12
Computational Management Science : CMS
5
European journal of operational research : EJOR
5
EUI working papers
3
Special proceedings issue of the ... Conference of the Society of Economic Dynamics and Control
3
The journal of computational finance
3
Annals of operations research
2
CFS Working Paper
2
CFS Working Paper Series
2
CFS working paper series
2
Computational economics
2
Computational methods in decision-making, economics and finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
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
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
Discussion paper / Centre for Economic Policy Research
1
Financial engineering, E-commerce and supply chain
1
Lecture notes in control and information sciences : LNCIS
1
Mathematics of operations research
1
Operations research forum
1
Optimisation, econometric and financial analysis
1
Special issue: Society of Computational Economics
1
Springer eBook Collection / Business and Economics
1
SpringerLink / Bücher
1
more ...
less ...
Source
All
ECONIS (ZBW)
54
RePEc
14
EconStor
2
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
71
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Computing optimal multi-currency mean-variance portfolios
Rustem, Berç
- In:
Journal of economic dynamics & control
19
(
1995
)
5
,
pp. 901-908
Persistent link: https://www.econbiz.de/10001184980
Saved in:
2
A constrained min-max algorithm for rival models
Rustem, Berç
- In:
Journal of economic dynamics & control
12
(
1988
)
1
,
pp. 101-107
Persistent link: https://www.econbiz.de/10001046046
Saved in:
3
Projection methods in constrained optimisation and applications to optimal policy decisions
Rustem, Berç
-
1981
Persistent link: https://www.econbiz.de/10000071862
Saved in:
4
Robust min-max portfolio strategies for rival forecast and risk scenarios
Rustem, Berç
;
Becker, Robin G.
;
Marty, Wolfgang
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1591-1621
Persistent link: https://www.econbiz.de/10001508754
Saved in:
5
Constructing objective functions for macro-economic decision models : a formalization of Ragnar Frisch's approach
Rustem, Berç
;
Velupillai, Kumaraswamy
-
1985
Persistent link: https://www.econbiz.de/10000701369
Saved in:
6
Constructing objective functions for macro-economic decision models : on the complexity of policy design process
Rustem, Berç
;
Velupillai, Kumaraswamy
-
1985
Persistent link: https://www.econbiz.de/10000701371
Saved in:
7
On rationalizing expectations using rank-one updates of the Kalman filter
Rustem, Berç
- In:
Journal of economic dynamics & control
10
(
1986
)
1
,
pp. 119-124
Persistent link: https://www.econbiz.de/10001027236
Saved in:
8
On rationalizing expectations
Rustem, Berç
;
Velupillai, Kumaraswamy
-
1985
-
Rev
Persistent link: https://www.econbiz.de/10001382298
Saved in:
9
A robust hedging algorithm
Howe, M. A.
- In:
Journal of economic dynamics & control
21
(
1997
)
6
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10001335978
Saved in:
10
Robust capacity planning under uncertainty
Paraskevopoulos, Dimitris
- In:
Management science : journal of the Institute for …
37
(
1991
)
7
,
pp. 787-800
Persistent link: https://www.econbiz.de/10001111493
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
