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Rustem, Berç
26
Rustem, B.
10
Kuhn, Daniel
5
Parpas, Panos
5
Rustem, Berc
5
Pistikopoulos, Efstratios N.
4
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4
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3
Osorio, Maria A.
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Becker, R.
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European journal of operational research : EJOR
10
Journal of economic dynamics & control
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
Annals of operations research
7
Computational economics
3
Financial markets and portfolio management
1
Management science : journal of the Institute for Operations Research and the Management Sciences
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OLC EcoSci
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ECONIS (ZBW)
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EconStor
2
USB Cologne (EcoSocSci)
2
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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
,
pp. 1591-1622
Persistent link: https://www.econbiz.de/10006778763
Saved in:
2
Return decomposition of absolute-performance multi-asset class portfolios
Illmer, Stefan J.
;
Marty, Wolfgang
- In:
Financial markets and portfolio management
21
(
2007
)
1
,
pp. 121-134
Persistent link: https://www.econbiz.de/10007722534
Saved in:
3
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:
4
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
Saved in:
5
A robust hedging algorithm
Howe, M.A.
;
Rustem, B.
- In:
Journal of economic dynamics & control
21
(
1997
)
6
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10006792445
Saved in:
6
Robust optimal decisions with stochastic nonlinear economic systems
Becker, R.
;
Hall, S.
;
Rustem, B.
- In:
Journal of economic dynamics & control
18
(
1994
)
1
,
pp. 125-148
Persistent link: https://www.econbiz.de/10006804589
Saved in:
7
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:
8
Solving a mixed-integer multiobjective bond portfolio model involving logical conditions
Pinto, R.L.V.
;
Rustem, B.
-
1998
Persistent link: https://www.econbiz.de/10008219083
Saved in:
9
Interactive decision making: Equivalence of modified formulations
Rustem, B.
-
1994
Persistent link: https://www.econbiz.de/10008224176
Saved in:
10
Algorithms for solving nonlinear dynamic decision models
Becker, R.
;
Rustem, B.
-
1993
Persistent link: https://www.econbiz.de/10008224707
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