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Simulation and optimization approaches to scenario tree generation
Gülpınar, Nalân; Rustem, Berç; Settergren, Reuben - In: Journal of economic dynamics & control 28 (2004) 7, pp. 1291-1315
Persistent link: https://www.econbiz.de/10001880805
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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
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A general framework for multistage mean-variance post-tax optimization
Osorio, Maria A.; Gülpınar, Nalân; Rustem, Berç - 2008
Persistent link: https://www.econbiz.de/10003665053