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~subject:"Mathematical programming"
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Robust portfolio optimization...
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Mathematical programming
Theorie
28
Theory
28
Portfolio selection
15
Portfolio-Management
15
Mathematische Optimierung
9
Stochastischer Prozess
8
Stochastic process
7
minimax
7
Geldpolitik
6
Entscheidung
5
Operations Research
5
Robust statistics
5
Robustes Verfahren
5
euro area
5
monetary policy rules
5
robust control
5
Decision
4
EU-Staaten
4
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4
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4
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4
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4
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4
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Robust optimization
4
Semidefinite programming
4
robust optimization
4
Benders decomposition
3
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
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Article
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English
9
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Rustem, Berç
9
Gulpinar, Nalan
3
Settergren, Reuben
3
Osorio, Maria A.
2
Christofides, Nicos
1
Faísca, Nuno P.
1
Ferris, Michael C.
1
Giacometti, Rosella
1
Judd, Kenneth L.
1
Kapsos, Michalis
1
Pistikopoulos, Efstratios N.
1
Saraiva, Pedro M.
1
Zymler, Steve
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International Conference on Computational Management Science <14., 2017, Bergamo>
1
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Computational Management Science : CMS
2
Computational methods in decision-making, economics and finance
2
European journal of operational research : EJOR
1
Financial engineering, E-commerce and supply chain
1
Journal of economic dynamics & control
1
Lecture notes in control and information sciences : LNCIS
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The journal of computational finance
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ECONIS (ZBW)
9
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1
Projection methods in constrained optimisation and applications to optimal policy decisions
Rustem, Berç
-
1981
Persistent link: https://www.econbiz.de/10000071862
Saved in:
2
Post tax optimal investments
Osorio, Maria A.
;
Settergren, Reuben
;
Rustem, Berç
; …
- In:
Financial engineering, E-commerce and supply chain
,
(pp. 153-174)
.
2002
Persistent link: https://www.econbiz.de/10001747026
Saved in:
3
Special issue: Mathematical programming
Ferris, Michael C.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10001880760
Saved in:
4
Scenario specification for robust portfolio analysis
Rustem, Berç
;
Settergren, Reuben
- In:
Computational methods in decision-making, economics and …
,
(pp. 77-88)
.
2010
Persistent link: https://www.econbiz.de/10009153096
Saved in:
5
Multistage stochastic programming in computational finance
Gulpinar, Nalan
;
Rustem, Berç
;
Settergren, Reuben
- In:
Computational methods in decision-making, economics and …
,
(pp. 35-47)
.
2010
Persistent link: https://www.econbiz.de/10009153100
Saved in:
6
Optimizing the Omega ratio using linear programming
Kapsos, Michalis
;
Zymler, Steve
;
Christofides, Nicos
; …
- In:
The journal of computational finance
17
(
2014
)
4
,
pp. 49-57
Persistent link: https://www.econbiz.de/10010387859
Saved in:
7
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:
8
A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems
Faísca, Nuno P.
;
Saraiva, Pedro M.
;
Rustem, Berç
; …
- In:
Computational Management Science : CMS
6
(
2009
)
4
,
pp. 377-397
Persistent link: https://www.econbiz.de/10003881953
Saved in:
9
Special issue: 14th International Conference on Computational Management Science
Giacometti, Rosella
(
ed.
);
Rustem, Berç
(
ed.
)
-
International Conference on Computational Management …
-
2019
Persistent link: https://www.econbiz.de/10011993409
Saved in:
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