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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
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Editorial: 14th International Conference on Computational Management Science
Giacometti, Rosella; Rustem, Berç - In: Computational Management Science : CMS 16 (2019) 1/2, pp. 1-2
Persistent link: https://www.econbiz.de/10011993402
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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
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Algorithms for worst-case design and applications to risk management
Rustem, Berç; Howe, Melendres - 2002
Persistent link: https://www.econbiz.de/10004775300