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~subject:"Portfolio selection"
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Portfolio selection
Theorie
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23
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10
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8
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6
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5
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5
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5
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5
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5
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euro area
5
monetary policy rules
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robust control
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Rustem, Berç
15
Marty, Wolfgang
8
Kuhn, Daniel
4
Settergren, Reuben
4
Fonseca, Raquel J.
3
Zymler, Steve
3
Gulpinar, Nalan
2
Parpas, Panos
2
Wiesemann, Wolfram
2
Christofides, Nicos
1
Fonseca, Raquel
1
Gülpınar, Nalân
1
Kakouris, Iakovos
1
Kapsos, Michalis
1
Kontoghiorghes, Erricos John
1
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1
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Computational methods in decision-making, economics and finance
2
Journal of economic dynamics & control
2
Springer Texts in Business and Economics
2
Springer texts in business and economics
2
The journal of computational finance
2
Analytical models for financial modeling and risk management
1
Computational Management Science : CMS
1
Computational methods in financial engineering : essays in honour of Manfred Gilli
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Financial engineering, E-commerce and supply chain
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Management science : journal of the Institute for Operations Research and the Management Sciences
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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
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
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3
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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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
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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
Robust optimization of currency portfolios
Fonseca, Raquel J.
;
Zymler, Steve
;
Wiesemann, Wolfram
; …
- In:
The journal of computational finance
15
(
2011/12
)
1
,
pp. 3-30
Persistent link: https://www.econbiz.de/10009382527
Saved in:
7
International portfolio management with affine policies
Fonseca, Raquel J.
;
Rustem, Berç
- In:
European journal of operational research : EJOR
223
(
2012
)
1
,
pp. 177-187
Persistent link: https://www.econbiz.de/10009613971
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8
Worst-case value at risk on nonlinear portfolios
Zymler, Steve
;
Kuhn, Daniel
;
Rustem, Berç
- In:
Management science : journal of the Institute for …
59
(
2013
)
1
,
pp. 172-188
Persistent link: https://www.econbiz.de/10009711767
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9
Robust portfolio optimization with copulas
Kakouris, Iakovos
;
Rustem, Berç
- In:
European journal of operational research : EJOR
235
(
2014
)
1
,
pp. 28-37
Persistent link: https://www.econbiz.de/10010361414
Saved in:
10
Robust portfolio optimization with derivative insurance guarantees
Zymler, Steve
;
Rustem, Berç
;
Kuhn, Daniel
- In:
European journal of operational research : EJOR
210
(
2011
)
2
,
pp. 410-424
Persistent link: https://www.econbiz.de/10008841180
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