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~subject:"Portfolio selection"
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Portfolio selection
Theorie
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17
Mathematische Optimierung
17
Portfolio-Management
15
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11
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euro area
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minimax
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monetary policy rules
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Entscheidungstheorie
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Ganzzahlige Optimierung
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Rustem, Berç
15
Kuhn, Daniel
4
Settergren, Reuben
4
Fonseca, Raquel J.
3
Zymler, Steve
3
Gulpinar, Nalan
2
Parpas, Panos
2
Wiesemann, Wolfram
2
Becker, Robin G.
1
Christofides, Nicos
1
Fonseca, Raquel
1
Gülpınar, Nalân
1
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1
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European journal of operational research : EJOR
3
Journal of economic dynamics & control
3
Computational methods in decision-making, economics and finance
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
1
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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ECONIS (ZBW)
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Threshold accepting approach to improve bound-based approximations for portfolio optimization
Kuhn, Daniel
;
Parpas, Panos
;
Rustem, Berç
- In:
Computational methods in financial engineering : essays …
,
(pp. 3-26)
.
2008
Persistent link: https://www.econbiz.de/10003669410
Saved in:
2
Dynamic mean-variance portfolio analysis under model risk
Kuhn, Daniel
;
Parpas, Panos
;
Rustem, Berç
;
Fonseca, Raquel
- In:
The journal of computational finance
12
(
2009
)
4
,
pp. 91-115
Persistent link: https://www.econbiz.de/10009534610
Saved in:
3
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:
4
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
)
11/12
,
pp. 1591-1621
Persistent link: https://www.econbiz.de/10001508754
Saved in:
5
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:
6
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
Saved in:
7
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:
8
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:
9
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:
10
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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