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Theorie
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Rustem, Berç
26
Parpas, Panos
7
Kuhn, Daniel
5
Fonseca, Raquel J.
3
Webster, Mort
3
Wiesemann, Wolfram
3
Zymler, Steve
3
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2
Becker, Robin G.
2
Christofides, Nicos
2
Gulpinar, Nalan
2
Kapsos, Michalis
2
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2
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2
Whinston, Andrew B.
2
Campos, Juan S.
1
Faísca, Nuno P.
1
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1
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1
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1
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1
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1
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1
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1
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2
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1
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1
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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
A constrained min-max algorithm for rival models
Rustem, Berç
- In:
Journal of economic dynamics & control
12
(
1988
)
1
,
pp. 101-107
Persistent link: https://www.econbiz.de/10001046046
Saved in:
5
Projection methods in constrained optimisation and applications to optimal policy decisions
Rustem, Berç
-
1981
Persistent link: https://www.econbiz.de/10000071862
Saved in:
6
On the information-based complexity of stochastic programming
Tavares, Gabriela
;
Parpas, Panos
- In:
Operations research letters
41
(
2013
)
6
,
pp. 622-626
Persistent link: https://www.econbiz.de/10010236083
Saved in:
7
A stochastic multiscale model for electricity generation capacity expansion
Parpas, Panos
;
Webster, Mort
- In:
European journal of operational research : EJOR
232
(
2014
)
2
,
pp. 359-374
Persistent link: https://www.econbiz.de/10010224695
Saved in:
8
Importance sampling in stochastic programming : a Markov chain Monte Carlo approach
Parpas, Panos
;
Ustun, Berk
;
Webster, Mort
;
Tran, Quang Kha
- In:
INFORMS journal on computing : JOC
27
(
2015
)
2
,
pp. 358-377
Persistent link: https://www.econbiz.de/10011291297
Saved in:
9
An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty
Webster, Mort
;
Santen, Nidhi
;
Parpas, Panos
- In:
Computational Management Science : CMS
9
(
2012
)
3
,
pp. 339-362
Persistent link: https://www.econbiz.de/10009582634
Saved in:
10
A multilevel analysis of the Lasserre hierarchy
Campos, Juan S.
;
Misener, Ruth
;
Parpas, Panos
- In:
European journal of operational research : EJOR
277
(
2019
)
1
,
pp. 32-41
Persistent link: https://www.econbiz.de/10012014778
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