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Robust Optimization of Currenc...
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Rustem, Berç
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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
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2
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
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3
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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4
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
Saved in:
5
Robust hedging strategies
Fonseca, Raquel J.
;
Rustem, Berç
- In:
Computers & operations research : and their …
39
(
2012
)
11
,
pp. 2528-2536
Persistent link: https://www.econbiz.de/10009552435
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6
Multi-resource allocation in stochastic project scheduling
Wiesemann, Wolfram
;
Kuhn, Daniel
;
Rustem, Berç
-
2012
Persistent link: https://www.econbiz.de/10009620481
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7
Maximizing the net present value of a project under uncertainty
Wiesemann, Wolfram
;
Kuhn, Daniel
;
Rustem, Berç
- In:
European journal of operational research : EJOR
202
(
2010
)
2
,
pp. 356-367
Persistent link: https://www.econbiz.de/10003960257
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8
A net present value approach to health insurance choice
Fonseca, Raquel J.
;
Cunha, Luísa
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
2
,
pp. 709-724
Persistent link: https://www.econbiz.de/10012427663
Saved in:
9
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
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10
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
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