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Robust portfolio optimization...
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Rustem, Berç
27
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5
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3
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3
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3
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2
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2
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2
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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
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:
3
Projection methods in constrained optimisation and applications to optimal policy decisions
Rustem, Berç
-
1981
Persistent link: https://www.econbiz.de/10000071862
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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
On rationalizing expectations
Rustem, Berç
;
Velupillai, Kumaraswamy
-
1985
-
Rev
Persistent link: https://www.econbiz.de/10001382298
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6
A robust hedging algorithm
Howe, M. A.
- In:
Journal of economic dynamics & control
21
(
1997
)
6
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10001335978
Saved in:
7
Robust capacity planning under uncertainty
Paraskevopoulos, Dimitris
- In:
Management science : journal of the Institute for …
37
(
1991
)
7
,
pp. 787-800
Persistent link: https://www.econbiz.de/10001111493
Saved in:
8
Rationality, computability, and complexity
Rustem, Berç
- In:
Journal of economic dynamics & control
14
(
1990
)
2
,
pp. 419-432
Persistent link: https://www.econbiz.de/10001088236
Saved in:
9
Robust optimal decisions with stochastic nonlinear economic systems
Becker, Robin G.
- In:
Journal of economic dynamics & control
18
(
1994
)
1
,
pp. 125-147
Persistent link: https://www.econbiz.de/10001148509
Saved in:
10
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:
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