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Robust min-max portfolio strat...
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21
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Howe, M.A.
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1
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:
2
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
,
pp. 1591-1622
Persistent link: https://www.econbiz.de/10006778763
Saved in:
3
Robust min-max portfolio strategies for rival forecast and risk scenarios
Rustem, Berc
;
Becker, Robin G.
;
Marty, Wolfgang
- In:
Journal of Economic Dynamics and Control
24
(
2000
)
11-12
,
pp. 1591-1621
Persistent link: https://www.econbiz.de/10005160835
Saved in:
4
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:
5
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:
6
Projection methods in constrained optimisation and applications to optimal policy decisions
Rustem, Berç
-
1981
Persistent link: https://www.econbiz.de/10000071862
Saved in:
7
Constructing objective functions for macro-economic decision models : a formalization of Ragnar Frisch's approach
Rustem, Berç
;
Velupillai, Kumaraswamy
-
1985
Persistent link: https://www.econbiz.de/10000701369
Saved in:
8
Constructing objective functions for macro-economic decision models : on the complexity of policy design process
Rustem, Berç
;
Velupillai, Kumaraswamy
-
1985
Persistent link: https://www.econbiz.de/10000701371
Saved in:
9
On rationalizing expectations using rank-one updates of the Kalman filter
Rustem, Berç
- In:
Journal of economic dynamics & control
10
(
1986
)
1
,
pp. 119-124
Persistent link: https://www.econbiz.de/10001027236
Saved in:
10
On rationalizing expectations
Rustem, Berç
;
Velupillai, Kumaraswamy
-
1985
-
Rev
Persistent link: https://www.econbiz.de/10001382298
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