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Robust portfolio optimization...
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Rustem, Berç
95
Rustem, Berc
61
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31
Parpas, Panos
21
Kuhn, Daniel
19
Wieland, Volker
17
Wiesemann, Wolfram
15
Gulpinar, Nalan
14
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12
Zymler, Steve
12
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9
Fonseca, Raquel J.
8
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8
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8
Žaković, Stan
8
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7
Karakitsos, E.
5
Pistikopoulos, Efstratios N.
5
Becker, R.
4
Becker, Robin G.
4
Christofides, Nicos
4
Zakovic, S.
4
Howe, M. A.
3
Howe, M.A.
3
Kapsos, Michalis
3
Karakitsos, Elias
3
Kleniati, P. M.
3
Marty, Wolfgang
3
Noguchi, Tetsuya
3
Papadakos, Nikolaos
3
Thoms, Joanne
3
Tzallas-Regas, George
3
Wieland, V.
3
Ye, Kai
3
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3
Darlington, J.
2
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2
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2
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1
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Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
9
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5
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Computing in Economics and Finance 2002
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Computational methods in financial engineering : essays in honour of Manfred Gilli
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Computational optimization and applications : an international journal
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1
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
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
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:
6
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:
7
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:
8
On rationalizing expectations
Rustem, Berç
;
Velupillai, Kumaraswamy
-
1985
-
Rev
Persistent link: https://www.econbiz.de/10001382298
Saved in:
9
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:
10
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
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