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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
Velupillai, Kumaraswamy
12
Zymler, Steve
12
Osorio, Maria A.
9
Fonseca, Raquel J.
8
Settergren, Reuben
8
Zakovic, Stan
8
Žaković, Stan
8
Amman, Hans M.
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
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2
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2
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2
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1
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12
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9
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9
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5
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RePEc
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21
Scenario specification for robust portfolio analysis
Rustem, Berç
;
Settergren, Reuben
- In:
Computational methods in decision-making, economics and …
,
(pp. 77-88)
.
2010
Persistent link: https://www.econbiz.de/10009153096
Saved in:
22
Multistage stochastic programming in computational finance
Gulpinar, Nalan
;
Rustem, Berç
;
Settergren, Reuben
- In:
Computational methods in decision-making, economics and …
,
(pp. 35-47)
.
2010
Persistent link: https://www.econbiz.de/10009153100
Saved in:
23
Risky traveling salesman problem
Papadakos, Nikolaos
;
Tzallas-Regas, George
;
Rustem, Berç
; …
- In:
European journal of operational research : EJOR
212
(
2011
)
1
,
pp. 69-73
Persistent link: https://www.econbiz.de/10008990004
Saved in:
24
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
Saved in:
25
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:
26
Multi-resource allocation in stochastic project scheduling
Wiesemann, Wolfram
;
Kuhn, Daniel
;
Rustem, Berç
-
2012
Persistent link: https://www.econbiz.de/10009620481
Saved in:
27
Robust Markov decision processes
Wiesemann, Wolfram
;
Kuhn, Daniel
;
Rustem, Berç
- In:
Mathematics of operations research
38
(
2013
)
1
,
pp. 153-183
Persistent link: https://www.econbiz.de/10009727680
Saved in:
28
Worst-case value at risk on nonlinear portfolios
Zymler, Steve
;
Kuhn, Daniel
;
Rustem, Berç
- In:
Management science : journal of the Institute for …
59
(
2013
)
1
,
pp. 172-188
Persistent link: https://www.econbiz.de/10009711767
Saved in:
29
Special issue in honor of Berç Rustem
Amman, Hans M.
(
contributor
);
Rustem, Berç
(
honouree
)
-
2014
Persistent link: https://www.econbiz.de/10010385639
Saved in:
30
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
Saved in:
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