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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
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9
Fonseca, Raquel J.
8
Settergren, Reuben
8
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8
Žaković, Stan
8
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7
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5
Pistikopoulos, Efstratios N.
5
Becker, R.
4
Becker, Robin G.
4
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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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1
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9
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9
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5
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Computational methods in financial engineering : essays in honour of Manfred Gilli
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RePEc
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31
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
Saved in:
32
Computational approaches to economic problems : [papers presented at the first conference of the Society for Computational Economics held at ICC Institute, Austin, Texas, May 21-24, 1995]
Amman, Hans M.
(
ed.
);
Rustem, Berç
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10008729827
Saved in:
33
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
Saved in:
34
Robust international portfolio management
Fonseca, Raquel J.
;
Wiesemann, Wolfram
;
Rustem, Berç
- In:
Computational Management Science : CMS
9
(
2012
)
1
,
pp. 31-62
Persistent link: https://www.econbiz.de/10009426599
Saved in:
35
Stochastic optimization and worst-case analysis in monetary policy design
Rustem, Berç
(
contributor
);
Wieland, Volker
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003351538
Saved in:
36
Mean variance optimization of non-linear systems and worst-case analysis
Parpas, Panos
;
Rustem, Berç
;
Wieland, Volker
; …
-
2006
Persistent link: https://www.econbiz.de/10003351610
Saved in:
37
A mixed integer programming model for multistage mean-variance post-tax optimization
Osorio, Maria A.
;
Gulpinar, Nalan
;
Rustem, Berç
- In:
European journal of operational research : EJOR
185
(
2008
)
2
,
pp. 451-480
Persistent link: https://www.econbiz.de/10003768911
Saved in:
38
A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems
Faísca, Nuno P.
;
Saraiva, Pedro M.
;
Rustem, Berç
; …
- In:
Computational Management Science : CMS
6
(
2009
)
4
,
pp. 377-397
Persistent link: https://www.econbiz.de/10003881953
Saved in:
39
Stochastic optimization and worst-case analysis in monetary policy design
Žaković, Stan
;
Wieland, Volker
;
Rustem, Berç
- In:
Computational economics
30
(
2007
)
4
,
pp. 329-347
Persistent link: https://www.econbiz.de/10003582865
Saved in:
40
A pricing mechanism for resource management in grid computing
Parpas, Panos
;
Rustem, Berç
- In:
Computational economics
31
(
2008
)
4
,
pp. 381-395
Persistent link: https://www.econbiz.de/10003717820
Saved in:
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