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Robust portfolio optimization...
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95
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61
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31
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21
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19
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17
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12
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9
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8
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7
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5
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4
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Howe, M.A.
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Marty, Wolfgang
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71
A parallel algorithm for semi-infinite programming
Zakovic, S.
;
Rustem, B.
;
Asprey, S. P.
- In:
Computational Statistics & Data Analysis
44
(
2003
)
1-2
,
pp. 377-390
Persistent link: https://www.econbiz.de/10005172822
Saved in:
72
Rival models in policy optimization
Becker, R.
;
Dwolatzky, B.
;
Karakitsos, E.
;
Rustem, B.
- In:
Journal of Economic Dynamics and Control
10
(
1986
)
1-2
,
pp. 75-81
Persistent link: https://www.econbiz.de/10005205059
Saved in:
73
Optimally derived fixed rules and indicators
Karakitsos, E.
;
Rustem, B.
- In:
Journal of Economic Dynamics and Control
8
(
1984
)
1
,
pp. 33-64
Persistent link: https://www.econbiz.de/10005205139
Saved in:
74
A newton-type method for the optimization and control of non-linear econometric models
Rustem, B.
;
Zarrop, M.B.
- In:
Journal of Economic Dynamics and Control
1
(
1979
)
3
,
pp. 283-300
Persistent link: https://www.econbiz.de/10005205368
Saved in:
75
Solving a mixed-integer multiobjective bond portfolio model involving logical conditions
Pinto, R.L.V.
;
Rustem, B.
-
1998
Persistent link: https://www.econbiz.de/10008219083
Saved in:
76
Interactive decision making: Equivalence of modified formulations
Rustem, B.
-
1994
Persistent link: https://www.econbiz.de/10008224176
Saved in:
77
Algorithms for solving nonlinear dynamic decision models
Becker, R.
;
Rustem, B.
-
1993
Persistent link: https://www.econbiz.de/10008224707
Saved in:
78
Minimax Hedging Strategy
Howe, M.A.
;
Rustem, B.
;
Selby, M.J.P.
- In:
Computational economics
7
(
1994
)
4
,
pp. 245-276
Persistent link: https://www.econbiz.de/10007087222
Saved in:
79
Global optimization of multi-parametric MILP problems
Faísca, N.P.
;
Kosmidis, V.D.
;
Rustem, B.
; …
- In:
Journal of global optimization : an international …
45
(
2009
)
1
,
pp. 131-152
Persistent link: https://www.econbiz.de/10008281449
Saved in:
80
The indicator system and U.K. monetary policy
Karakitsos, E.
;
Rustem, B.
;
Zarrop, M. B.
- In:
Bulletin of economic research
33
(
1981
)
2
,
pp. 91-101
Persistent link: https://www.econbiz.de/10002187775
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