Robust risk management
Year of publication: |
2012
|
---|---|
Authors: | Fertis, Apostolos ; Baes, Michel ; Lüthi, Hans-Jakob |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 222.2012, 3, p. 663-672
|
Publisher: |
Elsevier |
Subject: | Convex programming | Robust optimization | Risk management |
-
Robust portfolio optimization with copulas
Kakouris, Iakovos, (2014)
-
Goberna, M. A., (2016)
-
Maximizing perturbation radii for robust convex quadratically constrained quadratic programs
Yu, Pengfei, (2021)
- More ...
-
Fertis, Apostolos, (2012)
-
Fertis, Apostolos, (2012)
-
A robust optimization approach to statistical estimation problems by Apostolos G. Fertis.
Fertis, Apostolos, (2009)
- More ...