//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"The review of economic studies"
subject:"Risk"
~isPartOf:"Computers & operations research : and their applications to problems of world concern ; an international journal"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of economic dynamics & control"
~person:"Rustem, Berç"
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Risk
Theory
Theorie
13
Portfolio selection
5
Portfolio-Management
5
Decision
3
Entscheidung
3
Robust statistics
3
Robustes Verfahren
3
Hedging
2
Mathematical programming
2
Mathematische Optimierung
2
Convex programming
1
Copulas
1
Decision under uncertainty
1
Derivat
1
Derivative
1
Devisenmarkt
1
Dynamic programming
1
Dynamische Optimierung
1
Econometrics
1
Economic theory
1
Entscheidung unter Unsicherheit
1
Foreign exchange market
1
Ganzzahlige Optimierung
1
Integer programming
1
International financial market
1
Internationaler Finanzmarkt
1
Multivariate Verteilung
1
Multivariate distribution
1
Operations Research
1
Operations research
1
Option pricing theory
1
Optionspreistheorie
1
Project management
1
Projektmanagement
1
Robust optimization
1
Rundreiseproblem
1
Tourenplanung
1
Transaction costs
1
Transaktionskosten
1
more ...
less ...
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Rustem, Berç
Laporte, Gilbert
65
Gendreau, Michel
43
Vanhoucke, Mario
37
Cheng, T. C. E.
34
Goerigk, Marc
30
Lim, Andrew
30
Puerto, Justo
28
Dauzère-Péres, Stéphane
26
Escudero, Laureano F.
26
Figueira, José Rui
26
Kort, Peter M.
26
Hao, Jin-Kao
25
Speranza, Maria Grazia
25
Ruiz, Rubén
24
Cordeau, Jean-François
23
Vidal, Thibaut
23
Boysen, Nils
22
Hartl, Richard F.
22
Archetti, Claudia
21
Tsionas, Efthymios G.
21
Zhu, Joe
21
Kao, Chiang
20
Subramanian, Anand
20
Coelho, Leandro C.
19
Crainic, Teodor Gabriel
19
Desaulniers, Guy
19
Sörensen, Kenneth
19
Briskorn, Dirk
18
Carrizosa, Emilio
18
Hommes, Cars H.
18
Iori, Manuel
18
Mosheiov, Gur
18
Podinovski, Victor V.
18
Savelsbergh, Martin W. P.
18
Van Woensel, Tom
18
Dolgui, Alexandre
17
Rodríguez-Chía, Antonio M.
17
Soumis, François
17
Martí, Rafael
16
Marín, Alfredo
16
more ...
less ...
Published in...
All
The review of economic studies
Computers & operations research : and their applications to problems of world concern ; an international journal
European journal of operational research : EJOR
Journal of economic dynamics & control
The journal of computational finance
2
Advances in computational economics : AICE
1
Analytical models for financial modeling and risk management
1
Annals of operations research
1
Computational Management Science : CMS
1
Computational methods in financial engineering : essays in honour of Manfred Gilli
1
EUI working papers
1
Financial engineering, E-commerce and supply chain
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematics of operations research
1
Special issue: Society of Computational Economics
1
Special proceedings issue of the ... Conference of the Society of Economic Dynamics and Control
1
Springer eBook Collection / Business and Economics
1
SpringerLink / Bücher
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust portfolio optimization with copulas
Kakouris, Iakovos
;
Rustem, Berç
- In:
European journal of operational research : EJOR
235
(
2014
)
1
,
pp. 28-37
Persistent link: https://www.econbiz.de/10010361414
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Maximizing the net present value of a project under uncertainty
Wiesemann, Wolfram
;
Kuhn, Daniel
;
Rustem, Berç
- In:
European journal of operational research : EJOR
202
(
2010
)
2
,
pp. 356-367
Persistent link: https://www.econbiz.de/10003960257
Saved in:
7
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:
8
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:
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
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->