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isPartOf:"The review of economic studies"
subject:"Risk"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of economic dynamics & control"
~person:"Rustem, Berç"
~subject:"Economic theory"
~subject:"Theory"
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5
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Rustem, Berç
Laporte, Gilbert
29
Gendreau, Michel
28
Kort, Peter M.
26
Lim, Andrew
25
Cheng, T. C. E.
22
Tsionas, Efthymios G.
21
Vanhoucke, Mario
21
Zhu, Joe
21
Kao, Chiang
20
Goerigk, Marc
19
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18
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18
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18
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17
Puerto, Justo
17
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15
Figueira, José Rui
15
Hao, Jin-Kao
15
Hartl, Richard F.
15
Speranza, Maria Grazia
15
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14
Ljubić, Ivana
14
Teunter, Ruud H.
14
Brock, William A.
13
Dauzère-Péres, Stéphane
13
Escudero, Laureano F.
13
Ruiz, Rubén
13
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13
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13
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12
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12
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12
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12
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11
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11
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11
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The review of economic studies
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
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1
Computational methods in financial engineering : essays in honour of Manfred Gilli
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
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1
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
12
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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 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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Robust optimal decisions with stochastic nonlinear economic systems
Becker, Robin G.
- In:
Journal of economic dynamics & control
18
(
1994
)
1
,
pp. 125-147
Persistent link: https://www.econbiz.de/10001148509
Saved in:
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