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A constrained min-max algorithm for rival models
Rustem, Berç - In: Journal of economic dynamics & control 12 (1988) 1, pp. 101-107
Persistent link: https://www.econbiz.de/10001046046
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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
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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
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Rationality, computability, and complexity
Rustem, Berç - In: Journal of economic dynamics & control 14 (1990) 2, pp. 419-432
Persistent link: https://www.econbiz.de/10001088236
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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
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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
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Computational Methods in Financial Engineering : Essays in Honour of Manfred Gilli
Kontoghiorghes, Erricos J. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10013520902