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Worst-case robust decisions for multi-period mean-variance portfolio optimization
Gulpinar, Nalan; Rustem, Berc - In: European Journal of Operational Research 183 (2007) 3, pp. 981-1000
Persistent link: https://www.econbiz.de/10005283638
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A mixed integer programming model for multistage mean-variance post-tax optimization
Osorio, Maria A.; Gulpinar, Nalan; Rustem, Berc - In: European Journal of Operational Research 185 (2008) 2, pp. 451-480
Persistent link: https://www.econbiz.de/10005283994
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Post-tax optimization with stochastic programming
Osorio, Maria A.; Gulpinar, Nalan; Rustem, Berc; … - In: European Journal of Operational Research 157 (2004) 1, pp. 152-168
Persistent link: https://www.econbiz.de/10005151645
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Stochastic and robust control of nonlinear economic systems
Rustem, Berc - In: European Journal of Operational Research 73 (1994) 2, pp. 304-318
Persistent link: https://www.econbiz.de/10005337220