Narrow search
Showing 1 - 4 of 4
Cover Image
Robust optimization of currency portfolios
Fonseca, Raquel J.; Zymler, Steve; Wiesemann, Wolfram; … - In: The journal of computational finance 15 (2011/12) 1, pp. 3-30
Persistent link: https://www.econbiz.de/10009382527
Cover Image
RESEARCH PAPERS - Robust optimization of currency portfolios
Fonseca, Raquel J; Zymler, Steve; Wiesemann, Wolfram; … - In: The journal of computational finance 15 (2011) 1, pp. 3-31
Persistent link: https://www.econbiz.de/10009794534
Cover Image
Optimizing the Omega ratio using linear programming
Kapsos, Michalis; Zymler, Steve; Christofides, Nicos; … - In: The journal of computational finance 17 (2014) 4, pp. 49-57
Persistent link: https://www.econbiz.de/10010387859
Cover Image
Dynamic mean-variance portfolio analysis under model risk
Kuhn, Daniel; Parpas, Panos; Rustem, Berç; Fonseca, Raquel - In: The journal of computational finance 12 (2009) 4, pp. 91-115
Persistent link: https://www.econbiz.de/10009534610