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41
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
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42
Special issue in honor of Berç Rustem
Amman, Hans M.
(
contributor
);
Rustem, Berç
(
honouree
)
-
2014
Persistent link: https://www.econbiz.de/10010385639
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43
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
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44
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
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45
On the formalization of political preferences : A contrib. to the Frischian scheme
Rustem, Berc
-
1983
Persistent link: https://www.econbiz.de/10002301420
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46
The design of economic stabilisation policies with large non-linear econometric models : two possible approaches
Zarrop, Martin
;
Holly, Sean
;
Rustem, Berc
- In:
Economic modelling : current issues and problems in …
,
(pp. 171-192)
.
1979
Persistent link: https://www.econbiz.de/10003041204
Saved in:
47
Cooperation between politicians and econometricians and the search for optimal economic policy
Rustem, Berc
;
Velupillai, Kumaraswamy
- In:
Journal of policy modeling : JPMOD ; a social science …
6
(
1984
)
3
,
pp. 341-350
Persistent link: https://www.econbiz.de/10002720971
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48
A new approach to the bargaining problem
Rustem, Berc
;
Velupillai, Kumaraswamy
- In:
New trends in dynamic system theory and economics : the …
,
(pp. 167-180)
.
1979
Persistent link: https://www.econbiz.de/10002720986
Saved in:
49
Special issue in honour of David Kendrick
Amman, Hans M.
(
contributor
);
Kendrick, David A.
(
honouree
); …
-
2002
Persistent link: https://www.econbiz.de/10001666783
Saved in:
50
Special issue: Mathematical programming
Ferris, Michael C.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10001880760
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