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Robust Optimization of Currenc...
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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
Saved in:
2
Robust international portfolio management
Fonseca, Raquel J.
;
Wiesemann, Wolfram
;
Rustem, Berç
- In:
Computational Management Science : CMS
9
(
2012
)
1
,
pp. 31-62
Persistent link: https://www.econbiz.de/10009426599
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
Robust hedging strategies
Fonseca, Raquel J.
;
Rustem, Berç
- In:
Computers & operations research : and their …
39
(
2012
)
11
,
pp. 2528-2536
Persistent link: https://www.econbiz.de/10009552435
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5
Worst-case value at risk on nonlinear portfolios
Zymler, Steve
;
Kuhn, Daniel
;
Rustem, Berç
- In:
Management science : journal of the Institute for …
59
(
2013
)
1
,
pp. 172-188
Persistent link: https://www.econbiz.de/10009711767
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6
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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7
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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8
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:
9
Robust Markov decision processes
Wiesemann, Wolfram
;
Kuhn, Daniel
;
Rustem, Berç
- In:
Mathematics of operations research
38
(
2013
)
1
,
pp. 153-183
Persistent link: https://www.econbiz.de/10009727680
Saved in:
10
Multi-resource allocation in stochastic project scheduling
Wiesemann, Wolfram
;
Kuhn, Daniel
;
Rustem, Berç
-
2012
Persistent link: https://www.econbiz.de/10009620481
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