Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Robust Optimization of Currenc...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Theorie
45
Mathematical programming
28
Mathematische Optimierung
28
Robust statistics
23
Robustes Verfahren
23
Portfolio selection
15
Portfolio-Management
15
Stochastischer Prozess
13
Stochastic process
12
Operations Research
10
robust optimization
9
Decision under uncertainty
8
Entscheidung unter Unsicherheit
8
distributionally robust optimization
8
Entscheidung
7
Operations research
7
Decision
6
Management
6
Differential Evolution
5
Dynamic programming
5
Dynamische Optimierung
5
Ganzzahlige Optimierung
5
Integer programming
5
Robust optimization
5
Threshold Accepting
5
euro area
5
minimax
5
monetary policy rules
5
robust control
5
EU-Staaten
4
Geldpolitik
4
Risiko
4
Risk
4
Statistical distribution
4
Statistische Verteilung
4
Tourenplanung
4
Vehicle routing problem
4
Welt
4
World
4
more ...
less ...
Online availability
All
Undetermined
16
Free
2
Type of publication
All
Article
40
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
38
Aufsatz in Zeitschrift
38
Aufsatz im Buch
3
Book section
3
Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
Bibliografie
1
Conference proceedings
1
more ...
less ...
Language
All
English
45
Author
All
Wiesemann, Wolfram
24
Rustem, Berç
23
Kuhn, Daniel
18
Fonseca, Raquel J.
4
Georghiou, Angelos
3
Hanasusanto, Grani A.
3
Rujeerapaiboon, Napat
3
Becker, Robin G.
2
Chen, Zhi
2
Ghosal, Shubhechyya
2
Gulpinar, Nalan
2
Osorio, Maria A.
2
Parpas, Panos
2
Tsoukalas, Angelos
2
Zymler, Steve
2
Amman, Hans M.
1
Christofides, Nicos
1
Cunha, Luísa
1
Faísca, Nuno P.
1
Floudas, Christodoulos A.
1
Fonseca, Raquel
1
Gounaris, Chrysanthos E.
1
Hall, Stephen G.
1
Ho, Chin Pang
1
Howe, M. A.
1
Iyengar, Garud
1
Kakouris, Iakovos
1
Kapsos, Michalis
1
Karakitsos, Elias
1
Koca, Esma
1
Kopa, Milos
1
Kopa, Miloš
1
Koçyiğit, Çağıl
1
Luk, Wayne
1
Marty, Wolfgang
1
Papadakos, Nikolaos
1
Paraskevopoulos, Dimitris
1
Pistikopoulos, Efstratios N.
1
Repoussis, Panagiotis P.
1
Roitch, Vladimir
1
more ...
less ...
Institution
All
International Conference on Computational Management Science <Prag>
1
Society of Computational Economics
1
Published in...
All
Operations research
9
European journal of operational research : EJOR
6
Journal of economic dynamics & control
6
Computational Management Science : CMS
4
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematics of operations research
2
Operations research letters
2
The journal of computational finance
2
Advances in computational economics : AICE
1
Analytical models for financial modeling and risk management
1
Annals of operations research
1
Computational methods in financial engineering : essays in honour of Manfred Gilli
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Decisions in economics and finance : a journal of applied mathematics
1
Financial engineering, E-commerce and supply chain
1
INFORMS journal on computing : JOC
1
Lecture notes in control and information sciences : LNCIS
1
Special issue: Society of Computational Economics
1
Special proceedings issue of the ... Conference of the Society of Economic Dynamics and Control
1
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
1
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
10
of
45
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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 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:
3
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
Saved in:
4
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
Saved in:
5
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:
6
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:
7
Multi-resource allocation in stochastic project scheduling
Wiesemann, Wolfram
;
Kuhn, Daniel
;
Rustem, Berç
-
2012
Persistent link: https://www.econbiz.de/10009620481
Saved in:
8
A net present value approach to health insurance choice
Fonseca, Raquel J.
;
Cunha, Luísa
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
2
,
pp. 709-724
Persistent link: https://www.econbiz.de/10012427663
Saved in:
9
Projection methods in constrained optimisation and applications to optimal policy decisions
Rustem, Berc
-
1981
Persistent link: https://www.econbiz.de/10000071862
Saved in:
10
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
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
