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
~type_genre:"Article in journal"
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
Theorie
38
Theory
38
Mathematical programming
21
Mathematische Optimierung
21
Robust statistics
21
Robustes Verfahren
21
Portfolio selection
11
Portfolio-Management
11
Stochastic process
8
Stochastischer Prozess
8
distributionally robust optimization
8
Operations Research
7
Operations research
7
Decision
6
Entscheidung
6
robust optimization
6
Decision under uncertainty
5
Dynamic programming
5
Dynamische Optimierung
5
Entscheidung unter Unsicherheit
5
Management
5
Risiko
4
Risk
4
Tourenplanung
4
Vehicle routing problem
4
Welt
4
World
4
Ganzzahlige Optimierung
3
Integer programming
3
Risikomaß
3
Risk measure
3
Scheduling problem
3
Scheduling-Verfahren
3
Statistical distribution
3
Statistische Verteilung
3
stochastic programming
3
Distributionally robust optimization
2
Hedging
2
Markov chain
2
Markov-Kette
2
more ...
less ...
Online availability
All
Undetermined
19
Free
1
Type of publication
All
Article
54
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
58
Working Paper
9
Arbeitspapier
6
Aufsatz im Buch
6
Book section
6
Konferenzschrift
6
Collection of articles of several authors
5
Sammelwerk
5
Graue Literatur
4
Non-commercial literature
4
Conference proceedings
3
Conference paper
2
Konferenzbeitrag
2
Bibliografie
1
Nachruf
1
more ...
less ...
Language
All
English
58
Author
All
Rustem, Berç
34
Wiesemann, Wolfram
28
Kuhn, Daniel
20
Fonseca, Raquel J.
5
Parpas, Panos
4
Zymler, Steve
4
Georghiou, Angelos
3
Ghosal, Shubhechyya
3
Hanasusanto, Grani A.
3
Rujeerapaiboon, Napat
3
Velupillai, Kumaraswamy
3
Becker, Robin G.
2
Chen, Zhi
2
Christofides, Nicos
2
Giacometti, Rosella
2
Gülpınar, Nalân
2
Osorio, Maria A.
2
Tsoukalas, Angelos
2
Wieland, Volker
2
Žaković, Stan
2
Amman, Hans M.
1
Cunha, Luísa
1
D'Aeth, Josh C.
1
Delage, Erick
1
Faísca, Nuno P.
1
Ferris, Michael C.
1
Floudas, Christodoulos A.
1
Fonseca, Raquel
1
Forchini, Giovanni
1
Gounaris, Chrysanthos E.
1
Grimm, Fiona
1
Gulpinar, Nalan
1
Gutin, Eli
1
Hall, Stephen G.
1
Haw, David
1
Ho, Chin Pang
1
Howe, M. A.
1
Iyengar, Garud
1
Judd, Kenneth L.
1
Kakouris, Iakovos
1
more ...
less ...
Institution
All
International Conference on Computational Management Science <14., 2017, Bergamo>
1
International Conference on Computational Management Science <Prag>
1
Published in...
All
Journal of economic dynamics & control
10
Computational Management Science : CMS
9
Operations research
9
Management science : journal of the Institute for Operations Research and the Management Sciences
7
European journal of operational research : EJOR
6
Special proceedings issue of the ... Conference of the Society of Economic Dynamics and Control
3
The journal of computational finance
3
Annals of operations research
2
Computational economics
2
Mathematics of operations research
2
Operations research letters
2
Computational optimization and applications : an international journal
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
INFORMS journal on computing : JOC
1
Operations research forum
1
Special issue: Society of Computational Economics
1
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
1
more ...
less ...
Source
All
ECONIS (ZBW)
58
Showing
1
-
10
of
58
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 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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
