Narrow search
Showing 1 - 10 of 825
Cover Image
Mean variance optimization of non-linear systems and worst-case analysis
Parpas, Panos; Rustem, Berç; Wieland, Volker; … - 2006
Persistent link: https://www.econbiz.de/10003351610
Cover Image
Mean and variance optimization of non-linear systems and worst-case analysis
Parpas, P.; Rustem, Berç; Wieland, Volker; Žaković, Stan - In: Computational optimization and applications : an … 43 (2009) 2, pp. 235-259
Persistent link: https://www.econbiz.de/10003888190
Cover Image
Stochastic optimization and worst-case analysis in monetary policy design
Žaković, Stan; Wieland, Volker; Rustem, Berç - In: Computational economics 30 (2007) 4, pp. 329-347
Persistent link: https://www.econbiz.de/10003582865
Cover Image
Stochastic optimization and worst case analysis in monetary policy design
Žaković, Stan - 2005
Persistent link: https://www.econbiz.de/10013424606
Cover Image
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
Cover Image
Computing optimal multi-currency mean-variance portfolios
Rustem, Berç - In: Journal of economic dynamics & control 19 (1995) 5, pp. 901-908
Persistent link: https://www.econbiz.de/10001184980
Cover Image
Projection methods in constrained optimisation and applications to optimal policy decisions
Rustem, Berç - 1981
Persistent link: https://www.econbiz.de/10000071862
Cover Image
Stochastic Optimization and Worst-Case Analysis in Monetary Policy Design
Žaković, Stan; Wieland, Volker; Rustem, Berc - In: Computational economics 30 (2007) 4, pp. 329-348
Persistent link: https://www.econbiz.de/10007864193
Cover Image
Stochastic Optimization and Worst-Case Analysis in Monetary Policy Design
Žaković, Stan; Wieland, Volker; Rustem, Berc - In: Computational Economics 30 (2007) 4, pp. 329-347
Persistent link: https://www.econbiz.de/10005808934
Cover Image
Stochastic optimization and worst-case analysis in monetary policy design
Rustem, Berc; Wieland, Volker; Zakovic, Stan - 2005
In this paper we compare expected loss minimization to worst-case or minimax analysis in the design of simple Taylor-style rules for monetary policy using a small model estimated for the euro area by Orphanides and Wieland (2000). We find that rules optimized under a minimax objective in the...
Persistent link: https://www.econbiz.de/10010298304