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101
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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102
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:
103
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:
104
Multi-resource allocation in stochastic project scheduling
Wiesemann, Wolfram
;
Kuhn, Daniel
;
Rustem, Berç
-
2012
Persistent link: https://www.econbiz.de/10009620481
Saved in:
105
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:
106
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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107
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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108
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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109
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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110
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
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