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Portfolio selection under distributional uncertainty: A relative robust CVaR approach.

, , , and . Eur. J. Oper. Res., 203 (1): 185-194 (2010)

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Approximation algorithms for combinatorial fractional programming problems., , , and . Math. Program., 37 (3): 255-267 (1987)An Empirical Study of Measures for Preventing Crossing Path Collisions at Unsignalized Intersections - Development of Driving Safety Support Systems using Infrastructure-Vehicle Communication., and . Int. J. Intelligent Transportation Systems Research, 9 (2): 82-92 (2011)Optimality conditions for nonlinear semidefinite programming via squared slack variables., , and . Math. Program., 168 (1-2): 177-200 (2018)Hybrid evolutionary algorithm for solving general variational inequality problems., , and . J. Glob. Optim., 38 (4): 637-651 (2007)On the Quadratic Eigenvalue Complementarity Problem over a general convex cone., , , and . Appl. Math. Comput., (2015)A New Ranking Method Based on Relative Position Estimate and Its Extensions., , and . IEEE Trans. Syst. Man Cybern., 9 (11): 681-689 (1979)A Globally and Superlinearly Convergent Algorithm for Nonsmooth Convex Minimization., and . SIAM J. Optimization, 6 (4): 1106-1120 (1996)A Superlinearly Convergent Algorithm for the Monotone Nonlinear Complementarity Problem Without Uniqueness and Nondegeneracy Conditions., , and . Math. Oper. Res., 27 (4): 743-753 (2002)The Use of Squared Slack Variables in Nonlinear Second-Order Cone Programming., and . J. Optimization Theory and Applications, 170 (2): 394-418 (2016)Globally Convergent Broyden-Like Methods for Semismooth Equations and Applications to VIP, NCP and MCP., and . Ann. Oper. Res., 103 (1-4): 71-97 (2001)