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Disambiguation of "Rockafellar, R. Tyrrell"

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Master funds in portfolio analysis with general deviation measures

, , and . Journal of Banking & Finance, 30 (2): 743--778 (February 2006)

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R Chaudhury

R Bässler

R Giese

R Sailer

R Oppelt

 

Other publications of authors with the same name

A Property of Piecewise Smooth Functions.. Comput. Optim. Appl., 25 (1-3): 247-250 (2003)Variational Analysis, and . Grundlehren der mathematischen Wissenschaften Springer, (1998)An Euler-Newton Continuation Method for Tracking Solution Trajectories of Parametric Variational Inequalities., , , and . SIAM J. Control and Optimization, 51 (3): 1823-1840 (2013)Convexity in Hamilton-Jacobi Theory II: Envelope Representations., and . SIAM J. Control and Optimization, 39 (5): 1351-1372 (2000)Stochastic variational inequalities: single-stage to multistage., and . Math. Program., 165 (1): 331-360 (2017)Second-Order Optimality Conditions in Nonlinear Programming Obtained by Way of Epi-Derivatives.. Math. Oper. Res., 14 (3): 462-484 (1989)Sensitivity analysis of maximally monotone inclusions via the proto-differentiability of the resolvent operator., and . Math. Program., 189 (1): 37-54 (2021)Scenarios and Policy Aggregation in Optimization Under Uncertainty., and . Math. Oper. Res., 16 (1): 119-147 (1991)Risk Tuning with Generalized Linear Regression., , and . Math. Oper. Res., 33 (3): 712-729 (2008)Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing., , , and . Comput. Manag. Science, 11 (4): 341-364 (2014)