Helmut Mausser

Available identifiers

zbMath Open mausser.helmut-eMaRDI QIDQ1268157

List of research outcomes

Publication	Date of Publication	Type
Long-only equal risk contribution portfolios for CVaR under discrete distributions	2019-02-06	Paper
Robust scenario-based value-at-risk optimization	2016-05-19	Paper
CVaR proxies for minimizing scenario-based value-at-risk	2014-03-11	Paper
Bias, exploitation and proxies in scenario-based risk minimization	2012-12-13	Paper
Scenario-based risk management tools	2006-02-20	Paper
Minimising the maximum relative regret for linear programmes with interval objective function coefficients	2005-01-13	Paper
Managing risk with expected shortfall	2003-07-06	Paper
https://portal.mardi4nfdi.de/entity/Q4782132	2002-11-27	Paper
A heuristic to minimax absolute regret for linear programs with interval objective function coefficients	2002-11-17	Paper
Credit risk optimization with conditional Value-at-Risk criterion	2002-10-10	Paper
Comparison of neural and heuristic methods for a timetabling problem	1999-05-31	Paper
https://portal.mardi4nfdi.de/entity/Q4350048	1997-08-28	Paper
Application of an Annealed Neural Network to a Timetabling Problem	1997-01-22	Paper

Research outcomes over time

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