Somayyeh Lotfi
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Person:1621892
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Portfolio diversification in the sovereign credit swap markets Annals of Operations Research | 2018-11-12 | Paper |
| Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances European Journal of Operational Research | 2018-05-22 | Paper |
| Adjusted robust mean-value-at-risk model: less conservative robust portfolios Optimization and Engineering | 2017-09-08 | Paper |
| Robust portfolio selection with polyhedral ambiguous inputs | 2017-06-29 | Paper |
Research outcomes over time
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