Distributionally robust joint chance constraints with second-order moment information S Zymler, D Kuhn, B Rustem Mathematical Programming 137, 167-198, 2013 | 693 | 2013 |
Distributionally robust multi-item newsvendor problems with multimodal demand distributions GA Hanasusanto, D Kuhn, SW Wallace, S Zymler Mathematical Programming 152 (1), 1-32, 2015 | 176 | 2015 |
Worst-case value at risk of nonlinear portfolios S Zymler, D Kuhn, B Rustem Management Science 59 (1), 172-188, 2013 | 171 | 2013 |
Robust portfolio optimization with derivative insurance guarantees S Zymler, B Rustem, D Kuhn European Journal of Operational Research 210 (2), 410-424, 2011 | 120 | 2011 |
Optimizing the Omega ratio using linear programming M Kapsos, S Zymler, N Christofides, B Rustem Journal of Computational Finance 17 (4), 49-57, 2014 | 62 | 2014 |
Robust optimization of currency portfolios RJ Fonseca, S Zymler, W Wiesemann, B Rustem The Journal of Computational Finance 15 (1), 3, 2011 | 20 | 2011 |
Distributionally robust optimization with applications to risk management S Zymler Imperial College London, 2010 | 4 | 2010 |
A User Friendly, Type-Safe, Graphical Shell T Allwood, D Burke, M Hull, E Itskova, S Zymler Group Project Report, 2005 | 1 | 2005 |
Distributionally Robust Value-at-Risk Executive Report N Christofides, B Rustem, S Zymler | | 2010 |
Worst-Case Value-at-Risk for Risk Management Executive Report N Christofides, B Rustem, S Zymler | | 2009 |
Simulating Biological Neural Networks to investigate the Membrane Potential Bistability phenomenon S Zymler, P Leong, S Schultz | | 2006 |
Robustness in Investment Decisions B Rustem, S Zymler | | |