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Steve Zymler
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Distributionally robust joint chance constraints with second-order moment information
S Zymler, D Kuhn, B Rustem
Mathematical Programming 137, 167-198, 2013
6932013
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
1762015
Worst-case value at risk of nonlinear portfolios
S Zymler, D Kuhn, B Rustem
Management Science 59 (1), 172-188, 2013
1712013
Robust portfolio optimization with derivative insurance guarantees
S Zymler, B Rustem, D Kuhn
European Journal of Operational Research 210 (2), 410-424, 2011
1202011
Optimizing the Omega ratio using linear programming
M Kapsos, S Zymler, N Christofides, B Rustem
Journal of Computational Finance 17 (4), 49-57, 2014
622014
Robust optimization of currency portfolios
RJ Fonseca, S Zymler, W Wiesemann, B Rustem
The Journal of Computational Finance 15 (1), 3, 2011
202011
Distributionally robust optimization with applications to risk management
S Zymler
Imperial College London, 2010
42010
A User Friendly, Type-Safe, Graphical Shell
T Allwood, D Burke, M Hull, E Itskova, S Zymler
Group Project Report, 2005
12005
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
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Articles 1–12