Emeritus ProfessorBercRustem

Faculty of Engineering, Department of Computing

Emeritus Professor

Contact

+44 (0)20 7594 8345b.rustem Website

Assistant

Dr Amani El-Kholy +44 (0)20 7594 8220

Location

361Huxley BuildingSouth Kensington Campus

Summary

Publications

Citation

BibTex format

@article{Fonseca:2011,
author = {Fonseca, RJ and Zymler, S and Wiesemann, W and Rustem, B},
journal = {JOURNAL OF COMPUTATIONAL FINANCE},
pages = {3--30},
title = {Robust optimization of currency portfolios},
url = {https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000301815200001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb},
volume = {15},
year = {2011}
}

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RIS format (EndNote, RefMan)

TY  - JOUR
AU  - Fonseca,RJ
AU  - Zymler,S
AU  - Wiesemann,W
AU  - Rustem,B
EP  - 30
PY  - 2011///
SN  - 1460-1559
SP  - 3
TI  - Robust optimization of currency portfolios
T2  - JOURNAL OF COMPUTATIONAL FINANCE
UR  - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000301815200001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
VL  - 15
ER  -

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