Imperial College London

Emeritus ProfessorBercRustem

Faculty of EngineeringDepartment of Computing

Emeritus Professor
 
 
 
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Contact

 

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

 
 
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Assistant

 

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

 
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Location

 

361Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Kakouris:2014:10.1016/j.ejor.2013.12.022,
author = {Kakouris, I and Rustem, B},
doi = {10.1016/j.ejor.2013.12.022},
journal = {EUROPEAN JOURNAL OF OPERATIONAL RESEARCH},
pages = {28--37},
title = {Robust portfolio optimization with copulas},
url = {http://dx.doi.org/10.1016/j.ejor.2013.12.022},
volume = {235},
year = {2014}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AU - Kakouris,I
AU - Rustem,B
DO - 10.1016/j.ejor.2013.12.022
EP - 37
PY - 2014///
SN - 0377-2217
SP - 28
TI - Robust portfolio optimization with copulas
T2 - EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
UR - http://dx.doi.org/10.1016/j.ejor.2013.12.022
UR - https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000346319100003&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
VL - 235
ER -