Steve Zymler

According to our database1, Steve Zymler authored at least 5 papers between 2010 and 2015.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2015
Distributionally robust multi-item newsvendor problems with multimodal demand distributions.
Math. Program., 2015

2013
Distributionally robust joint chance constraints with second-order moment information.
Math. Program., 2013

Worst-Case Value at Risk of Nonlinear Portfolios.
Manag. Sci., 2013

2011
Robust portfolio optimization with derivative insurance guarantees.
Eur. J. Oper. Res., 2011

2010
Distributionally robust optimization with applications to risk management.
PhD thesis, 2010


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