Distributionally robust optimization with applications to risk management. - Steve Zymler (2010)

Robust portfolio optimization with derivative insurance guarantees. - Steve Zymler; Berç Rustem; Daniel Kuhn 001 (Eur. J. Oper. Res., 2011)

Worst-Case Value at Risk of Nonlinear Portfolios. - Steve Zymler; Daniel Kuhn 001; Berç Rustem (Manag. Sci., 2013)

Distributionally robust joint chance constraints with second-order moment information. - Steve Zymler; Daniel Kuhn 001; Berç Rustem (Math. Program., 2013)

Distributionally robust multi-item newsvendor problems with multimodal demand distributions. - Grani Adiwena Hanasusanto; Daniel Kuhn 001; Stein W. Wallace; Steve Zymler (Math. Program., 2015)