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Tomer Shushi

Orcid: 0000-0003-1164-5747

According to our database1, Tomer Shushi authored at least 5 papers between 2019 and 2023.

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

Timeline

Legend:

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In proceedings 
Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

2023
Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns.
[BibTeX]
[DOI]
Nicola Loperfido
,
Tomer Shushi
J. Optim. Theory Appl., October, 2023

2022
The optimal solution of ESG portfolio selection models that are based on the average ESG score.
[BibTeX]
[DOI]
Tomer Shushi
Oper. Res. Lett., 2022

2021
Multivariate Tail Moments for Log-Elliptical Dependence Structures as Measures of Risks.
[BibTeX]
[DOI]
Zinoviy Landsman
,
Tomer Shushi
Symmetry, 2021

2020
Portfolio Optimization by a Bivariate Functional of the Mean and Variance.
[BibTeX]
[DOI]
Zinoviy Landsman
,
Udi E. Makov
,
Tomer Shushi
J. Optim. Theory Appl., 2020

2019
Modeling the Esscher Premium Principle for a System of Elliptically Distributed Risks.
[BibTeX]
[DOI]
Tomer Shushi
Proceedings of the 8th International Conference on Operations Research and Enterprise Systems, 2019


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