Items where Author is "Frenk, J.B.G."

Birbil, Ş. İlker and Frenk, J.B.G. and Gromicho, J.A.S. and Zhang, S. (2009) The role of robust optimization in single-leg airline revenue management. Management Science, 55 (1). pp. 148-163. ISSN 0025-1909

Birbil, Ş. İlker and Frenk, J.B.G. and Kaynar, Bahar and Noyan, Nilay (2009) Risk measures and their applications in asset management. In: Gregoriou, Greg N., (ed.) The VaR Implementation Handbook: Financial Risk and Applications in Asset Management, Measurement, and Modeling. The McGraw-Hill Companies, Columbus, Ohio, pp. 311-338. ISBN 9780071615136

Kaynar, Bahar and Birbil, Ş. İlker and Frenk, J.B.G. (2007) Application of a general risk management model to portfolio optimization problems with elliptical distributed returns for risk neutral and risk averse decision makers. [Working Paper / Technical Report] Sabanci University ID:SU_FENS_2007/0012

Birbil, Ş. İlker and Frenk, J.B.G. and Zhang, S. (2007) Generalized fractional programming with user interaction. [Working Paper / Technical Report] Sabanci University ID:SU_FENS_2007/0008

Birbil, Ş. İlker and Fang, Shu-Cherng and Frenk, J.B.G. and Zhang, S. (2005) Recursive approximation of the high dimensional max function. Operations Research Letters, 33 (5). pp. 450-458. ISSN 0167-6377