Werner Ralf

Ralf Werner

Information about the author Ralf Werner will soon be added to the site.
Found 2 papers in total
On saddle points in nonconvex semi‐infinite programming
On saddle points in nonconvex semi‐infinite programming
2012
In this paper we apply two convexification procedures to the Lagrangian of a nonconvex...
Comparison and robustification of Bayes and Black-Litterman models
Comparison and robustification of Bayes and Black-Litterman models
2010
For determining an optimal portfolio allocation, parameters representing the...
Papers per page: