Marcos Escobar

Publication Activity (10 Years)

Years Active: 2002-2019
Publications (10 Years): 2

Top Topics

Portfolio Optimization

Estimation Accuracy

Multiple Models

Portfolio Management

Top Venues

Ann. Oper. Res.

ACM Trans. Math. Softw.

Publications

Marcos Escobar, Paul Kriebel, Markus Wahl, Rudi Zagst
Portfolio optimization under Solvency II. Ann. Oper. Res. 281 (1-2) (2019)
Marcos Escobar, Benedikt Rudolph, Rudi Zagst
Algorithm 963: Estimation of Stochastic Covariance Models using a Continuum of Moment Conditions. ACM Trans. Math. Softw. 42 (4) (2016)
Marcos Escobar, Pablo Olivares
Risk Management under a Factor Stochastic volatility Model. Asia Pac. J. Oper. Res. 28 (1) (2011)
Marcos Escobar, Amedeo R. Odoni, Emily Roth
Approximate solution for multi-server queueing systems with Erlangian service times. Comput. Oper. Res. 29 (10) (2002)