Login / Signup
Somayyeh Lotfi
ORCID
Publication Activity (10 Years)
Years Active: 2018-2018
Publications (10 Years): 2
Top Topics
Social Semantic Desktop
Market Share
Portfolio Selection
Double Auction
Top Venues
Ann. Oper. Res.
Eur. J. Oper. Res.
</>
Publications
</>
Somayyeh Lotfi
,
Stavros A. Zenios
Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances.
Eur. J. Oper. Res.
269 (2) (2018)
Andrea Consiglio
,
Somayyeh Lotfi
,
Stavros A. Zenios
Portfolio diversification in the sovereign credit swap markets.
Ann. Oper. Res.
266 (1-2) (2018)