Steve Zymler

Publication Activity (10 Years)

Years Active: 2011-2015
Publications (10 Years): 0

Top Topics

Stochastic Inventory

Investment Strategies

Top Venues

Imperial College London, UK (PHD)

Education History

Imperial College London, UK

PHD

Publications

Grani Adiwena Hanasusanto, Daniel Kuhn, Stein W. Wallace, Steve Zymler
Distributionally robust multi-item newsvendor problems with multimodal demand distributions. Math. Program. 152 (1-2) (2015)
Steve Zymler, Daniel Kuhn, Berç Rustem
Distributionally robust joint chance constraints with second-order moment information. Math. Program. 137 (1-2) (2013)
Steve Zymler, Daniel Kuhn, Berç Rustem
Worst-Case Value at Risk of Nonlinear Portfolios. Manag. Sci. 59 (1) (2013)
Steve Zymler, Berç Rustem, Daniel Kuhn
Robust portfolio optimization with derivative insurance guarantees. Eur. J. Oper. Res. 210 (2) (2011)