Tomer Shushi

Publication Activity (10 Years)

Years Active: 2019-2023
Publications (10 Years): 5

Top Topics

Expected Utility

Multistage Stochastic

Portfolio Selection

Top Venues

J. Optim. Theory Appl.

Oper. Res. Lett.

Publications

Nicola Loperfido, Tomer Shushi
Optimal Portfolio Projections for Skew-Elliptically Distributed Portfolio Returns. J. Optim. Theory Appl. 199 (1) (2023)
Tomer Shushi
The optimal solution of ESG portfolio selection models that are based on the average ESG score. Oper. Res. Lett. 50 (5) (2022)
Zinoviy Landsman, Tomer Shushi
Multivariate Tail Moments for Log-Elliptical Dependence Structures as Measures of Risks. Symmetry 13 (4) (2021)
Zinoviy Landsman, Udi E. Makov, Tomer Shushi
Portfolio Optimization by a Bivariate Functional of the Mean and Variance. J. Optim. Theory Appl. 185 (2) (2020)
Tomer Shushi
Modeling the Esscher Premium Principle for a System of Elliptically Distributed Risks. ICORES (2019)