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Details about Raquel J. Fonseca

Homepage:http://www.doc.ic.ac.uk/~rfonseca
Workplace:Imperial College

Access statistics for papers by Raquel J. Fonseca.

Last updated 2013-02-23. Update your information in the RePEc Author Service.

Short-id: pfo158


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Working Papers

2010

  1. Robust International Portfolio Management
    Working Papers, COMISEF Downloads View citations (1)
    See also Journal Article in Computational Management Science (2012)

2009

  1. Robust Optimization of Currency Portfolios
    Working Papers, COMISEF Downloads View citations (1)

Journal Articles

2012

  1. International portfolio management with affine policies
    European Journal of Operational Research, 2012, 223, (1), 177-187 Downloads
  2. Robust international portfolio management
    Computational Management Science, 2012, 9, (1), 31-62 Downloads View citations (1)
    See also Working Paper (2010)
 
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