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Steven Vanduffel

Vrije Universiteit Brussel

27H指数
266论文数
2.4K被引数
收录论文 15
发表时间
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Multivariate portfolio choice via quantiles基于分位数的多元投资组合选择
errQuantitative Finance
IF1.4
err2025-12-01
err0
PREAI
errBernard, Carole; Perchiazzo, Andrea; Vanduffel, Steven
err分享
err收藏
MinCovTarget+: a fast heuristic algorithm for fair allocationMinCovTarget+: 一种公平分配的快速启发式算法
errAnnals of Operations Research
IF4.5
err2025-11-14
err0
errOAAI
errGiovanni Puccetti; Ludger Rüschendorf; Steven Vanduffel
err分享
err收藏
Improved block rearrangement algorithm改进的块重排算法
errAnnals of Operations Research
IF4.5
err2025-07-25
err0
PREAI
errCarole Bernard; Jinghui Chen; Ludger Rüschendorf; Steven Vanduffel
err分享
err收藏
Optimal payoffs under smooth ambiguity
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2025-02-01
err0
errOAAI
errChen, An; Vanduffel, Steven; Wilke, Morten
err分享
err收藏
Robust assessment of life insurance products
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2024-04-23
err0
errOAAI
errBernard, Carole; De Vecchi, Corrado; Vanduffel, Steven
err分享
err收藏
ETF Basket-Adjusted Covariance estimation✩
errJOURNAL OF ECONOMETRICS
IF4
err2023-08-01
err0
errOAAI
errBoudt, Kris; Dragun, Kirill; Sauri, Orimar; Vanduffel, Steven
err分享
err收藏
Optimal multivariate financial decision making
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2023-05-01
err1
errOAAI
errBernard, C.; Aquino, L. De Gennaro; Vanduffel, S.
err分享
err收藏
Implied value-at-risk and model-free simulation
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2022-11-05
err0
errOAAI
errBernard, Carole; Perchiazzo, Andrea; Vanduffel, Steven
err分享
err收藏
Fair allocation of indivisible goods with minimum inequality or minimum envy
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2022-03-01
err4
errOAAI
errCornilly, Dries; Puccetti, Giovanni; Rueschendorf, Ludger; Vanduffel, Steven
err分享
err收藏
Optimal strategies under Omega ratio
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2019-06-01
err18
PREAI
errBernard, Carole; Vanduffel, Steven; Ye, Jiang
err分享
err收藏
Rearrangement algorithm and maximum entropy
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2017-09-06
err10
errOAAI
errBernard, Carole; Bondarenko, Oleg; Vanduffel, Steven
err分享
err收藏
A stein type lemma for the multivariate generalized hyperbolic distribution
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2017-09-01
err11
PREAI
errVanduffel, Steven; Yao, Jing
err分享
err收藏
A new approach to assessing model risk in high dimensions
errJOURNAL OF BANKING & FINANCE
IF3.8
err2015-09-01
err45
PREAI
errBernard, Carole; Vanduffel, Steven
err分享
err收藏
Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2014-04-01
err26
PREAI
errBernard, C.; Vanduffel, S.
err分享
err收藏
A provisioning problem with stochastic payments
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2012-09-01
err7
PREAI
errPagnoncelli, Bernardo K.; Vanduffel, Steven
err分享
err收藏

研究方向

暂无研究方向
合作学者
合作期刊
L
Ludger Rüschendorf
H 指数: 45 · 论文数: 342
K
Kris Boudt
H 指数: 32 · 论文数: 233
C
Carole Bernard
H 指数: 29 · 论文数: 236
G
Giovanni Puccetti
H 指数: 25 · 论文数: 95
O
Oleg Bondarenko
H 指数: 21 · 论文数: 76
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