Concepedia

Steve Zymler

SZ

5

Publications

1K

Citations

5

H-Index

2010

Active since

Affiliations

Imperial College London(Current)

Steve Zymler is an author at Imperial College London specializing in engineering, mathematical programming, and business.

Top concepts

Publications per year

2010–2014

5

Publications

5

Distributionally robust joint chance constraints with second-order moment information

Steve Zymler, Daniel Kühn, Berç Rüstem · Mathematical Programming · 2011 · 616 citations · Full text

, , +6

Distributionally robust multi-item newsvendor problems with multimodal demand distributions

Grani A. Hanasusanto, Daniel Kühn, Stein W. Wallace et al. · Mathematical Programming · 2014 · 155 citations · Full text

, , +8

Worst-Case Value at Risk of Nonlinear Portfolios

Steve Zymler, Daniel Kühn, Berç Rüstem · Management Science · 2012 · 133 citations · Full text

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Robust portfolio optimization with derivative insurance guarantees

Steve Zymler, Berç Rüstem, Daniel Kühn · European Journal of Operational Research · 2010 · 88 citations · Full text

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Optimizing the Omega ratio using linear programming

Michalis Kapsos, Steve Zymler, Nicos Christofides et al. · The Journal of Computational Finance · 2014 · 46 citations

, , +16

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