- Computing Zonoid Trimmed Regions in Dimension d > 2 (with K. Mosler and T. Lange)
Computational Statistics and Data Analysis, 53, 2009, pp. 2500 - 2510. [Full paper as link]
- An Exact Algorithm for Weighted-Mean Trimmed Regions in Any Dimension (with Karl Mosler)
Journal of Statistical Software, 47(13), 2012. [Full Paper as PDF]
- Stochastic Linear Programming with a Distortion Risk Constraint (with Karl Mosler)
OR Spectrum, 36(4), 2014, pp. 949 - 969. [Full Paper as PDF]
- A General Solution for Robust Linear Programs with Distortion Risk Constraints (with Karl Mosler)
Working paper, University of Cologne, 2014.
- Geometrical Framework for Robust Portfolio Optimization
Discussion Papers in Econometrics and Statistics, Institute of Econometrics and Statistics, University of Cologne, 01/14 [Full Paper as PDF]
- Robust Optimization with Distortion Risk Constraints (with Karl Mosler).
- Multivariate Vector-Valued Best-Decision Risk Measures (with Karl Mosler).
- Non-Parametric Geometrical Framework for Calculating the Optimal Portfolio.
- Solving Stochastic Logistic Problems by Robust Linear Programming (with Corinna Maas and Karl Mosler).
Geometrical Methods in Multivariate Risk Management: Algorithms and Applications, 2014.