Bertrand Melenberg

6 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-4195-8744

Tilburg University

Publications

• Extending the Scope of Robust Quadratic Optimization — INFORMS Journal on Computing 2022
• Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information — Operations Research 2018
• Robust Solutions of Optimization Problems Affected by Uncertain Probabilities — Management Science 2013
• Rejoinder — Journal of the American Statistical Association 2011
• Global Warming and Local Dimming: The Statistical Evidence — Journal of the American Statistical Association 2011
• The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions — Journal of Financial and Quantitative Analysis 2003