| The normal inverse Gaussian distribution for synthetic CDO pricing A Kalemanova, B Schmid, R Werner The journal of derivatives 14 (3), 80-94, 2007 | 274 | 2007 |
| Robust multiobjective optimization & applications in portfolio optimization J Fliege, R Werner European Journal of Operational Research 234 (2), 422-433, 2014 | 220 | 2014 |
| Material optimization: bridging the gap between conceptual and preliminary design H Hörnlein, M Kočvara, R Werner Aerospace Science and Technology 5 (8), 541-554, 2001 | 57 | 2001 |
| Material optimization: bridging the gap between conceptual and preliminary design HREM Hörnlein, M Kočvara, R Werner Aerospace Science and Technology 5 (8), 541-554, 2001 | 57 | 2001 |
| Comparison and robustification of Bayes and Black-Litterman models K Schöttle, R Werner, R Zagst Mathematical Methods of Operations Research 71 (3), 453-475, 2010 | 42 | 2010 |
| Robustness properties of mean-variance portfolios K Schöttle, R Werner Optimization 58 (6), 641-663, 2009 | 40 | 2009 |
| Multiobjective optimization under uncertainty: A multiobjective robust (relative) regret approach P Groetzner, R Werner European Journal of Operational Research 296 (1), 101-115, 2022 | 37 | 2022 |
| A novel feasible discretization method for linear semi-infinite programming applied to basket option pricing S Daum, R Werner Optimization 60 (10-11), 1379-1398, 2011 | 36 | 2011 |
| Mathematical analysis of different approaches for replicating portfolios J Natolski, R Werner European Actuarial Journal 4 (2), 411-435, 2014 | 33 | 2014 |
| Towards reliable efficient frontiers K Schöttle, R Werner Journal of Asset Management 7 (2), 128-141, 2006 | 32 | 2006 |
| Free Material Optimization: Mathematical Analysis and Numerical Solution R Werner dissertation. de, 2001 | 32* | 2001 |
| Fair Valuation of Cliquet-Style Return Guarantees in a Heterogeneous Life Insurance Portfolio P Hieber, J Natolski, R Werner Available at SSRN 2715571, 2016 | 28* | 2016 |
| Cascading: an adjusted exchange method for robust conic programming R Werner Central European Journal of Operations Research 16 (2), 179-189, 2008 | 25 | 2008 |
| On rates of convergence for sample average approximations in the almost sure sense and in mean D Banholzer, J Fliege, R Werner Mathematical Programming, 1-39, 2019 | 22 | 2019 |
| Improving the most general methodology to create a valid correlation matrix K Schöttle, R Werner Management Information Systems 9, 701-710, 2004 | 19 | 2004 |
| Mathematical Foundation of the Replicating Portfolio Approach J Natolski, R Werner Scandinavian Actuarial Journal, 2018 | 15 | 2018 |
| A short note on the efficient implementation of the normal inverse gaussian distribution A Kalemanova, R Werner Risklab and Hypo Real Estate Holding, 2006 | 12 | 2006 |
| Mathematical Analysis of Replication by Cash Flow Matching J Natolski, R Werner Risks 5 (1), 13, 2017 | 11 | 2017 |
| Choosing Markovian Credit Migration Matrices by Nonlinear Optimization M Hughes, R Werner Risks 4 (3), 31, 2016 | 11 | 2016 |
| Calibration of correlation matrices—SDP or not SDP R Werner, K Schöttle Preprint available from www. gloriamundi. org, 2007 | 11 | 2007 |
Joerg FliegeProfessor of Operational Research, University of SouthamptonVerified email at soton.ac.uk
