Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances S Lotfi, SA Zenios European Journal of Operational Research 269 (2), 556-576, 2018 | 73 | 2018 |
New horizons in modeling and simulation of electrospun nanofibers: A detailed review S Rafiei, S Maghsoodloo, M Saberi, S Lotfi, V Motaghitalab, B Noroozi, ... Cellulose Chem. Technol 48 (5-6), 401-424, 2014 | 35 | 2014 |
Adjusted robust mean-value-at-risk model: less conservative robust portfolios S Lotfi, M Salahi, F Mehrdoust Optimization and Engineering 18 (2), 467-497, 2017 | 22 | 2017 |
Portfolio diversification in the sovereign credit swap markets A Consiglio, S Lotfi, SA Zenios Annals of Operations Research 266 (1), 5-33, 2018 | 15 | 2018 |
Neglected Risk: Evidence from the Eurozone Sovereign Credit Market S Lotfi, A Milidonis, SA Zenios Available at SSRN 3533715, 2020 | | 2020 |