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Raquel J. Fonseca

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This is information that was supplied by Raquel Fonseca in registering through RePEc. If you are Raquel J. Fonseca , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Raquel
Middle Name: J.
Last Name: Fonseca
Suffix:

RePEc Short-ID: pfo158

Email: [This author has chosen not to make the email address public]
Homepage: http://www.doc.ic.ac.uk/~rfonseca
Postal Address:
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Affiliation

Imperial College
Homepage: http://www.imperial.ac.uk/
Location: London

Works

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Working papers

  1. Raquel J. Fonseca & Wolfram Wiesemann & Berc Rustem, 2010. "Robust International Portfolio Management," Working Papers 029, COMISEF.
  2. Raquel J. Fonseca & Steve Zymler & Wolfram Wiesemann & Berc Rustem, 2009. "Robust Optimization of Currency Portfolios," Working Papers 012, COMISEF.

Articles

  1. Raquel Fonseca & Wolfram Wiesemann & Berç Rustem, 2012. "Robust international portfolio management," Computational Management Science, Springer, vol. 9(1), pages 31-62, February.
  2. Fonseca, Raquel J. & Rustem, Berç, 2012. "International portfolio management with affine policies," European Journal of Operational Research, Elsevier, vol. 223(1), pages 177-187.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2010-03-20. Author is listed
  2. NEP-IFN: International Finance (1) 2010-03-20. Author is listed
  3. NEP-MON: Monetary Economics (1) 2009-12-05. Author is listed

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Corrections

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