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Somayyeh Lotfi
Title
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Year
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
732018
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
352014
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
222017
Portfolio diversification in the sovereign credit swap markets
A Consiglio, S Lotfi, SA Zenios
Annals of Operations Research 266 (1), 5-33, 2018
152018
Neglected Risk: Evidence from the Eurozone Sovereign Credit Market
S Lotfi, A Milidonis, SA Zenios
Available at SSRN 3533715, 2020
2020
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Articles 1–5