Log-robust portfolio management with parameter ambiguity
- Ban Kawas
- Aurelie Thiele
- 2017
- Computational Management Science
Publications
Date
Featured collections
Popular topics
2 results at Computational Management Science
Iterative estimation maximization for stochastic linear programs with conditional value-at-risk constraints
- Pu Huang
- Dharmashankar Subramanian
- 2011
- Computational Management Science