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~isPartOf:"Operations research letters"
~person:"Lim, Andrew E. B."
~person:"Wimonkittiwat, Poomyos"
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Lim, Andrew E. B.
Wimonkittiwat, Poomyos
Lim, Andrew E.B.
2
Shanthikumar, J. George
2
Gotoh, Jun-ya
1
Haugh, Martin
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Haugh, Martin B.
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Kim, Michael Jong
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Lim, Andrew
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Operations research letters
Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Robust empirical optimization is almost the same as mean-variance optimization
Gotoh, Jun-ya
;
Kim, Michael Jong
;
Lim, Andrew E. B.
- In:
Operations research letters
46
(
2018
)
4
,
pp. 448-452
Persistent link: https://www.econbiz.de/10011916169
Saved in:
2
Dynamic portfolio selection with market impact costs
Lim, Andrew E. B.
;
Wimonkittiwat, Poomyos
- In:
Operations research letters
42
(
2014
)
5
,
pp. 299-306
Persistent link: https://www.econbiz.de/10010404424
Saved in:
3
Linear-quadratic control and information relaxation
Haugh, Martin B.
;
Lim, Andrew E. B.
- In:
Operations research letters
40
(
2012
)
6
,
pp. 521-528
Persistent link: https://www.econbiz.de/10009717289
Saved in:
4
Conditional value-at-risk in portfolio optimization : coherent but fragile
Lim, Andrew E. B.
;
Shanthikumar, J. George
;
Vahn, Gah-yi
- In:
Operations research letters
39
(
2011
)
3
,
pp. 163-171
Persistent link: https://www.econbiz.de/10009160241
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