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~person:"Lim, Andrew E. B."
~source:"econis"
~subject:"Portfolio-Management"
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Portfolio-Management
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Lim, Andrew E. B.
Fabozzi, Frank J.
9
Kim, Jang Ho
8
Kim, Woo Chang
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Perchet, Romain
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Management science : journal of the Institute for Operations Research and the Management Sciences
2
Operations research letters
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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
Machine learning and portfolio optimization
Ban, Gah-Yi
;
El Karoui, Noureddine
;
Lim, Andrew E. B.
- In:
Management science : journal of the Institute for …
64
(
2018
)
3
,
pp. 1136-1154
Persistent link: https://www.econbiz.de/10011847178
Saved in:
3
Robust portfolio choice with learning in the framework of regret : single-period case
Lim, Andrew E. B.
;
Shanthikumar, J. George
;
Vahn, Gah-yi
- In:
Management science : journal of the Institute for …
58
(
2012
)
9
,
pp. 1732-1746
Persistent link: https://www.econbiz.de/10009655704
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