//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Lim, Andrew"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
3
Portfolio-Management
3
Robust statistics
3
Robustes Verfahren
3
Decision under uncertainty
2
Entscheidung unter Unsicherheit
2
Theorie
2
Theory
2
Artificial intelligence
1
Benchmarking
1
CAPM
1
Decision theory
1
Entropie
1
Entropy
1
Entscheidungstheorie
1
Experiment
1
Forecasting model
1
Game theory
1
Künstliche Intelligenz
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
Spieltheorie
1
bandit problems
1
conditional value-at-risk
1
cross-validation
1
games against nature
1
machine learning
1
model uncertainty
1
portfolio optimization
1
regularization
1
relative entropy
1
robust control
1
robust optimization
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Undetermined
4
Author
All
Lim, Andrew E. B.
6
Shanthikumar, J. George
4
Ban, Gah-Yi
1
El Karoui, Noureddine
1
Fu, Michael C.
1
Kim, Michael Jong
1
Laprise, Scott B.
1
Lim, Andrew
1
Lim, Andrew E.B.
1
Marcus, Steven I.
1
Rodrigues, Brian
1
Thaisiri Watewai
1
Vahn, Gah-Yi
1
Vahn, Gah-yi
1
Watewai, Thaisiri
1
Zhang, Huiju
1
Zhang, Xingwen
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Management science : journal of the Institute for Operations Research and the Management Sciences
European journal of operational research : EJOR
56
European Journal of Operational Research
30
Omega : the international journal of management science
15
Computers & operations research : and their applications to problems of world concern ; an international journal
8
Operations research letters
7
Insurance / Mathematics & economics
6
Omega
6
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
6
Naval research logistics : an international journal
5
International journal of production economics
4
Transportation research / E : an international journal
4
INFORMS journal on computing : JOC
3
Insurance: Mathematics and Economics
3
Management Science
3
Operations research
3
Interfaces : the INFORMS journal on the practice of operations research
2
International Journal of Production Economics
2
Manufacturing & service operations management : M & SOM
2
Mathematics of operations research
2
Operations research : the journal of the Operations Research Society of America
2
Production and operations management : an international journal of the Production and Operations Management Society
2
Advanced manufacturing and sustainable logistics : 8th International Heinz Nixdorf Symposium, IHNS 2010, Paderborn, Germany, April 21 - 22, 2010 ; proceedings
1
Australian School of Business Research Paper
1
Decision support systems : DSS ; the international journal
1
Foundations and trends in finance
1
IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
1
Information strategy : the executive's journal
1
International Transactions in Operational Research
1
Journal of retailing and consumer services
1
Journal of the Association for Information Science & Technology
1
Manufacturing & Service Operations Management
1
Maritime policy & management
1
Papers / arXiv.org
1
Transportation Research Part B: Methodological
1
Transportation science : the publication of the Transportation Science Section, Operation Research Society of America
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
OLC EcoSci
4
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Robust multiarmed bandit problems
Kim, Michael Jong
;
Lim, Andrew E. B.
- In:
Management science : journal of the Institute for …
62
(
2016
)
1
,
pp. 264-285
Persistent link: https://www.econbiz.de/10011432957
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
Saved in:
4
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. 1732-1747
Persistent link: https://www.econbiz.de/10010019951
Saved in:
5
Robust asset allocation with benchmarked objectives
Lim, Andrew E. B.
;
Shanthikumar, J. George
;
Thaisiri Watewai
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 643-679
Persistent link: https://www.econbiz.de/10009311676
Saved in:
6
ROBUST ASSET ALLOCATION WITH BENCHMARKED OBJECTIVES
Lim, Andrew E. B.
;
Shanthikumar, J. George
;
Watewai, …
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 643-680
Persistent link: https://www.econbiz.de/10009258251
Saved in:
7
Pricing American-Style Derivatives with European Call Options
Laprise, Scott B.
;
Fu, Michael C.
;
Marcus, Steven I.
; …
- In:
Management science : journal of the Institute for …
52
(
2006
)
1
,
pp. 95-110
Persistent link: https://www.econbiz.de/10006075519
Saved in:
8
Metaheuristics with Local Search Techniques for Retail Shelf-Space Optimization
Lim, Andrew
;
Rodrigues, Brian
;
Zhang, Xingwen
- In:
Management science : journal of the Institute for …
50
(
2004
)
1
,
pp. 117
Persistent link: https://www.econbiz.de/10006081572
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->