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Lim, Andrew E. B.
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Operations research letters
European journal of operational research : EJOR
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Omega : the international journal of management science
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Advanced manufacturing and sustainable logistics : 8th International Heinz Nixdorf Symposium, IHNS 2010, Paderborn, Germany, April 21 - 22, 2010 ; proceedings
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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
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
Saved in:
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