Robust Portfolio Choice with Learning in the Framework of Regret: Single-Period Case
| Year of publication: |
2012
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|---|---|
| Authors: | Lim, Andrew E. B. ; Shanthikumar, J. George ; Vahn, Gah-Yi |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 58.2012, 9, p. 1732-1747
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