This paper extends the Log-robust portfolio management approach to the case with short sales, i.e., the case where the manager can sell shares he does not yet own. We model the continuously compounded rates of return, which have been established in the literature as the true drivers of...

This paper provides an overview of developments in robust optimization since 2007. It seeks to give a representative picture of the research topics most explored in recent years, highlight common themes in the investigations of independent research teams and highlight the contributions of rising...