Publications

2 results at Computational Management Science

Log-robust portfolio management with parameter ambiguity
- - Ban Kawas
  - Aurelie Thiele
- 2017
- Computational Management Science
Iterative estimation maximization for stochastic linear programs with conditional value-at-risk constraints
- - Pu Huang
  - Dharmashankar Subramanian
- 2011
- Computational Management Science