Robust portfolio choice with learning in the framework of regret: single-period case

Ban, G-Y, Lim, A E B and Shanthikumar, J G (2012) Robust portfolio choice with learning in the framework of regret: single-period case. Management Science, 58 (9). pp. 1732-1746. ISSN 1526-5501

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Item Type: Article
Subject Areas: Management Science and Operations
Date Deposited: 17 May 2016 11:55
Last Modified: 03 Sep 2018 13:41
URI: http://lbsresearch.london.edu/id/eprint/379
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