Robust Portfolio Choice with Learning in the Framework of Regret: Single-Period Case

Ban, G-Y and 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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Official URL: http://pubsonline.informs.org/doi/abs/10.1287/mnsc...
Item Type: Article
Subject Areas: Management Science and Operations
DOI: 10.1287/mnsc.1120.1518
Date Deposited: 17 May 2016 11:55
Last Modified: 06 Jan 2017 14:34
URI: http://lbsresearch.london.edu/id/eprint/379

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