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 0025-1909

More Details

Item Type: Article
Subject Areas: Management Science and Operations
Date Deposited: 17 May 2016 11:55
Last Modified: 14 Oct 2024 14:23
URI: https://lbsresearch.london.edu/id/eprint/379
More

Export and Share


Download

Full text not available from this repository.

Statistics

Altmetrics
View details on Dimensions' website

Downloads from LBS Research Online

View details

Actions (login required)

Edit Item Edit Item