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
Official URL: http://pubsonline.informs.org/doi/abs/10.1287/mnsc...
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Item Type: | Article |
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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 |