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

Official URL: http://pubsonline.informs.org/doi/abs/10.1287/mnsc...

DOI: https://doi.org/10.1287/mnsc.1120.1518

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

Download

Full text not available from this repository.

Statistics

Altmetrics

View details on Dimensions' website

Cited 0 times in Web of Science

Downloads from LBS Research Online

View details

Actions (login required)

Edit Item