Items where Author is "Lim, A E B"
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Ban, G-Y, El Karoui, N and Lim, A E B
(2018)
Machine Learning and Portfolio Optimization.
Management Science, 64 (3).
pp. 1136-1154.
ISSN 0025-1909
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