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Portfolio selection
3
Portfolio-Management
3
Theorie
3
Theory
3
Mathematical programming
2
Mathematische Optimierung
2
Bias-variance trade-off
1
Data-driven optimization
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Dynamic portfolio choice
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Mean-variance optimization
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Multiple time scale asymptotic expansion
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Phi-divergence
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Robust empirical optimization
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Lim, Andrew E. B.
4
Lim, Andrew E.B.
2
Shanthikumar, J. George
2
Gotoh, Jun-ya
1
Haugh, Martin
1
Haugh, Martin B.
1
Kim, Michael Jong
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Lim, Andrew
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Vahn, Gah-Yi
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Vahn, Gah-yi
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Wimonkittiwat, Poomyos
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Operations research letters
European journal of operational research : EJOR
56
European Journal of Operational Research
30
Omega : the international journal of management science
15
Computers & operations research : and their applications to problems of world concern ; an international journal
8
Insurance / Mathematics & economics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Omega
6
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
6
Naval research logistics : an international journal
5
International journal of production economics
4
Transportation research / E : an international journal
4
INFORMS journal on computing : JOC
3
Insurance: Mathematics and Economics
3
Management Science
3
Operations research
3
Interfaces : the INFORMS journal on the practice of operations research
2
International Journal of Production Economics
2
Manufacturing & service operations management : M & SOM
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Mathematics of operations research
2
Operations research : the journal of the Operations Research Society of America
2
Production and operations management : an international journal of the Production and Operations Management Society
2
Advanced manufacturing and sustainable logistics : 8th International Heinz Nixdorf Symposium, IHNS 2010, Paderborn, Germany, April 21 - 22, 2010 ; proceedings
1
Australian School of Business Research Paper
1
Decision support systems : DSS ; the international journal
1
Foundations and trends in finance
1
IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
1
Information strategy : the executive's journal
1
International Transactions in Operational Research
1
Journal of retailing and consumer services
1
Journal of the Association for Information Science & Technology
1
Manufacturing & Service Operations Management
1
Maritime policy & management
1
Papers / arXiv.org
1
Transportation Research Part B: Methodological
1
Transportation science : the publication of the Transportation Science Section, Operation Research Society of America
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ECONIS (ZBW)
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OLC EcoSci
3
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Robust empirical optimization is almost the same as mean-variance optimization
Gotoh, Jun-ya
;
Kim, Michael Jong
;
Lim, Andrew E. B.
- In:
Operations research letters
46
(
2018
)
4
,
pp. 448-452
Persistent link: https://www.econbiz.de/10011916169
Saved in:
2
Dynamic portfolio selection with market impact costs
Lim, Andrew E. B.
;
Wimonkittiwat, Poomyos
- In:
Operations research letters
42
(
2014
)
5
,
pp. 299-306
Persistent link: https://www.econbiz.de/10010404424
Saved in:
3
Linear-quadratic control and information relaxation
Haugh, Martin B.
;
Lim, Andrew E. B.
- In:
Operations research letters
40
(
2012
)
6
,
pp. 521-528
Persistent link: https://www.econbiz.de/10009717289
Saved in:
4
Linear–quadratic control and information relaxations
Haugh, Martin
;
Lim, Andrew E.B.
- In:
Operations research letters
40
(
2012
)
6
,
pp. 521-529
Persistent link: https://www.econbiz.de/10010044477
Saved in:
5
Conditional value-at-risk in portfolio optimization : coherent but fragile
Lim, Andrew E. B.
;
Shanthikumar, J. George
;
Vahn, Gah-yi
- In:
Operations research letters
39
(
2011
)
3
,
pp. 163-171
Persistent link: https://www.econbiz.de/10009160241
Saved in:
6
Conditional value-at-risk in portfolio optimization: Coherent but fragile
Lim, Andrew E.B.
;
Shanthikumar, J. George
;
Vahn, Gah-Yi
- In:
Operations research letters
39
(
2011
)
3
,
pp. 163-172
Persistent link: https://www.econbiz.de/10009015565
Saved in:
7
The berth planning problem
Lim, Andrew
- In:
Operations research letters
22
(
1997
)
2
,
pp. 105
Persistent link: https://www.econbiz.de/10006849568
Saved in:
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