Search Results - person:"Kawas, Ban"

Log-robust portfolio management with parameter ambiguity

Kawas, Ban; Thiele, Aurelie - In: Computational Management Science : CMS 14 (2017) 2, pp. 229-256

Persistent link: https://www.econbiz.de/10011710772

A robust optimization approach to enhancing reliability in production planning under non-compliance risks

Kawas, Ban; Laumanns, Marco; Pratsini, Eleni - In: OR spectrum : quantitative approaches in management 35 (2013) 4, pp. 835-865

Persistent link: https://www.econbiz.de/10010222409

Short sales in log-robust portfolio management

Kawas, Ban; Thiele, Aurélie - In: European journal of operational research : EJOR 215 (2011) 3, pp. 651-661

Persistent link: https://www.econbiz.de/10009305600

A log-robust optimization approach to portfolio management

Kawas, Ban; Thiele, Aurélie - In: OR spectrum : quantitative approaches in management 33 (2011) 1, pp. 207-233

Persistent link: https://www.econbiz.de/10008823018

Short sales in Log-robust portfolio management

Kawas, Ban; Thiele, Aurélie - In: European Journal of Operational Research 215 (2011) 3, pp. 651-661

This paper extends the Log-robust portfolio management approach to the case with short sales, i.e., the case where the manager can sell shares he does not yet own. We model the continuously compounded rates of return, which have been established in the literature as the true drivers of...

Persistent link: https://www.econbiz.de/10009275161

Short sales in Log-robust portfolio management

Kawas, Ban; Thiele, Aurélie - In: European journal of operational research : EJOR 215 (2011) 3, pp. 651-662

Persistent link: https://www.econbiz.de/10009290502

A log-robust optimization approach to portfolio management

Kawas, Ban; Thiele, Aurélie - In: OR spectrum : quantitative approaches in management 33 (2010) 1, pp. 207-234

Persistent link: https://www.econbiz.de/10008770790