Narrow search
Showing 1 - 3 of 3
Cover Image
Construction of risk-averse enhanced index funds
Lejeune, Miguel A.; Samatlı-Paç, Gülay - In: INFORMS journal on computing : JOC 25 (2013) 4, pp. 701-719
Persistent link: https://www.econbiz.de/10010203600
Cover Image
A framework for solving chance-constrained linear matrix inequality programs
Karimi, Roya; Cheng, Jianqiang; Lejeune, Miguel A. - In: INFORMS journal on computing : JOC 33 (2021) 3, pp. 1015-1036
Persistent link: https://www.econbiz.de/10012631641
Cover Image
Data-driven optimization of reward-risk ratio measures
Ji, Ran; Lejeune, Miguel A. - In: INFORMS journal on computing : JOC 33 (2021) 3, pp. 1120-1137
Persistent link: https://www.econbiz.de/10012631658