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Inverse optimization : a new perspective on the Black-Litterman model
Bertsimas, Dimitris
;
Gupta, Vishal
;
Paschalidis, Ioannis Ch.
- In:
Operations research
60
(
2012
)
6
,
pp. 1389-1403
Persistent link: https://www.econbiz.de/10009701926
Saved in:
2
Debiasing in-sample policy performance for small-data, large-scale optimization
Gupta, Vishal
;
Huang, Michael
;
Rusmevichientong, Paat
- In:
Operations research
72
(
2024
)
2
,
pp. 848-870
Persistent link: https://www.econbiz.de/10014520989
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