1

Data-driven portfolio management with quantile constraints

Year:
2015
Language:
english
File:
PDF, 346 KB
english, 2015
2

New product launch decisions with robust optimization

Year:
2016
Language:
english
File:
PDF, 987 KB
english, 2016
3

A moment matching approach to log-normal portfolio optimization

Year:
2016
Language:
english
File:
PDF, 614 KB
english, 2016