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"Robust Portfolio Choice with Learning in the Framework of Regret: ..."

Andrew E. B. Lim, J. George Shanthikumar, Gah-Yi Vahn (2012)

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DOI: 10.1287/MNSC.1120.1518

access: closed

type: Journal Article

metadata version: 2020-06-30

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Andrew E. B. Lim, J. George Shanthikumar, Gah-Yi Vahn:
Robust Portfolio Choice with Learning in the Framework of Regret: Single-Period Case. Manag. Sci. 58(9): 1732-1746 (2012)

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