vix.ing · top · new · best · stats · spec

Miller, Christopher W.

  1. A Duality Result for Robust Optimization with Expectation Constraints
    2016/10/04 by Christopher Miller, Miller, Christopher W. · 1 citation
    Economics, Econometrics and Finance · Decision Sciences · #Financial Markets and Investment Strategies #Stochastic processes and financial applications #Risk and Portfolio Optimization