Recent advancements in robust optimization for investment management

Annals of Operations Research, July 2018, Volume 266, Issue 1–2, pp 183–198

Author(s):

Jang Ho Kim

Department of Industrial and Management Systems Engineering, Kyung Hee University, Yongin-si, Republic of Korea

Woo Chang Kim

Department of Industrial and Systems Engineering, Korea Advanced Institute of Science and Technology (KAIST), Yuseong-gu, Republic of Korea

Frank J. Fabozzi

EDHEC Business School

Annals of Operations Research, July 2018, Volume 266, Issue 1–2, pp 183–198

Type: Academic publication
Date: le 04/07/2018
Research Cluster : Finance
Source : Annals of Operations Research

See Also

How to study law and business simultaneously
News
- 19-07-2019
WHY DID YOU CHOOSE EDHEC? WHAT CURRICULUM DID YOU FOLLOW? WHY? I chose EDHEC because I...
EDUCATING STUDENTS IN FINANCE WHO WILL HAVE A POSITIVE IMPACT ON THE WORLD AND SOCIETY
News
- 17-07-2019
Laurent Deville, professor of Finance and director of EDHEC Business School’s Financial...
A career shift thanks to EDHEC
News
- 15-07-2019
Xiangming Bei, from China, joined EDHEC after a 4-year Bachelor’s degree in management...
PUBLICATIONS
News
- 12-07-2019
The paper titled “Emerging market equity benchmarks for Japanese investors: countries,...