Melvyn Sim

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

◀ ▶ joint publications with Joel Goh

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Publications

2012
[j22]
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Joel Weiqiang Goh, Kian Guan Lim, Melvyn Sim, Weina Zhang:
Portfolio value-at-risk optimization for asymmetrically distributed asset returns. Eur. J. Oper. Res. 221(2): 397-406 (2012)
2011
[j19]
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  - journals/ior/GohS11
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Joel Goh, Melvyn Sim:
Robust Optimization Made Easy with ROME. Oper. Res. 59(4): 973-985 (2011)
2010
[j16]
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  - journals/ior/GohS10
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Joel Goh, Melvyn Sim:
Distributionally Robust Optimization and Its Tractable Approximations. Oper. Res. 58(4-Part-1): 902-917 (2010)

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