J. George Shanthikumar

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 Gah-Yi Ban

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Publications

2012
[j66]
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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)
2011
[j64]
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  - journals/orl/LimSV11
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Andrew E. B. Lim, J. George Shanthikumar, Gah-Yi Vahn:
Conditional value-at-risk in portfolio optimization: Coherent but fragile. Oper. Res. Lett. 39(3): 163-171 (2011)

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