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pro vyhledávání: '"Aghassi, Michele"'
Autor:
Aghassi, Michele Leslie
Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, Operations Research Center, 2005.
Includes bibliographical references (p. 193-109).
We propose a robust optimization approach to analyzing three distinct cl
Includes bibliographical references (p. 193-109).
We propose a robust optimization approach to analyzing three distinct cl
Externí odkaz:
http://hdl.handle.net/1721.1/33670
Autor:
Aghassi, Michele michele.aghassi@aqr.com, Asness, Cliff cliff.asness@aqr.com, Fattouche, Charles charles.fattouche@aqr.com, Moskowitz, Tobias J. tobias.moskowitz@aqr.edu; tobias.moskowitz@yale.edu
Publikováno v:
Journal of Portfolio Management. 2023 Quantitative Special Issue, Vol. 49 Issue 2, p57-94. 38p.
Autor:
Aghassi, Michele1 maghassi@alum.mit.edu, Bertsimas, Dimitris2 dbertsim@mit.edu
Publikováno v:
Mathematical Programming. Jun2006, Vol. 107 Issue 1/2, p231-273. 43p. 2 Charts.
Publikováno v:
In Operations Research Letters 2006 34(5):481-490