2008 | ||
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2 | EE | Dimitris Bertsimas, Dessislava Pachamanova: Robust multiperiod portfolio management in the presence of transaction costs. Computers & OR 35(1): 3-17 (2008) |
2004 | ||
1 | EE | Dimitris Bertsimas, Dessislava Pachamanova, Melvyn Sim: Robust linear optimization under general norms. Oper. Res. Lett. 32(6): 510-516 (2004) |
1 | Dimitris Bertsimas | [1] [2] |
2 | Melvyn Sim | [1] |