Andrew E. B. Lim

发表的论文6 篇，按出版时间

1. 1
   Dynamic Black-LittermanOperations Research20250
2. 2
   Technical Note—A Data-Driven Approach to Beating SAA Out of SampleOperations Research20239
3. 3
   Calibration of Distributionally Robust Empirical Optimization ModelsOperations Research202151
4. 4
   A Generalized Black–Litterman ModelOperations Research202025
5. 5
   Machine Learning and Portfolio OptimizationManagement Science2016284
6. 6
   Robust Multiarmed Bandit ProblemsManagement Science201546