Gah-Yi Vahn

Publication Activity (10 Years)

Years Active: 2011-2012
Publications (10 Years): 0

Publications

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) (2012)
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) (2011)