Matt Stern

Publication Activity (10 Years)

Years Active: 2016-2019
Publications (10 Years): 3

Top Topics

Numerical Solution

Portfolio Management

Cooperative Games

Top Venues

Publications

Humoud Alsabah, Agostino Capponi, Octavio Ruiz Lacedelli, Matt Stern
Robo-advising: Learning Investors' Risk Preferences via Portfolio Choices. CoRR (2019)
Agostino Capponi, Reza Ghanadan, Matt Stern
Risk-Sensitive Cooperative Games for Human-Machine Systems. CoRR (2017)
R. Kipp Martin, Christopher Thomas Ryan, Matt Stern
The Slater Conundrum: Duality and Pricing in Infinite-Dimensional Optimization. SIAM J. Optim. 26 (1) (2016)