331 S.W. Mudd Building
500 West 120th Street
New York, NY 10027
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
in Total Papers Downloads
Risk Parity, Risk Budgeting, MCMC, Augmented Lagrangian, Portfolio Optimization, Semidefinite Programming
Dynamic asset allocation, taxes, sub-optimal control, duality, information relaxations
large scale portfolio optimization, coherent risk measures, first-order algorithms
inequality, networks, coalitional deviations, power, centrality
Sparse Learning, Multimodal Consumer Heterogeneity, Conjoint Analysis, Econometric Models
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: mafi.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Automated Demand Response, Dynamic programming, Bayes procedures
insurance, banking, SRISK, financial statements, systemic risk, fundamental analysis
auction, mechanism design, distributionally robust optimization, ambiguity aversion, Knightian preferences
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.427 seconds