A robust optimization approach to finance

Thesis (Ph.D.)--Massachusetts Institute of Technology, Sloan School of Management, Operations Research Center, 2002.

Bibliographic Details
Main Author:	Pachamanova, Dessislava A. (Dessislava Angelova), 1975-
Other Authors:	Dimitris J. Bertsimas.
Format:	Thesis
Language:	eng
Published:	Massachusetts Institute of Technology 2005
Subjects:	Operations Research Center.
Online Access:	http://hdl.handle.net/1721.1/8509

Internet

http://hdl.handle.net/1721.1/8509