Comparison of Robust and Data Driven Optimization

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Bibliographic Details
Main Author:	WANG YANBO
Other Authors:	SINGAPORE-MIT ALLIANCE
Format:	Theses and Dissertations
Published:	2019
Subjects:	portfolio selection data driven optimization debt structuring shortfall risk conditional value at risk
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/153872
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-153872
record_format	dspace
spelling	sg-nus-scholar.10635-1538722019-05-16T05:26:17Z Comparison of Robust and Data Driven Optimization WANG YANBO SINGAPORE-MIT ALLIANCE JASON GOW MELVYN SIM portfolio selection data driven optimization debt structuring shortfall risk conditional value at risk Master's MASTER OF SCIENCE IN COMPUTATIONAL ENGINEERING 2019-05-09T04:09:59Z 2019-05-09T04:09:59Z 2008 Thesis WANG YANBO (2008). Comparison of Robust and Data Driven Optimization. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/153872 SMA BATCHLOAD 20190422
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	portfolio selection data driven optimization debt structuring shortfall risk conditional value at risk
spellingShingle	portfolio selection data driven optimization debt structuring shortfall risk conditional value at risk WANG YANBO Comparison of Robust and Data Driven Optimization
description	Master's
author2	SINGAPORE-MIT ALLIANCE
author_facet	SINGAPORE-MIT ALLIANCE WANG YANBO
format	Theses and Dissertations
author	WANG YANBO
author_sort	WANG YANBO
title	Comparison of Robust and Data Driven Optimization
title_short	Comparison of Robust and Data Driven Optimization
title_full	Comparison of Robust and Data Driven Optimization
title_fullStr	Comparison of Robust and Data Driven Optimization
title_full_unstemmed	Comparison of Robust and Data Driven Optimization
title_sort	comparison of robust and data driven optimization
publishDate	2019
url	https://scholarbank.nus.edu.sg/handle/10635/153872
_version_	1681099307403444224

Comparison of Robust and Data Driven Optimization

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