Data-Driven Robust Optimization Approaches with Applications in Finance.
- 주제(키워드) CVaR Robust Optimization , Data-Driven , Decision-Making under Uncertainty , Functionally Robust Optimization , Integrated Framework , Portfolio Optimization
- 발행기관 University of Minnesota
- 발행년도 2022
- 학위명 박사
- 학과 및 전공 Industrial and Systems Engineering
- ISBN 9798837535840
- UCI I804:11009-000000272883
- DOI 10.23186/korea.000000272883.11009.0001385
- 제출원본 PQDT29214306
