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      Robust Portfolio Selection Problems

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      Mathematics of Operations Research
      Institute for Operations Research and the Management Sciences (INFORMS)

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          An Introduction to the Bootstrap

          Statistics is a subject of many uses and surprisingly few effective practitioners. The traditional road to statistical knowledge is blocked, for most, by a formidable wall of mathematics. The approach in An Introduction to the Bootstrap avoids that wall. It arms scientists and engineers, as well as statisticians, with the computational techniques they need to analyze and understand complicated data sets.
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            Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones

            Jos Sturm (1999)
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              The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

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                Author and article information

                Journal
                Mathematics of Operations Research
                Mathematics of OR
                Institute for Operations Research and the Management Sciences (INFORMS)
                0364-765X
                1526-5471
                February 2003
                February 2003
                : 28
                : 1
                : 1-38
                Article
                10.1287/moor.28.1.1.14260
                caf82c03-5a99-41ef-8622-795581daad27
                © 2003
                History

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