Gah-Yi Vahn

MathSciNet


Ph.D. University of California, Berkeley 2012 UnitedStates
Dissertation: New Approaches to Robustness and Learning in Data-Driven Portfolio Optimization
Mathematics Subject Classification: 90—Operations research, mathematical programming

Advisor 1: Andrew E. B. Lim
Advisor 2: Noureddine Elkaroui

No students known.

If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 194972 for the advisor ID.