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Publications by Andrew E. B. Lim
Mean-Variance Portfolio Selection With Random Parameters in a Complete Market
Mathematics of Operations Research
Management Science
Computer Science Applications
Operations Research
Mathematics
Quadratic Hedging and Mean-Variance Portfolio Selection With Random Parameters in an Incomplete Market
Mathematics of Operations Research
Management Science
Computer Science Applications
Operations Research
Mathematics
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Multi-Period Mean-Variance Portfolio Optimization With Markov Switching Parameters
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The Optimization of the Mean-Variance Portfolio Selection With Nonsmooth Concave Transaction Costs
DEStech Transactions on Computer Science and Engineering
Continuous-Time Mean-Variance Portfolio Selection Problem With Ho-Lee Stochastic Interest Rates
A Comparison of VaR and CVaR Constraints on Portfolio Selection With the Mean-Variance Model
Management Science
Management Science
Management
Operations Research
Strategy
On Efficiency of Mean–variance Based Portfolio Selection in Defined Contribution Pension Schemes
Quantitative Finance
Economics
Econometrics
Finance
Characteristic-Based Mean-Variance Portfolio Choice
Journal of Banking and Finance
Economics
Econometrics
Finance
Convex Duality in Constrained Mean-Variance Portfolio Optimization
Advances in Applied Probability
Applied Mathematics
Statistics
Probability
Is S&P100 Index a Mean-Variance Efficient Portfolio?
International Journal of Financial Research
Finance
Business
Economics
International Management
Accounting
Econometrics
