Items where Author is "Cornuéjols, Gerard"
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Article
Davarnia, Danial and Kocuk, Burak and Cornuéjols, Gerard (2020) Computational aspects of Bayesian solution estimators in stochastic optimization. INFORMS Journal on Optimization, 2 (4). pp. 256-272. ISSN 2575-1484 (Print) 2575-1492 (Online)
Kocuk, Burak and Cornuéjols, Gérard (2020) Incorporating Black-Litterman views in portfolio construction when stock returns are a mixture of normals. Omega - International Journal of Management Science, 91 . ISSN 0305-0483 (Print) 1873-5274 (Online)